🚀 OpenXaiAlgo

A high-performance, resilient algorithmic trading engine kernel. Designed for unattended quantitative trading on Linux VPS.

English | 中文

🇬🇧 English

📖 Introduction

OpenXaiAlgo is the core trading engine behind XaiAlgo.xyz. It is designed to be an extremely stable and fault-tolerant trading host framework.

This is specifically developed for cryptocurrency, currently supporting the Binance exchange.

Traditional trading bots often couple strategy logic with underlying execution logic, making code difficult to maintain and risks uncontrollable. OpenXaiAlgo adopts an architecture that separates the core from the strategy:

Engine (This Repository): Responsible for exchange connections, state management, risk control circuit breaking, reconnection, data backfilling, and other "dirty work".
Strategies (Plugins): Dynamically loaded via .dll, allowing you to write private strategies and keep them closed source.

✨ Features

🏗️ High Availability

Multi-Level Fault Tolerance: Built-in Polly circuit breaking mechanism; automatic degradation upon continuous API failures.
Auto-Restart: Process guardianship and Exponential Backoff restart strategy.
Ghost Order Detection: Automatically checks order status after network timeouts to prevent lost orders.
Atomic Persistence: State files use a Write -> Temp -> Backup -> Final mechanism to prevent file corruption during power failures.

🛡️ Strict Risk Management

Equity Curve Monitoring: Automatic alert/pause if drawdown exceeds 5% within 1 hour or upon continuous losses.
Multi-Dimensional Circuit Breaking: Supports daily maximum loss, total asset maximum drawdown, and consecutive loss limits.
Stop Loss Protection: Built-in fixed stop loss and Trailing Stop logic.

📊 Data Integrity

WebSocket Enhancement: Real-time K-line push with heartbeat detection and backlog alerts.
Disconnection Backfilling: Automatically backfills missing K-line data via REST API after WebSocket reconnection.

📡 Operations Management

HTTP Management API: Standard REST interface for monitoring status, resetting risk controls, and starting/stopping assets.
Prometheus Integration: Natively exports /metrics for direct integration with Grafana monitoring dashboards.
Hot Reload Configuration: Supports runtime parameter modification (Capital, StopLoss, etc.) without restarting.

🗺️ Roadmap / Todo

🏗️ Core & Stability

Unit Testing: Complete unit test coverage for core components
Data Persistence: Support SQLite/PostgreSQL for robust trade history storage
CI/CD Integration: Automatic build and test workflows using GitHub Actions

📈 Strategy & Analysis

Backtesting Engine: Local historical data backtesting with performance reporting
Machine Learning: Integrate ONNX Runtime for AI model inference
Strategy Library: Built-in standard indicators (RSI, MACD, Bollinger Bands)

🛠️ Operations & Usability

Docker Support: Official Dockerfile and docker-compose.yml for one-click deployment
Web Dashboard: Modern Blazor/React-based visual management panel
Interactive Bot: Telegram/Discord bot for real-time control (e.g., /status, /stop)
Exchange Adapters: Adapt to more exchanges like OKX, Bybit, etc.

� Dependencies (.NET Packages)

The project relies on the following key NuGet packages:

Binance.Net (v12.0.0): Official Binance API client.
Polly (v8.5.0): Resilience and transient-fault-handling library.
Serilog (v4.0.0): Structured logging.
Microsoft.Extensions.Hosting (v9.0.0): Host building and lifecycle management.

🔌 Strategy Development Guide

OpenXaiAlgo only contains the core engine; you need to write strategy plugins to drive it.

1. Create Strategy Project

Create a .NET 8 Class Library:

dotnet new classlib -n MyStrategy

2. Reference Interfaces

Reference Reference.dll or this project's code to implement the IStrategy interface:

using TradingSystem.Console.Trading.Strategy;

public class SuperStrategy : IStrategy
{
    public string Name => "SuperStrategy";
    
    public void Initialize(Dictionary<string, object> parameters)
    {
        // Read configuration parameters
    }

    public TradingSignal ProcessCandles(IReadOnlyList<Candle> candles)
    {
        // Your core logic
        return TradingSignal.StrongBull; // Emit buy signal
    }
    
    // ... Implement ShouldEnter / ShouldExit
}

3. Load Configuration

Compile your dll, place it in the plugins directory, and modify appsettings.json:

{
  "Assets": [
    {
      "Symbol": "BTCUSDT",
      "AlphaModel": "SuperStrategy",
      "StrategyDll": "MyStrategy.dll",
      "StrategyParams": { "RsiPeriod": 14 }
    }
  ]
}

🛠️ Quick Start

Requirements

.NET 8.0 SDK
Linux (Ubuntu 20.04+ / Debian 11+) or Docker

Run

# 1. Clone the repository
git clone https://github.com/Rockywei1/OpenXaiAlgo.git

# 2. Build
dotnet build -c Release

# 3. Run (Configure appsettings.json first)
cd TradingSystem.Console
dotnet run

🤝 Support / Donate

If this project helped you, consider buying me a coffee!

USDT (BEP20 / TRC20): 0x21a2c51F3e43C259F40dd4d81090C9dD7C8737f1

🌟 Star History

🇨🇳 中文

� 简介

OpenXaiAlgo 是 XaiAlgo.xyz 背后的核心交易引擎。它旨在成为一个极其稳定和容错的交易宿主框架。

本项目专为加密货币开发，目前支持币安（Binance）交易所。

传统的交易机器人通常将策略逻辑与底层执行逻辑耦合，导致代码难以维护且风险难以控制。OpenXaiAlgo 采用核心与策略分离的架构：

引擎 (本仓库): 负责交易所连接、状态管理、风控熔断、重连、数据回补等“脏活累活”。
策略 (插件): 通过 .dll 动态加载，允许您编写私有策略并保持闭源。

✨ 特性

🏗️ 高可用性

多级容错: 内置 Polly 熔断机制；连续 API 失败时自动降级。
自动重启: 进程守护和指数退避重启策略。
幽灵订单检测: 网络超时后自动检查订单状态，防止丢单。
原子持久化: 状态文件使用写入 -> 临时 -> 备份 -> 最终机制，防止断电导致文件损坏。

🛡️ 严格风控

资金曲线监控: 如果 1 小时内回撤超过 5% 或连续亏损，自动报警/暂停。
多维熔断: 支持每日最大亏损、总资产最大回撤和连续亏损限制。
止损保护: 内置固定止损和移动止损（Trailing Stop）逻辑。

📊 数据完整性

WebSocket 增强: 实时 K 线推送，带心跳检测和积压报警。
断线回补: WebSocket 重连后，自动通过 REST API 回补缺失的 K 线数据。

📡 运维管理

HTTP 管理 API: 标准 REST 接口，用于监控状态、重置风控和启动/停止资产。
Prometheus 集成: 原生导出 /metrics，可直接集成 Grafana 监控仪表板。
热重载配置: 支持运行时修改参数（资金、止损等），无需重启。

🗺️ 路线图 / 待办事项

🏗️ 核心与稳定性

单元测试: 完善核心组件的单元测试覆盖率
数据持久化: 支持 SQLite/PostgreSQL 以实现更健壮的交易记录存储
CI/CD 集成: 使用 GitHub Actions 实现自动构建和测试工作流

📈 策略与分析

回测引擎: 支持本地历史数据回测及性能报告
机器学习: 集成 ONNX Runtime 以支持 AI 模型推理
策略库: 内置标准指标库（RSI, MACD, Bollinger Bands）

🛠️ 运维与易用性

Docker 支持: 提供官方 Dockerfile 和 docker-compose.yml 实现一键部署
Web 仪表板: 基于 Blazor/React 的可视化管理面板
交互式机器人: Telegram/Discord 机器人实现实时控制（如 /status, /stop）
交易所适配: 适配更多交易所，如 OKX, Bybit 等

📦 依赖项 (.NET 包)

本项目依赖以下关键 NuGet 包：

Binance.Net (v12.0.0): 官方币安 API 客户端。
Polly (v8.5.0): 弹性与瞬态故障处理库。
Serilog (v4.0.0): 结构化日志。
Microsoft.Extensions.Hosting (v9.0.0): 主机构建与生命周期管理。

🔌 策略开发指南

OpenXaiAlgo 仅包含核心引擎；您需要编写策略插件来驱动它。

1. 创建策略项目

创建一个 .NET 8 类库：

dotnet new classlib -n MyStrategy

2. 引用接口

引用 Reference.dll 或本项目代码以实现 IStrategy 接口：

using TradingSystem.Console.Trading.Strategy;

public class SuperStrategy : IStrategy
{
    public string Name => "SuperStrategy";
    
    public void Initialize(Dictionary<string, object> parameters)
    {
        // 读取配置参数
    }

    public TradingSignal ProcessCandles(IReadOnlyList<Candle> candles)
    {
        // 您的核心逻辑
        return TradingSignal.StrongBull; // 发出买入信号
    }
    
    // ... 实现 ShouldEnter / ShouldExit
}

3. 加载配置

编译您的 dll，将其放入 plugins 目录，并修改 appsettings.json：

{
  "Assets": [
    {
      "Symbol": "BTCUSDT",
      "AlphaModel": "SuperStrategy",
      "StrategyDll": "MyStrategy.dll",
      "StrategyParams": { "RsiPeriod": 14 }
    }
  ]
}

🛠️ 快速开始

环境要求

.NET 8.0 SDK
Linux (Ubuntu 20.04+ / Debian 11+) 或 Docker

运行

# 1. 克隆仓库
git clone https://github.com/Rockywei1/OpenXaiAlgo.git

# 2. 构建
dotnet build -c Release

# 3. 运行 (需先配置 appsettings.json)
cd TradingSystem.Console
dotnet run

📄 许可证

本项目采用 GNU Affero General Public License v3.0 (AGPL-3.0) 许可。这意味着如果您通过网络（例如 SaaS）提供基于本项目的服务，您必须向用户公开修改后的源代码。

🤝 支持 / 捐赠

如果本项目帮助了您，欢迎请我喝杯咖啡！