https://github.com/piotr-yuxuan/welcome-base-api

Common idioms, tools, and code structures for an API
https://github.com/piotr-yuxuan/welcome-base-api

api clojure example exchange finance fintech market stock-markets stock-trading trading-systems trading-tasks

Last synced: 2 months ago
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Common idioms, tools, and code structures for an API

• Host: GitHub
• URL: https://github.com/piotr-yuxuan/welcome-base-api
• Owner: piotr-yuxuan
• Created: 2021-02-24T23:32:08.000Z (over 4 years ago)
• Default Branch: main
• Last Pushed: 2025-03-26T19:02:31.000Z (2 months ago)
• Last Synced: 2025-03-26T20:22:30.233Z (2 months ago)
• Topics: api, clojure, example, exchange, finance, fintech, market, stock-markets, stock-trading, trading-systems, trading-tasks
• Language: Clojure
• Homepage: https://github.com/piotr-yuxuan/welcome-base-api
• Size: 15.4 MB
• Stars: 3
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • Changelog: CHANGELOG.md
  • Funding: .github/FUNDING.yml
  • Codeowners: .github/CODEOWNERS.yml
  • Security: .github/SECURITY.md

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README

        
# welcome-base-api

[![Build status](https://img.shields.io/github/workflow/status/piotr-yuxuan/welcome-base-api/Walter%20CD)](https://github.com/piotr-yuxuan/welcome-base-api/actions/workflows/walter-cd.yml)

[![GitHub license](https://img.shields.io/github/license/piotr-yuxuan/welcome-base-api)](https://github.com/piotr-yuxuan/welcome-base-api/blob/main/LICENSE)

[![GitHub issues](https://img.shields.io/github/issues/piotr-yuxuan/welcome-base-api)](https://github.com/piotr-yuxuan/welcome-base-api/issues)

![Non-figurative picture](./doc/social-preview.jpg)

Simple trading market place with arbitrary arithmetic precision

computations, with an emphasis on tooling.

- Build a simple simulation of stock exchanges;

- Derive metadata such as metrics, indicators, and signals;

- Use these metadata to inform trade strategies;

- Show cycles of bank accounts creating artificial transaction volume.

Disclaimer: my financial vocabulary is still very naive. But still, it

should allow to express some nice problems to solve :-)

## Features

- System desired features:

  - Horizontally scalable, and manage up to 20 years worth

    of data with no issues

  - Allow time travel

  - Be reasonably fast and efficient, but not necessary hard real time

    for analytics

  - Exposes robust, secure, well-documented RESTful API that is

    enjoyable to use and unsurprising.

- [Indicators to

  compute](https://www.investopedia.com/articles/active-trading/041814/four-most-commonlyused-indicators-trend-trading.asp):

  - [CAC40 index](https://en.wikipedia.org/wiki/CAC_40)

  - Moving averages (pre-defined at first, and then any sliding windows)

  - Exponential moving average (emphasis put on recent prices)

  - Detect trading range (a more or less narrow price range in which

    a security trades for some time)

  - Buy and sell signals (relative position of 200-day and 50-day

    moving averages)

  - [Volatility](https://en.wikipedia.org/wiki/Volatility_(finance))

  - Client sentiment (the proportion selling or buying)

- Query features:

  - Historical, Godlike value, knowing everything anyywhere

  - As with the knowledge of some specific trader as of some (consume)

    time

# Entities and verbs

- An

  [exchange](https://en.wikipedia.org/wiki/Exchange_(organized_market))

  is an organized market where securities are bought and sold.

- An [order

  matcher](https://en.wikipedia.org/wiki/Order_matching_system)

  executes orders, it's the core of the exchange.

- A [security](https://en.wikipedia.org/wiki/Security_(finance)) is a

  tradable financial asset.

- The [spot market](https://en.wikipedia.org/wiki/Spot_market) is

  exchanges in which securities are traded for immediate delivery, not

  as options.

- [Market

  capitalisation](https://en.wikipedia.org/wiki/Market_capitalization)

  is the total value of outstanding shares

- Accounts

- Dividends

- A

  [ticker](https://www.londonstockexchange.com/help/whats-ftse-index-overview#what-is-ticker-)

- https://medium.com/lgogroup/a-matching-engine-for-our-values-part-1-795a29b400fa

- https://blog.kaiko.com/tick-level-order-books-technical-overview-and-documentation-56b1ab6e7c10

- See FIX protocol https://github.com/alexkachanov/simpleFIXClient

# Local definitions

- Companies are listed on some exchanges

- Companies issues shares and distribute dividends

- An exchange gets fees on listing and transactions

- An exchange can suspend listing of a company share if the sell / buy

  ratio becomes too imbalanced

- Traders buy or sell shares, and get fees for that

- Shareholders receive dividends from the company