add doc doc/topics/developing-strategy.md

doc/topics/developing-strategy.md

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+# Developing Strategy
+
+There are two types of strategies in BBGO:
+
+1. built-in strategy: like grid, bollmaker, pricealert strategies, which are included in the pre-compiled binary.
+2. external strategy: custom or private strategies that you don't want to expose to public.
+
+For built-in strategies, they are placed in `pkg/strategy` of the BBGO source repository.
+
+For external strategies, you can create a private repository as an isolated go package and place your strategy inside
+it.
+
+In general, strategies are Go struct, placed in Go package.
+
+## The Strategy Struct
+
+BBGO loads the YAML config file and re-unmarshal the settings into your struct as JSON string, so you can define the
+json tag to get the settings from the YAML config.
+
+For example, if you're writing a strategy in a package called `short`, to load the following config:
+
+```yaml
+externalStrategies:
+- on: binance
+  short:
+    symbol: BTCUSDT
+```
+
+You can write the following struct to load the symbol setting:
+
+```
+package short
+
+type Strategy struct {
+    Symbol string `json:"symbol"`
+}
+
+```
+
+To use the Symbol setting, you can get the value from the Run method of the strategy:
+
+```
+func (s *Strategy) Run(ctx context.Context, session *bbgo.ExchangeSession) error {
+    log.Println("%s", s.Symbol)
+    return nil
+}
+```
+
+
+
+
+## Built-in Strategy
+
+
+
+
+
+
+
+
+
+