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WIP: add MEXC

Open zenixls2 opened this issue 3 years ago • 6 comments

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)

zenixls2 avatar May 18 '22 10:05 zenixls2

Welcome back! @zenixls2, This pull request may get 489 BBG.

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Re-estimated karma: this pull request may get 734 BBG

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