Exchange Center Game

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:

1. Only continuous phase implemented
2. Only limit orders and integer price values

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Installation

• Ensure rust is installed
• Next clone and cd into the repository and run cargo update
• To run the program, use cargo run

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Usage

The program exposes a few APIs to help interact with it.

Healthcheck

GET /healthcheck

A simple API to test out whether the server is up and running.

Order Management

New Order

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.

Modify Order

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
    }
]

Cancel Order

DELETE /order

This 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
}

Market Data Management

Spread

GET /order/spread/<security_id>

It outputs the spread with the following response.

{
    "Ok": 3
}

Existing Ask Orders and Bid Orders

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
                }
            ]
        }
    }
}

Trades

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"
    }
]

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License

License

TODO

• Add logging and writing to DB