khaliliprf / order-engine

An order matching/processing engine with a JSON-based RESTful API, written in Node.js

Order Engine

An order matching/processing engine with a JSON-based RESTful API, written in Node.js

Running the engine

1. Copy the contents of .env.example into a new file: .env.development or .env.production and configure accordingly.

2. Start server:

   # single instance
   node index.js
   
   # cluster mode
   pm2 start
   

API

Routes

The following POST routes are available:

• /sell -> Submit a sell order
• /buy -> Submit a buy order

JSON structure

Payload structure

  {
    "order": { <- Incoming/taker order
      "id": "ANY: a unique identifier for incoming order",
      "price": "NUMBER: price to execute order (zero indicates market order)",
      "quantity": "NUMBER: order amount"
    },
    "book": [ <- Resting/maker orders
      {
        "id": "ANY: a unique identifier for incoming order",
        "price": "NUMBER: price to execute order (must be greater than zero)",
        "quantity": "NUMBER: order amount"
        "time": "DATETIME: ISO datetime string"
      },
      ...
    ]
  }

Response structure

{
  "order": { <- Incoming/taker order
    "id": "ANY: a unique identifier for incoming order",
    "price": "NUMBER: price to execute order (zero indicates market order)",
    "quantity": "NUMBER: order amount"
  },
  "book": [
    {
      "id": "ANY: a unique identifier for incoming order",
      "price": "NUMBER: price to execute order (must be greater than zero)",
      "quantity": "NUMBER: order amount"
      "time": "DATETIME: ISO datetime string"
      "fill": "NUMBER: how much of the order quantity has been fulfilled",
      "remainder": "NUMBER: how much of the order quantity is unfulfilled"
    },
    ...
  ],
  "trades": [
    {
      "takerId": "ANY: incoming order identifier",
      "makerId": "ANY: resting order identifier",
      "quantity": "NUMBER: amount traded between taker and maker"
    },
    ...
  ]
}

Sample payload

  {
    "order": {
      "id": "5",
      "price": "0",
      "quantity": "46"
    },
    "book": [
      {
        "id": "1",
        "price": "0.3",
        "quantity": "21",
        "time": "2019-06-19T10:15:40.749Z"
      },
      {
        "id": "2",
        "price": "0.245",
        "quantity": "40",
        "time": "2019-06-18T10:15:40.749Z"
      },
      {
        "id": "3",
        "price": "0.401",
        "quantity": "66",
        "time": "2019-06-17T10:15:40.749Z"
      },
      {
        "id": "4",
        "price": "0.3",
        "quantity": "8",
        "time": "2019-06-16T10:15:40.749Z"
      }
    ]
  }

Sample response for /buy

{
  "order": {
    "id": "5",
    "price": "0",
    "quantity": "0"
  },
  "book": [
    {
      "id": "2",
      "price": "0.245",
      "quantity": "40",
      "time": "2019-06-18T10:15:40.749Z",
      "fill": "40",
      "remainder": "0"
    },
    {
      "id": "4",
      "price": "0.3",
      "quantity": "8",
      "time": "2019-06-16T10:15:40.749Z",
      "fill": "2",
      "remainder": "6"
    },
    {
      "id": "1",
      "price": "0.3",
      "quantity": "21",
      "time": "2019-06-19T10:15:40.749Z",
      "fill": "0",
      "remainder": "21"
    },
    {
      "id": "3",
      "price": "0.401",
      "quantity": "66",
      "time": "2019-06-17T10:15:40.749Z",
      "fill": "0",
      "remainder": "66"
    }
  ],
  "trades": [
    {
      "takerId": "5",
      "makerId": "2",
      "quantity": "40"
    },
    {
      "takerId": "5",
      "makerId": "4",
      "quantity": "6"
    }
  ]
}

Sample response for /sell

{
  "order": {
    "id": "5",
    "price": "0",
    "quantity": "0"
  },
  "book": [
    {
      "id": "3",
      "price": "0.401",
      "quantity": "66",
      "time": "2019-06-17T10:15:40.749Z",
      "fill": "20",
      "remainder": "46"
    },
    {
      "id": "4",
      "price": "0.3",
      "quantity": "8",
      "time": "2019-06-16T10:15:40.749Z",
      "fill": "0",
      "remainder": "8"
    },
    {
      "id": "1",
      "price": "0.3",
      "quantity": "21",
      "time": "2019-06-19T10:15:40.749Z",
      "fill": "0",
      "remainder": "21"
    },
    {
      "id": "2",
      "price": "0.245",
      "quantity": "40",
      "time": "2019-06-18T10:15:40.749Z",
      "fill": "0",
      "remainder": "40"
    }
  ],
  "trades": [
    {
      "takerId": "5",
      "makerId": "3",
      "quantity": "46"
    }
  ]
}