feat: Add document of Go feature server. (#5697)

* feat: Add document of Go feature server.

Signed-off-by: SHUCHU HAN <[email protected]>

* fix: Fix typos.

Signed-off-by: SHUCHU HAN <[email protected]>

---------

Signed-off-by: SHUCHU HAN <[email protected]>
Co-authored-by: SHUCHU HAN <[email protected]>

Author: shuchu

docs/reference/feature-servers/go-feature-server.md

@@ -0,0 +1,54 @@
+# Go feature server (Alpha)
+
+## Overview
+The Go feature server is an HTTP/gRPC endpoint that serves features. It is written in Go.
+
+## Configuration of `feature_store.yaml`
+The current Go feature server needs a Python based feature Transformation service support. Please refer to the following code as an example:
+```
+# -*- coding: utf-8 -*-
+from feast.feature_store import FeatureStore
+
+
+def main():
+    # Init the Feature Store
+    store = FeatureStore(repo_path="./feature_repo/")
+
+    # Start the feature transformation server
+    # default port is 6569
+    store.serve_transformations(6569)
+
+if __name__ == "__main__":
+    main()
+```
+At the same time, we need to configure the `feature_store.yaml` as following:
+
+```
+...
+entity_key_serialization_version: 3
+feature_server:
+    type: local
+    transformation_service_endpoint: "localhost:6569"
+...
+```
+## Supported APIs
+Here is the list of supported APIs:
+| Method | API | Comment |
+|:---: | :---: | :---: |
+| POST   | /get-online-features | Retrieve features of one or many entities |
+| GET    | /health              | Status of the Go Feature Server |
+
+## OTEL based Observability
+The Go feature server support [OTEL](https://opentelemetry.io/) based Observabilities.
+To enable it, we need to set the global env `ENABLE_OTEL_TRACING` to `"true"` (as a string type!) in the container or your local OS.
+```
+export ENABLE_OTEL_TRACING='true'
+```
+There are example OTEL infra setup under the `/go/infra/docker/otel` folder.
+
+## Demo
+Please check the Reference[2] for a local demo of Go feature server. If you want to see a real world example of applying Go feature server in Production, please check Reference[1].
+
+## Reference
+1. [Expedia Group's Go Feature Server Implementation (in Production)](https://github.com/EXPEbdodla/feast)
+2. [A Go Feature server demo from Feast](https://github.com/feast-dev/feast-credit-score-local-tutorial)