Adding a New Exchange

Adding exchange support requires implementing two traits: FeedParser (market data) and ExchangeGateway (order routing).

1. Market feed

Create crates/market/src/myexchange.rs:

#![allow(unused)]
fn main() {
pub struct MyExchangeParser;

impl FeedParser for MyExchangeParser {
    fn ws_url(&self, symbol: &Symbol) -> String {
        format!("wss://stream.myexchange.com/ws/{}", symbol)
    }

    fn subscribe_message(&self, symbol: &Symbol) -> String {
        serde_json::json!({ "op": "subscribe", "channel": symbol.to_string() }).to_string()
    }

    fn parse(&self, msg: &str) -> Vec<EventPayload> {
        // deserialise msg and return BookUpdate / Trade events
        vec![]
    }
}
}

2. Gateway

Create crates/gateway/src/myexchange.rs and implement ExchangeGateway.

See crates/gateway/src/binance.rs as a reference for HMAC signing, REST error handling, and order ID mapping.

3. Add the Exchange variant

In crates/core/src/types.rs, add to the Exchange enum:

#![allow(unused)]
fn main() {
pub enum Exchange {
    Binance,
    Coinbase,
    MyExchange, // add this
    // ...
}
}

4. Wire up in the CLI

In crates/cli/src/run.rs, add a match arm for "myexchange" that constructs your feed parser and gateway.

5. Test

Write unit tests for parse() with real WebSocket message payloads captured from the exchange. Use cargo test -p mercury-market myexchange to run them.