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Orderbook Quoter Server

Builds a live orderbook from http snapshots from N configurable exchanges and then updates the orderbook through soft real time websocket depth updates. After a update the best ten asks and bids aswell as well as the spread are provided through a grpc server endpoint

Libraries and components

Orderbook

features

  • no_std
  • flattened stack only hashmap where each price point (or level) is a key and its value is a array of exchange liquidity nodes
  • contiguous
  • precompile configurable fixed sized array level length by exchange connectivity count
  • preinitialized
  • O(1) + O(EC) price point reads and writes time complexity where EC = exchange count

// previous initial linked list idea here from 2023

Depth Pool

features

  • zero copy serialization for depth updates preallocated arena
  • preallocated arena

DepthDriver

features

  • concurrent network io from io uring through compio's executor

ExchangeStream

features

  • asynchronous
  • orderbook snap shots through http
  • real time depth updates

Deal worker

revamp / work in progress - takes the spread and provides the best ten deals through a grpc server

Depth Generator

features

  • depth update generation in many different sequences: upward, downward by hacking a brownian motion stochastic process

Exchange stubs and server

Provides both HTTP and websocket endpoints for depths. Leverages depth generator as a dependency.

Dockerized exchange stub for full integration testing. Leverages exchange stub as a dependency.

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a low latency service that leverages async (tokio), parallel programming, and soft real time systems paradigms

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