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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

godotenv -f .env.local -- go run ./cmd/bbgo orderbook --config config/bbgo.yaml --session kucoin --symbol BTCUSDT

Testing user data stream

godotenv -f .env.local -- go run ./cmd/bbgo --config config/bbgo.yaml userdatastream --session kucoin

Testing order submit

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

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

godotenv -f .env.local -- go run ./cmd/bbgo cancel-order --session kucoin --order-uuid 61c745c44592c200014abdcf