max: implement basic max exchange skeleton

exchange/max/exchange.go

@@ -1,9 +1,86 @@
 package max
 
+import (
+	"context"
+	"fmt"
+	"strings"
+
+	"github.com/sirupsen/logrus"
+
+	maxapi "github.com/c9s/bbgo/exchange/max/maxapi"
+	"github.com/c9s/bbgo/types"
+)
+
+var log = logrus.WithFields(logrus.Fields{
+	"exchange": "max",
+})
+
 type Exchange struct {
+	client *maxapi.RestClient
+	key, secret string
 }
 
-func NewExchange(key, secret string) *Exchange {
+func New(key, secret string) *Exchange {
+	client := maxapi.NewRestClient(maxapi.ProductionAPIURL)
+	client.Auth(key, secret)
 	return &Exchange{
+		client: client,
+		key: key,
+		secret: secret,
 	}
 }
+
+func (e *Exchange) NewStream() types.Stream {
+	return NewStream(e.key, e.secret)
+}
+
+func (e *Exchange) SubmitOrder(ctx context.Context, order *types.SubmitOrder) error {
+	orderType, err := toLocalOrderType(order.Type)
+	if err != nil {
+		return err
+	}
+
+
+	retOrder, err := e.client.OrderService.Create(
+		order.Symbol,
+		toLocalSideType(order.Side),
+		order.Quantity,
+		order.Price,
+		string(orderType),
+		maxapi.Options{})
+
+	if err != nil {
+		return err
+	}
+
+	log.Infof("order created: %+v", retOrder)
+	return err
+}
+
+// PlatformFeeCurrency
+func (e *Exchange) PlatformFeeCurrency() string {
+	return "max"
+}
+
+
+
+
+func toLocalCurrency(currency string) string {
+	return strings.ToLower(currency)
+}
+
+func toLocalSideType(side types.SideType) string {
+	return strings.ToLower(string(side))
+}
+
+func toLocalOrderType(orderType types.OrderType) (maxapi.OrderType, error) {
+	switch orderType {
+	case types.OrderTypeLimit:
+		return maxapi.OrderTypeLimit, nil
+
+	case types.OrderTypeMarket:
+		return maxapi.OrderTypeMarket, nil
+	}
+
+	return "", fmt.Errorf("order type %s not supported", orderType)
+}