bbgo_origin/doc/development/adding-new-exchange.md
2021-12-28 00:21:07 +08:00

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# Adding New Exchange
Open an issue and paste the following checklist to that issue.
You should send multiple small pull request to implement them.
**Please avoid sending a pull request with huge changes**
## Checklist
Exchange Interface - minimum requirement for trading
- [ ] QueryMarkets
- [ ] QueryTickers
- [ ] QueryOpenOrders
- [ ] SubmitOrders
- [ ] CancelOrders
- [ ] NewStream
Trading History Service Interface - used for syncing user trading data
- [ ] QueryClosedOrders
- [ ] QueryTrades
Back-testing service - kline data is used for back-testing
- [ ] QueryKLines
Convert functions:
- [ ] MarketData convert functions
- [ ] toGlobalMarket
- [ ] toGlobalTicker
- [ ] toGlobalKLine
- [ ] UserData convert functions
- [ ] toGlobalOrder
- [ ] toGlobalTrade
- [ ] toGlobalAccount
- [ ] toGlobalBalance
Stream
- [ ] UserDataStream
- [ ] Trade message parser
- [ ] Order message parser
- [ ] Account message parser
- [ ] Balance message parser
- [ ] MarketDataStream
- [ ] OrderBook message parser (or depth)
- [ ] KLine message parser (required for backtesting)
- [ ] Public trade message parser (optional)
- [ ] Ticker message parser (optional)
- [ ] ping/pong handling.
- [ ] heart-beat hanlding or keep-alive handling.
- [ ] handling reconnect
Database
- [ ] Add a new kline table for the exchange (this is required for back-testing)
- [ ] Add MySQL migration SQL
- [ ] Add SQLite migration SQL
Exchange Factory
- [ ] Add the exchange constructor to the exchange instance factory function.
- [ ] Add extended fields to the ExchangeSession struct. (optional)
# Implementation
Go to `pkg/types/exchange.go` and add your exchange type:
```
const (
ExchangeMax = ExchangeName("max")
ExchangeBinance = ExchangeName("binance")
ExchangeFTX = ExchangeName("ftx")
ExchangeOKEx = ExchangeName("okex")
ExchangeKucoin = ExchangeName("kucoin")
ExchangeBacktest = ExchangeName("backtest")
)
```
Go to `pkg/cmd/cmdutil/exchange.go` and add your exchange to the factory
```
func NewExchangeStandard(n types.ExchangeName, key, secret, passphrase, subAccount string) (types.Exchange, error) {
switch n {
case types.ExchangeFTX:
return ftx.NewExchange(key, secret, subAccount), nil
case types.ExchangeBinance:
return binance.New(key, secret), nil
case types.ExchangeOKEx:
return okex.New(key, secret, passphrase), nil
// ...
}
}
```
## Testing order book stream
```shell
godotenv -f .env.local -- go run ./cmd/bbgo orderbook --config config/bbgo.yaml --session kucoin --symbol BTCUSDT
```
## Testing user data stream
```shell
godotenv -f .env.local -- go run ./cmd/bbgo --config config/bbgo.yaml userdatastream --session kucoin
```
### Testing order submit
```shell
godotenv -f .env.local -- go run ./cmd/bbgo submit-order --session=kucoin --symbol=BTCUSDT --side=buy --price=18000 --quantity=0.001
```
### Testing open orders query
```shell
godotenv -f .env.local -- go run ./cmd/bbgo list-orders --session kucoin --symbol=BTCUSDT open
godotenv -f .env.local -- go run ./cmd/bbgo list-orders --session kucoin --symbol=BTCUSDT closed
```
### Testing order cancel
```shell
godotenv -f .env.local -- go run ./cmd/bbgo cancel-order --session kucoin --order-uuid 61c745c44592c200014abdcf
```