https://github.com/dylanlott/orderbook

an experimental order matching exchange engine in Go
https://github.com/dylanlott/orderbook

Last synced: 8 months ago
JSON representation

an experimental order matching exchange engine in Go

• Host: GitHub
• URL: https://github.com/dylanlott/orderbook
• Owner: dylanlott
• License: mit
• Created: 2022-06-14T03:11:31.000Z (almost 4 years ago)
• Default Branch: main
• Last Pushed: 2023-11-01T22:59:38.000Z (over 2 years ago)
• Last Synced: 2024-06-21T16:53:29.394Z (almost 2 years ago)
• Language: Go
• Homepage:
• Size: 245 KB
• Stars: 7
• Watchers: 3
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

Awesome Lists containing this project

README

          
# orderbook

> an experimental order matching exchange engine in Go.

## Development

`make test` runs the test suite.

Five iterations of this app are located in the `pkg/` directory, named `v1` through `v5` respectively.

The final implementation that applies the design points learned from the previous iterations lives in `pkg/orderbook`.

## Architecture

```mermaid

---

title: Orderbook

---

flowchart LR

    subgraph golem[golem]

        server[server]

        subgraph orderbook[orderbook]

            buy[buy orders]

            sell[sell orders]

            accounts

        end

        server -- POST /ORDERS --> in

        server -- GET /ORDERS --> status[status monitor]

        in --> orderbook

        orderbook --> status[status monitor]

        orderbook -- matches --> out

        out --> history

        subgraph engine[engine]

            in

            out

            status

        end

    end

```

The two main packages are `accounts` and `orderbook`. Accounts holds an interface and an in-memory adapter for testing and use by other modules. Persistence via some KV store is on the roadmap for this project.

Orders are handled in the following process

1. OpWrites feed an order into the orderbook.

2. The book inserts it into the tree and calls attemptFill on it in a goroutine.

3. It generates matches until it's filled. Matches are fed into the Match channel.

4. The match channel processes the payment (buy and sell side) and passes it on the fill channel.

The fills channel is the only way to receive an update on an order. The orderbook is intentionally abstracts away the actual books, both sell and buy side, such that nothing above it can access or change those values.

### Persistence

Bolt or BadgerDB are being explored currently for storing orders in a simple on-disk format without prematurely introducing a heavy database like Postgres.

## Golem CLI

Golem is the CLI client written in Viper that starts the orderbook. Located in `cmd/golem` it currently has only the root command which starts the server. Viper handles the configuration of the application by loading in the `-config` file path as well as a `$HOME/.golem.yml` config file.

## Deployment

`./deploy.sh` will deploy the application to the remote server. It requires the device to have proper SSH keys to carry out the rsync copy. It copies over the directory and builds the docker image on the remote, and then runs that built docker image.