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bbgo_origin/doc/development/new-exchange.md
Yo-An Lin e760c8a6b1 Update new-exchange.md
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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)

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

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
  • heart beat integration
  • 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)