OKX Trading Bot — RSI + VWAP strategy

An automated trading bot for the OKX exchange (perpetual swaps). It trades an RSI + VWAP rejection strategy with ATR-based position sizing, streams candles over WebSocket with a REST fallback, and also accepts TradingView signals over HTTP. Originally written in C#, then rewritten in Go.

⚠️ For educational purposes. Trading crypto derivatives carries a high risk of loss — test on a demo account first.

Architecture

flowchart LR
    WS["OKX WebSocket<br/>candles"] --> MD[marketdata]
    REST1["OKX REST<br/>candles (fallback)"] -.->|"stream silent > 30 s"| MD
    MD --> ST["Strategy<br/>RSI · VWAP · ATR"]
    TV[TradingView alert] -->|"POST /tv-signal"| WH[handlers/webhooks] --> ST
    ST --> EX["Executor<br/>size · SL · TP"]
    EX -->|signed requests| OKX["OKX REST<br/>orders"]
    WH --- ST2["GET /status · /ping"]

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Strategy

flowchart TB
    C[New closed candle] --> I[Update RSI, VWAP, ATR]
    I --> L{"RSI crosses above oversold<br/>and close &gt; prev close<br/>and close &lt; VWAP<br/>and volume ≥ filter"}
    I --> S{"RSI crosses below overbought<br/>and close &lt; prev close<br/>and close &gt; VWAP<br/>and volume ≥ filter"}
    L -->|yes| LONG[Open LONG]
    S -->|yes| SHORT[Open SHORT]
    LONG & SHORT --> R["Size from balance share and ATR stop<br/>SL = ATR × ATRMultiplierSL<br/>TP = ATR × ATRMultiplierTP<br/>attached as OKX algo orders"]
    R --> CD[Cooldown N bars]

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Risk management

• position size computed so that a configured share of the balance (EquityPercent / RiskPercent) is used with the stop at ATR × multiplier ("Pine mode", mirrors the original TradingView script); an all-in executor is available as an alternative
• stop loss and take profit at configurable ATR multiples (ATRMultiplierSL, ATRMultiplierTP), attached to the entry as OKX algo orders
• optional trailing stop with a dedicated trailing manager
• cooldown between signals to avoid overtrading

Project structure

main.go                 — entry point: config, bot, HTTP server
bot/                    — trading loop and order executors
strategy/               — RSI + VWAP strategy, indicators, position sizing, trailing stops
client/okx_client.go    — OKX REST client (signed requests)
marketdata/websocket.go — OKX WebSocket market data
handlers/webhooks.go    — HTTP API: POST /tv-signal, GET /ping, GET /status
config/                 — configuration loading (appsettings.json)
Program.cs, botautotraide.cs — the original C# implementation

Getting started

Requirements: Go 1.21+, an OKX account with API keys.

go mod tidy
# fill in API keys and strategy settings in appsettings.json
go run .

{
  "OKX": {
    "ApiKey": "<api key>",
    "ApiSecret": "<api secret>",
    "Passphrase": "<passphrase>",
    "InstrumentId": "SOL-USDT-SWAP",
    "Timeframe": "15m"
  },
  "Strategy": {
    "RsiLength": 2,
    "RsiOverbought": 80,
    "RsiOversold": 20,
    "ATRLength": 14,
    "ATRMultiplierSL": 1.5,
    "ATRMultiplierTP": 1.5,
    "CooldownBars": 1,
    "RiskPercent": 2,
    "UseTrailingStop": false
  }
}

Docker: docker compose up -d --build. See README-Go.md, QUICK_START.md and README-Deployment.md.