compile.hxml

-main Main
-neko main.n

Main.hx

package ;

interface Car 
{
	public function doIt():Void;	
}

class Main 
{
	public static function main():Void 
	{
		var c:Car = MyMacro.createMyCarClass().createCar();
		
		c.doIt();
	}
}

MyMacro.hx

package ;

#if macro
import haxe.macro.Context;
import haxe.macro.Type;
import haxe.macro.Expr;
import neko.FileSystem;
import neko.io.File;
#end

class MyMacro
{
    @:macro public static function createMyCarClass()
    {
        // we create a class file on the fly ;)
	// this is just a simple way to create it
        trace("create MyCar class file");
        var input = File.write("MyCar.hx", false);
        input.writeString(
'

import Main.Car; 

class MyCar implements Car { 
      public static function createCar () { return new MyCar();}
      public function new () {}
      public function doIt():Void trace("Interface implemented on the fly")
}');

        input.close();
		
        trace("parse and type my created MyCar class");
        Context.getType("MyCar");
        trace("after get MyCar");
        
		trace("delete MyCar class file");
        FileSystem.deleteFile("MyCar.hx");
        
		// return the class, but you can also return a factory or whatever
        return { expr:EConst(CType("MyCar")), pos:Context.currentPos() };
    }
}

You could do @:macro class MyMacro. Then the whole only exists during compile time...