Build bots to trade on the exchange and compete with other players. A simulation of the stock market.
This stock exchange simulator has the following constraints:
- Only continuous phase implemented
- Only limit orders and integer price values
- Ensure rust is installed
- Next clone and
cdinto the repository and runcargo update - To run the program, use
cargo run
The program exposes a few APIs to help interact with it.
GET /healthcheckA simple API to test out whether the server is up and running.
POST /order This is an endpoint to add new orders. It takes in the following json as the request body.
{
"order_core": {
"username": "nihal_ramaswamy",
"security_id": "test"
},
"price": 6,
"quantity": 6,
"is_buy_side": false
}It outputs the following response.
{
"order_core": {
"username": "nihal_ramaswamy",
"order_id": "random_order_id",
"security_id": "test"
},
"status": Accepted
}If there is any error, it can show the error in the status field.
PUT /order This is an endpoint to modify an existing order. It takes the following json as the request body.
{
"order_core": {
"username": "nihal_ramaswamy",
"order_id": "order_id",
"security_id": "test"
},
"price": 7,
"quantity": 6,
"is_buy_side": true
}It outputs the following response.
[
{
"order_core": {
"username": "nihal_ramaswamy",
"order_id": "order_id",
"security_id": "test"
},
"status": Accepted
},
{
"order_core": {
"username": "nihal_ramaswamy",
"order_id": "order_id",
"security_id": "test"
},
"status": Accepted
}
]DELETE /orderThis is an endpoint to delete existing orders. It takes the following json as the request body.
{
"order_core": {
"username": "nihal_ramaswamy",
"order_id": "order_id",
"security_id": "test"
},
"is_buy_side": true
}It outputs the following response.
{
"order_core": {
"username": "nihal_ramaswamy",
"order_id": "order_id",
"security_id": "test"
},
"status": Accepted
}GET /order/spread/<security_id>It outputs the spread with the following response.
{
"Ok": 3
}GET /order/ask_orders/<security_id>
GET /order/bid_orders/<security_id>It outputs the following response.
{
"level": {
"10": {
"price": 10,
"order_entries": [
{
"order": {
"order_core": {
"username": "nihal_ramaswamy",
"order_id": "order_id",
"security_id": "test"
},
"price": 10,
"initial_quantity": 6,
"current_quantity": 6,
"side": "Ask"
},
"creation_time": 1701233450545550000
}
]
}
}
}GET /order/trades This is an endpoint which continuously checks for trades which are done and it outputs it in an event stream. This runs every single nanosecond and shows a response when a trade happens. This also sends a heartbeat every second to ensure the connection is still alive. When a trade happens, the output can look like the response shown below.
[
{
"buy_trade": {
"username": "test",
"order_id": "test1",
"security_id": "test"
},
"sell_trade": {
"username": "test1",
"order_id": "test2",
"security_id": "test"
},
"price": 6,
"quantity": 5,
"trade_id": "trade_id",
"trade_time": "2023-11-29T09:58:09.779691+05:30"
}
]- Add logging and writing to DB