Thanks @Marcos Marx (Airbyte) for replying. I saw that page, but it's basically all about caching, with only a mention of the nested stream part (it only says that there is a HTTPSubStream inheriting from HTTPStream and override the stream_slices method, but not how to do any of that). And there isn't really any description of how to nest streams and no examples.
Sorry, this is the first connector I've ever written