My exchange isn't supported. Can I code it myself?

Importing candles and backtesting

This was previously possible as an experimental feature but it wasn't used as much and hence discontinued.

Live mode

The exchange code for live trading is inside the live plugin and therefore closed-source. So the answer for live trading currently is no. Make sure to send us a suggestion though. If it's a famous one, it will be surely supported soon.

Sponsoring the development of a new exchange driver

You can also sponsor the development of a new exchange driver if it's there isn't currently enough demand for it but you need it for your needs. The cost for that is usually $5-10k.