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https://github.com/donvadicastro/exchange-connector

Exchange connector over ccxt and kafka
https://github.com/donvadicastro/exchange-connector

Last synced: 25 days ago
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Exchange connector over ccxt and kafka

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README 

        
## Prerequisites for client

* install "[Git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)" client

* install "[NodeJS](https://nodejs.org)" LTS version



#### install dependencies through command line 

```

#install choco

@"%SystemRoot%\System32\WindowsPowerShell\v1.0\powershell.exe" -NoProfile -InputFormat None -ExecutionPolicy Bypass -Command "iex ((New-Object System.Net.WebClient).DownloadString('https://chocolatey.org/install.ps1'))" && SET "PATH=%PATH%;%ALLUSERSPROFILE%\chocolatey\bin"



#install NodeJS

choco install nodejs-lts



#install Git

choco install git

```



## Download project

```

git clone https://github.com/donvadicastro/exchange-connector.git

cd exchange-connector

```



## Prerequisites for local kafka (if needed)

* install [Docker Toolbox](https://docs.docker.com/toolbox/toolbox_install_windows/)



## Prerequisites for Raspberry

* initialize

```

./scripts/raspberry-init.sh

```



## Windows installation

* install [Microsoft build tools](http://www.microsoft.com/en-us/download/details.aspx?id=40760)

* run PowerShell console with admin rights 

```

npm install --global --production windows-build-tools

npm config set msvs_version 2017 --global

npm install

```



## Linux installation

```

npm install

```



## Run local kafka

* open "Docker terminal"

* run "`./scripts/run-kafks.sh`" script

* do not close terminal



## Description

This project aims on creation of integration bridge to help execute financial operation 

with different clients based on action type involved.



Solution was developed using message-driven architecture, 

so all communications fulfilled through Kafka message bus.



This particular project was used to define and develop thin clients 

that will be responsible to process business events.



## Start client

```

npm start

```



## Test client

```

npm test

```



## Create new worker

Worker is an nodeJS client that is connected to particular message queue and execute defined action based on

defined instruction.



### Create message contract

Initially contract of input message should be defined. All message contract are placed in "contracts/messages" folder

and are represented as TypeScript interface.



Example:

```typescript

export interface ICreateOrderMessage {

    exchange: string;

    symbol: string;

    type: 'market' | 'limit';

    side: 'buy' | 'sell';

    amount: number;

    price?: number;

    params?: {};

}

``` 



### Define worker

All executors are stored in "process" folder and are represented as TypeScript class inherited from "ExchangeConnectorProcessBase" base class.

Need to be implemented action that will be triggered on message.



To differentiate messages from different topics in single message handler - check `kafkaMessage.topic` value.



Example:

```typescript

import {ExchangeConnectorProcessBase} from "./base/processBase";

import {Message} from "kafka-node";



export class CreateOrder extends ExchangeConnectorProcessBase {

    onMessage(message: ICreateOrderMessage, kafkaMessage: Message) {

        const exchange = this.getExchange(message.exchange);



        //handle invalid exchange properly

        if(!exchange) {

            return;

        }



        //check action is allowed on selected exchange

        if(!exchange.has['createMarketOrder']) {

            return this.kafkaClient.sendError(`"createMarketOrder" is not supported on "${message.exchange}"`);

        }



        console.log(`Order to be created on "${message.exchange}" with params: ${JSON.stringify(message)}`);

        exchange.createOrder(message.symbol, message.type, message.side, message.amount, message.price, message.params)

            .then((data: any) => this.send(data), (error: any) => this.sendError(error));

    }

}

```



### Add worker to pipeline

Once executor is created - it need to be registered in execution pipeline to be available to handle input messages.

Registration should be added in "index.ts".



Example:

```typescript

const client: KafkaClientExt = new KafkaClientExt();



//create executor instance, when 

const createOrderProcess = new CreateOrder(client, ['topic-to-read-messages-from'], 'topic-to-generate-messages-to');



client.initialize().then(() => {

    //start executor to handle events

    createOrderProcess.run();

});

```



### Set access credentials

If actions are requires authentication - auth config for particular exchange need to be specified in "package.json" file

in "ccxt -> exchange" section. Example:

```json

"binance": {

    "apiKey": "key",

    "secret": "secret"

}

```



### Verification

To check that worker is available and processed events correctly, test message can be triggered:

```

node tests/sendMessage.js  

```



when:

* topicName - name of the topic data will be posted to

* message - string representation of message payload in JSON format. 

Example: `"{\"exchange\": \"exmo\", \"symbol\": \"ZEC/USD\", \"type\": \"limit\", \"side\": \"buy\", \"amount\": 0.01, \"price\": 50}"`