lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-14 19:13:52 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity
7a68dce7dd
bbgo_origin/doc/development/new-exchange.md
Yo-An Lin 7a68dce7dd Create new-exchange.md
2021-12-09 12:13:35 +08:00

1.1 KiB
Raw Blame History

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)

  • QueryMarkets
  • QueryKLines
  • QueryTickers
  • QueryOrders
  • QueryTrades
  • SubmitOrders

Convert functions:

  • MarketData convert functions
    • toGlobalMarket
    • toGlobalTicker
    • toGlobalKLine
  • UserData convert functions
    • toGlobalOrder
    • toGlobalTrade
    • toGlobalAccount

Stream

  • UserDataStream
    • Trade message parser
    • Order message parser
    • Account message parser
    • Balance message parser
  • MarketDataStream
    • OrderBook message parser (or depth)
    • KLine message parser
    • Public trade message parser
  • ping/pong
  • heart beat integration
  • handling reconnect

Exchange Factory

  • Add the exchange constructor to the exchange instance factory function.
  • Add extended fields to the ExchangeSession struct. (optional)