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A toy implementation of the Central Limit Order Book that handles limit orders.

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cchuenchoksan/Central-Limit-Order-Book

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Central Limit Order Book

This project is to create a toy Central Limit Order Book which handles limit orders and display them on the CLOB while updating the successful trade when an order crosses the Bid-Ask spread. All logic is done purely on the frontend.

The project is written in Nuxt 3 (see below for details) with the tailwind css framework. The application requires a file upload which contains all the orders to be processed (file upload was done by papaparse). An example input file is orders-1.csv. To use this application, make sure the file is in the same format and uses a .csv extension.

Example

Alt text

The app is currently deployed at: https://main.d3kpsktbqzi7cx.amplifyapp.com

Nuxt 3 Minimal Starter

Look at the Nuxt 3 documentation to learn more.

Setup

Make sure to install the dependencies:

# npm
npm install

# pnpm
pnpm install

# yarn
yarn install

# bun
bun install

Development Server

Start the development server on http://localhost:3000:

# npm
npm run dev

# pnpm
pnpm run dev

# yarn
yarn dev

# bun
bun run dev

Production

Build the application for production:

# npm
npm run build

# pnpm
pnpm run build

# yarn
yarn build

# bun
bun run build

Locally preview production build:

# npm
npm run preview

# pnpm
pnpm run preview

# yarn
yarn preview

# bun
bun run preview

Check out the deployment documentation for more information.

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A toy implementation of the Central Limit Order Book that handles limit orders.

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