Adding New Exchange Adapters

This section provides a guide to adding support for a new exchange to the Candles Feed framework. By implementing an adapter, you can seamlessly integrate a new exchange into the framework.

What is an Exchange Adapter?

An exchange adapter is a class that implements the BaseAdapter interface and provides exchange-specific logic for:

1. Formatting trading pairs
2. Constructing REST API requests
3. Parsing REST API responses
4. Creating WebSocket subscription payloads
5. Parsing WebSocket messages
6. Defining supported intervals

The adapter serves as a bridge between the exchange's API and the standardized data format used by the framework.

Adapter Registration Process

graph TD
    A[Create Exchange Adapter Class] --> B[Inherit from BaseAdapter]
    B --> C[Implement Required Methods]
    C --> D[Define Constants]
    D --> E[Register with ExchangeRegistry]
    E --> F[Adapter Available for Use]

    style E fill:#f96,stroke:#333,stroke-width:2px

Required Components

To add support for a new exchange, you'll need to create:

1. A constants file with exchange-specific values
2. An adapter class implementing the BaseAdapter interface
3. An __init__.py file to expose your adapter

Project Structure

Your adapter should follow this structure:

candles_feed/
└── adapters/
    └── your_exchange_name/
        ├── __init__.py
        ├── constants.py
        └── your_exchange_adapter.py

Registration

To make your adapter available to the framework, you need to register it with the ExchangeRegistry:

@ExchangeRegistry.register("your_exchange_name")
class YourExchangeAdapter(BaseAdapter):
    """Your exchange adapter implementation."""
    # Implementation details here

Adapter Interface

Your adapter must implement all methods defined in the BaseAdapter class:

classDiagram
    class BaseAdapter {
        <<abstract>>
        +get_trading_pair_format(trading_pair: str) str
        +get_rest_url() str
        +get_ws_url() str
        +get_rest_params(trading_pair, interval, start_time, end_time, limit) dict
        +parse_rest_response(data: dict) List[CandleData]
        +get_ws_subscription_payload(trading_pair, interval) dict
        +parse_ws_message(data: dict) Optional[List[CandleData]]
        +get_supported_intervals() Dict[str, int]
        +get_ws_supported_intervals() List[str]
    }

    class YourExchangeAdapter {
        +get_trading_pair_format(trading_pair: str) str
        +get_rest_url() str
        +get_ws_url() str
        +get_rest_params(trading_pair, interval, start_time, end_time, limit) dict
        +parse_rest_response(data: dict) List[CandleData]
        +get_ws_subscription_payload(trading_pair, interval) dict
        +parse_ws_message(data: dict) Optional[List[CandleData]]
        +get_supported_intervals() Dict[str, int]
        +get_ws_supported_intervals() List[str]
    }

    BaseAdapter <|-- YourExchangeAdapter

Next Steps

In the following sections, we'll walk through the process of implementing each part of an exchange adapter:

1. Adapter Implementation: Creating the basic adapter structure
2. REST API Integration: Implementing REST API functionality
3. WebSocket Integration: Implementing WebSocket functionality
4. Testing Your Adapter: Ensuring your adapter works correctly