One theory is that he is the descendant of Ahmad al-Muhajir, the great Hadhramaut saint who migrated from Basra, Iraq to Yemen to leave internal strife rampant during the time of the Abbasid Caliphate. His descendants are popularly recognised as the Saadah BaAlawi.
However, other theory claims that he's of Chinese descent and his real name is Bong Swi Hoo. 
He arrived at Java by 1445. He married Nyi Gede Manila, daughter of a Chinese captain at Tuban named Gan Eng Cu. This marriage produced at least one son, that also would became a 'wali', Sunan Bonang