bbgo_origin/doc/development/new-exchange.md
2021-12-09 12:17:56 +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)
- [ ] 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)