This simple project demonstrates a public API implementation for retrieving market information of trading pairs.
For the websocket streaming I chose the Bitfinex API.
Configuration is all located in ./src/config.js.
For unit testing I chose Jest. There is a snapshot of an order book of BTC-USD which is used for the tests.
For the linter I chose ESLint. I prefer 4 spaces for indenting.
For logging I chose Winstom. The formatting is configured to use with Datadog, for instance.
I used Swager, which provides an excelent interface for the API documentation and testing.
The following are some usefull future implementations:
- The Bitfinex API limits to 30 subscriptions per websocket connection. It would be good to implement a ws pool connections in the
BitfinexStreamclass for scalability. - The order book implementation would need to keep track of the sequence of the websocket messages, and also perform a checksum validation.
- In the
getEffectivePrice()implementation, it should be defined how to handle cases where the amount received is negative, or very large (surpassing the number of order book price levels). - In the
getMaxOrderSize()implementation, it should be defined how to handle cases where the limit price received is negative, or very large/small (surpassing the number of order book price levels).
For scalability improvements, a micro-services architecture could be implemented, by using RabbitMQ as a message broker and segregate the tasks into a Gateway and a API Service, each of one could have several instances.
- Install dependencies
npm i
- Run the linter and fix issues
npm run lint:fix
- Run the tests
npm run test
- Start in development mode
npm run dev
- Build
npm run build
- Start in production mode
npm run start