crypto-limit-order-book

Pre-requisites

• Node (v16.11.1) and NPM (v8.0.0)

Before running the application the first time

npm install
npm run build

Running the server

npm run serve

Running tests

npm run test

Consuming endpoints

Get top 3 Asks and Bids.

request:

curl http://localhost:3000/BTCZAR/orderbook -H 'Content-Type: application/json'

response:

{
    "LastChange": 1647887448202,
    "Asks": [
        {
            "side": "sell",
            "quantity": 1,
            "price": 105,
            "currencyPair": "BTCZAR",
            "orderCount": 1
        },
        {
            "side": "sell",
            "quantity": 3,
            "price": 110,
            "currencyPair": "BTCZAR",
            "orderCount": 1
        },
        {
            "side": "sell",
            "quantity": 6,
            "price": 150,
            "currencyPair": "BTCZAR",
            "orderCount": 1
        }
    ],
    "Bids": [
        {
            "side": "buy",
            "quantity": 8,
            "price": 100,
            "currencyPair": "BTCZAR",
            "orderCount": 1
        },
        {
            "side": "buy",
            "quantity": 10,
            "price": 6,
            "currencyPair": "BTCZAR",
            "orderCount": 1
        },
        {
            "side": "buy",
            "quantity": 10,
            "price": 4,
            "currencyPair": "BTCZAR",
            "orderCount": 1
        }
    ]
}

Get tradehistory (TODO: pagination)

request:

curl http://localhost:3000/BTCZAR/tradehistory -H 'Content-Type: application/json'

response:

[
    {
        "price": 100,
        "quantity": 1,
        "currencyPair": "BTCZAR",
        "tradedAt": 1647887371501,
        "takerSide": "buy",
        "id": "c858f6ec-5f1d-4870-b577-94eb59cdda1f"
    },
    {
        "price": 100,
        "quantity": 1,
        "currencyPair": "BTCZAR",
        "tradedAt": 1647887380429,
        "takerSide": "buy",
        "id": "d130f87b-7c80-4993-8472-bd98e023b15f"
    }
]

Create buy limit order

request:

curl -i -X POST http://localhost:3000/BTCZAR/orders/limit -H 'Content-Type: application/json' -d '{ "quantity": 1, "price": 1, "side": "buy" }'

response:

# this request resulted in an order being added to the order book
{
    "orderId": "54267065-c7cf-4c57-8c56-e535c93bc0f3",
    "transactionIds": []
}

Create sell limit order

request:

curl -i -X POST http://localhost:3000/BTCZAR/orders/limit -H 'Content-Type: application/json' -d '{ "quantity": 1, "price": 1, "side": "sell" }'

response:

# this request resulted in an immediate trade (market order) as indicated by null orderId (no order added to book) and populated transactionIds list
{
    "orderId": null,
    "transactionIds": [
        "6b4f7dae-0b4e-4be9-8ea5-8f56004c9bf7"
    ]
}

Buy order in postOnly mode

request:

curl -i -X POST http://localhost:3000/BTCZAR/orders/limit -H 'Content-Type: application/json' -d '{ "quantity": 1, "price": 1, "side": "buy", "postOnly": true }'

response

# this request resulted in no action (not a market maker) as indicated by null orderId and empty transacstionIds list
{
    "orderId": null,
    "transactionIds": []
}

Linting / code formatting

If you're using vscode, the .vscode folder contains config to automatically format ts and js files on save if you've installed the eslint vscode extension.