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update doc
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@ -6,7 +6,8 @@ You should send multiple small pull request to implement them.
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**Please avoid sending a pull request with huge changes**
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**Important** -- for the underlying http API please use `requestgen` <https://github.com/c9s/requestgen> to generate the requests.
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**Important** -- for the underlying http API please use `requestgen` <https://github.com/c9s/requestgen> to generate the
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requests.
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## Checklist
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@ -35,27 +36,27 @@ Back-testing service - kline data is used for back-testing
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Convert functions:
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- [ ] MarketData convert functions
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- [ ] toGlobalMarket
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- [ ] toGlobalTicker
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- [ ] toGlobalKLine
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- [ ] toGlobalMarket
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- [ ] toGlobalTicker
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- [ ] toGlobalKLine
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- [ ] UserData convert functions
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- [ ] toGlobalOrder
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- [ ] toGlobalTrade
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- [ ] toGlobalAccount
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- [ ] toGlobalBalance
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- [ ] toGlobalOrder
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- [ ] toGlobalTrade
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- [ ] toGlobalAccount
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- [ ] toGlobalBalance
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Stream
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- [ ] UserDataStream
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- [ ] Trade message parser
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- [ ] Order message parser
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- [ ] Account message parser
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- [ ] Balance message parser
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- [ ] Trade message parser
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- [ ] Order message parser
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- [ ] Account message parser
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- [ ] Balance message parser
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- [ ] MarketDataStream
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- [ ] OrderBook message parser (or depth)
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- [ ] KLine message parser (required for backtesting)
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- [ ] Public trade message parser (optional)
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- [ ] Ticker message parser (optional)
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- [ ] OrderBook message parser (or depth)
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- [ ] KLine message parser (required for backtesting)
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- [ ] Public trade message parser (optional)
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- [ ] Ticker message parser (optional)
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- [ ] ping/pong handling.
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- [ ] heart-beat hanlding or keep-alive handling.
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- [ ] handling reconnect
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@ -63,8 +64,8 @@ Stream
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Database
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- [ ] Add a new kline table for the exchange (this is required for back-testing)
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- [ ] Add MySQL migration SQL
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- [ ] Add SQLite migration SQL
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- [ ] Add MySQL migration SQL
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- [ ] Add SQLite migration SQL
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Exchange Factory
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@ -112,6 +113,29 @@ func NewExchangeStandard(n types.ExchangeName, key, secret, passphrase, subAccou
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}
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```
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## Un-marshalling Timestamps
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For millisecond timestamps, you can use `types.MillisecondTimestamp`, it will automatically convert the timestamp into
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time.Time:
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```
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type MarginInterestRecord struct {
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Currency string `json:"currency"`
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CreatedAt types.MillisecondTimestamp `json:"created_at"`
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}
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```
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## Un-marshalling numbers
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For number fields, especially floating numbers, please use `fixedpoint.Value`, it can parse int, float64, float64 in
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string:
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```
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type A struct {
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Amount fixedpoint.Value `json:"amount"`
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}
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```
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## Test Market Data Stream
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### Test order book stream
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@ -126,7 +150,6 @@ godotenv -f .env.local -- go run ./cmd/bbgo orderbook --config config/bbgo.yaml
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godotenv -f .env.local -- go run ./cmd/bbgo --config config/bbgo.yaml userdatastream --session kucoin
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```
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## Test Restful Endpoints
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You can choose the session name to set-up for testing:
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