WIP: add MEXC
Add support for MEXC exchange. https://m.mexc.com/auth/signup?inviteCode=18RW6 resolves #616
Checklist
Exchange Interface - the minimum requirement for spot trading
- [x] QueryMarkets
- [x] QueryTickers
- [x] QueryOpenOrders
- [x] SubmitOrders
- [x] CancelOrders
- [x] NewStream
Trading History Service Interface - (optional) used for syncing user trading data
- [ ] QueryClosedOrders
- [ ] QueryTrades
Order Query Service Interface - (optional) used for querying order status
- [ ] QueryOrder
Back-testing service - kline data is used for back-testing
- [x] 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)
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