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162 lines
3.8 KiB
Markdown
162 lines
3.8 KiB
Markdown
# Adding New Exchange
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Open an issue and paste the following checklist to that issue.
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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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## Checklist
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Exchange Interface - the minimum requirement for spot trading
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- [ ] QueryMarkets
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- [ ] QueryTickers
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- [ ] QueryOpenOrders
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- [ ] SubmitOrders
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- [ ] CancelOrders
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- [ ] NewStream
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Trading History Service Interface - (optional) used for syncing user trading data
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- [ ] QueryClosedOrders
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- [ ] QueryTrades
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Order Query Service Interface - (optional) used for querying order status
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- [ ] QueryOrder
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Back-testing service - kline data is used for back-testing
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- [ ] QueryKLines
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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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- [ ] 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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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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- [ ] 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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- [ ] ping/pong handling.
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- [ ] heart-beat hanlding or keep-alive handling.
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- [ ] handling reconnect
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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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Exchange Factory
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- [ ] Add the exchange constructor to the exchange instance factory function.
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- [ ] Add extended fields to the ExchangeSession struct. (optional)
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# Implementation
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Go to `pkg/types/exchange.go` and add your exchange type:
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```
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const (
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ExchangeMax = ExchangeName("max")
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ExchangeBinance = ExchangeName("binance")
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ExchangeFTX = ExchangeName("ftx")
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ExchangeOKEx = ExchangeName("okex")
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ExchangeKucoin = ExchangeName("kucoin")
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ExchangeBacktest = ExchangeName("backtest")
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)
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```
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Go to `pkg/cmd/cmdutil/exchange.go` and add your exchange to the factory
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```
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func NewExchangeStandard(n types.ExchangeName, key, secret, passphrase, subAccount string) (types.Exchange, error) {
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switch n {
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case types.ExchangeFTX:
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return ftx.NewExchange(key, secret, subAccount), nil
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case types.ExchangeBinance:
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return binance.New(key, secret), nil
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case types.ExchangeOKEx:
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return okex.New(key, secret, passphrase), nil
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// ...
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}
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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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```shell
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godotenv -f .env.local -- go run ./cmd/bbgo orderbook --config config/bbgo.yaml --session kucoin --symbol BTCUSDT
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```
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## Test User Data Stream
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```shell
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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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```shell
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export BBGO_SESSION=ftx
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export BBGO_SESSION=kucoin
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export BBGO_SESSION=binance
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```
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### Test user account balance
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```shell
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godotenv -f .env.local -- go run ./cmd/bbgo balances --session $BBGO_SESSION
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```
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### Test order submit
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```shell
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godotenv -f .env.local -- go run ./cmd/bbgo submit-order --session $BBGO_SESSION --symbol=BTCUSDT --side=buy --price=18000 --quantity=0.001
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```
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### Test open orders query
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```shell
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godotenv -f .env.local -- go run ./cmd/bbgo list-orders --session $BBGO_SESSION --symbol=BTCUSDT open
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godotenv -f .env.local -- go run ./cmd/bbgo list-orders --session $BBGO_SESSION --symbol=BTCUSDT closed
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```
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### Test order status
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```shell
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godotenv -f .env.local -- go run ./cmd/bbgo get-order --session $BBGO_SESSION --order-id ORDER_ID
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```
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### Test order cancel
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```shell
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godotenv -f .env.local -- go run ./cmd/bbgo cancel-order --session $BBGO_SESSION --order-uuid 61c745c44592c200014abdcf
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```
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