docs: add Connector README.

connector/README.md

@@ -0,0 +1,47 @@
+# HftBacktest - Connector
+Connector provides a single point of communication with exchanges, brokers, or data feed providers. 
+It is designed to manage multiple bots, allowing each bot to connect to several different connectors simultaneously.
+
+![architecture](https://github.com/nkaz001/hftbacktest/blob/master/docs/images/arch.png)
+
+## Supported Exchanges
+**CAUTION: Use at your own risk. Live trading features may not function correctly in all cases.
+Please report any issues you encounter by submitting them to the Issues.**
+
+Supported exchanges include:
+
+* Binance Futures (Tested on the Testnet)
+* Bybit Futures (Under development)
+
+## Getting Started
+
+1. Clone the repository:
+
+    ```
+    git clone https://github.com/nkaz001/hftbacktest.git
+    ```
+
+2. Build Connector. After building, the executable file `connector` will be generated under `target/release` directory:
+
+    ```
+    cargo build --release --package connector
+    ```
+
+3. Configure the settings file. Please see the [examples](https://github.com/nkaz001/hftbacktest/blob/master/connector/examples) directory for guidance.
+
+4. Run Connector. You can run multiple instances of Connector for the same exchange using different names and configurations:
+
+    **Example**
+    ```
+    connector --name bf --connector binancefutures --config binancefutures.toml
+    ```
+
+Note: Since Connector communicates with bots via shared memory, both Connector and the bots must run on the same machine.
+
+## Connector Implementation Guide
+If a connector adheres to the IPC protocol, it does not have to be implemented in the same manner as Connector.
+However, following this implementation makes it easier to develop additional connectors.
+
+To implement a connector, you mainly need to implement two traits: `Connector` and `ConnectorBuilder`.
+
+For further details, please see the documentation.