SimpleOrderbook

This implements simple logic for orderbook for exchange

Scenario

• Every exchange need and order book handler with in/out orders. So this litle guy is to handle many order of any pair to filter a open order book with bid/aks structure.
• Idealy, all order of a pair with same price with be group into an record orderbook, each record is identyfied by order's price and order's pairID

Structure

there are 2 part of this app

• API : REST API for CRUD Pair, Currency, User, Order, Orderbook

• Orderbook Logic : an matcher to filter input order and tell user that whether his/her order is matched with the existing order? if yes then fill that order, other wise insert into orderbook.

  • there are 4 scenario when an order is insert
    • FULL_FILLED: 0 : new order is matched and able to be fully filed by the existing orderbook.
    • FULL_FILLED_WITH_REMAIN: 1 : new order is matched and able to be fully filed by the existing orderbook record and orderbook record still left some remaining.
    • PARTIAL_FILLED: 2 : new order is matched and able to be partial filed by the existing orderbook, so there is new sub-order will be created.
    • NEW_ORDER: 3 : new order is not matched, and insert it to the order book.

• Order info

  • BUY : 0
  • SELL : 1

• Mockup db inserted

  • pairs

    • { "pairID" : 1, "pairName" : "USD_ETH", "baseCurrency" : 0, "secondCurrency" : 1 }
    • { "pairID" : 2, "pairName" : "USD_BTC", "baseCurrency" : 0, "secondCurrency" : 2, }
    • { "pairID" : 3, "pairName" : "ETH_BTC", "baseCurrency" : 1, "secondCurrency" : 2 }

• currency

  • { "currencyID" : 0, "currencyName" : "USD", }
  • { "currencyID" : 1, "currencyName" : "ETH", }
  • { "currencyID" : 2, "currencyName" : "BTC", }

Clone and Deploy app

• git clone https://github.com/haidoan/SimpleOrderbook
• cd SimpleOrderbook

Without Docker

NOTE : if running without docker,then it need to have mongodb and nodejs installed

• npm i
• node app.js

With Docker

NOTE : please make sure that pc has docker installed

• docker-compose build
• docker-compose up

App info

• app running default by port 3001 and data base name is SIMPLE_EX

How to interact with app

• it should be an GUI for this, but I just cant make it for now. so I set up API doc via swagger. api document is available on http://localhost:3001/api-docs
• after app was start, there will be 3 pairs of currencies were added. demo step :
• user need to register first by api /user/register example : userId : user1, password : user1
• since done registering, user now can insert order by api POST /order
• get order boook by api GET /order/:pairID
• get user balance by api GET /user/:userId

Dependency

my test dependency referency

• mongodb : v4.0.10
• nodejs : v10.16.0
• Docker version 18.09.6, build 481bc77