add doc for writing your own strategy

README.md

@@ -98,6 +98,64 @@ Check out the strategy directory [strategy](pkg/strategy) for all built-in strat
 - xpuremaker strategy demonstrates how to maintain the orderbook and submit maker orders [xpuremaker](pkg/strategy/xpuremaker)
 - buyandhold strategy demonstrates how to subscribe kline events and submit market order [buyandhold](pkg/strategy/buyandhold)
 
+## Write your own strategy
+
+Create your go package, and initialize the repository with `go mod` and add bbgo as a dependency:
+
+```
+go mod init
+go get github.com/c9s/bbgo
+```
+
+Write your own strategy in the strategy directory like `pkg/strategy/mystrategy`:
+
+```
+mkdir pkg/strategy/mystrategy
+vim pkg/strategy/mystrategy/strategy.go
+```
+
+You can grab the skeleton strategy from <https://github.com/c9s/bbgo/blob/main/pkg/strategy/skeleton/strategy.go>
+
+Now add your config:
+
+```
+mkdir config
+(cd config && curl -o bbgo.yaml https://raw.githubusercontent.com/c9s/bbgo/main/config/buyandhold.yaml)
+```
+
+Add your strategy package path to the config file `config/bbgo.yaml`
+
+```yaml
+imports:
+- github.com/xxx/yyy/pkg/strategy/mystrategy
+```
+
+Run `bbgo run` command, bbgo will compile a wrapper binary that imports your strategy:
+
+```sh
+dotenv -f .env.local -- bbgo run --config config/bbgo.yaml
+```
+
+## Dynamic Injection
+
+In order to minimize the strategy code, bbgo supports dynamic dependency injection.
+
+Before executing your strategy, bbgo injects the components into your strategy object if
+it found the embedded field that is using bbgo component. for example:
+
+```go
+type Strategy struct {
+    *bbgo.Notifiability
+}
+```
+
+And then, in your code, you can call the methods of Notifiability.
+
+Supported components (single exchange strategy only for now):
+
+- `*bbgo.Notifiability`
+- `bbgo.OrderExecutor`
+
 ## Exchange API Examples
 
 Please check out the example directory: [examples](examples)