TradeEngine

A tiny market engine for matching buy/sell orders. Supports limit orders as well as market orders. Meant to be wrapped in a higher-level API.

The general idea is to be able to use this to host an amateur virtual marketplace, on the scale of the Runescape GE or somthing similar. I created it to eventually add to a game I'm working on.

A larger marketplace could be made by sharding ledgers by item type across multiple machines. I intend to use sqlite to handle user data storage and transaction history just because of its ease of use and portability, but you could use a more persistent data storage, you just need to write a wrapper for it.

This system offers no security, guarantee of transaction correctness, or persistence of data.

Usage

Building

If using with node in the backend (or in the browser for some reason?) export as WASM package

wasm-pack build --target nodejs

Importing

In your Node project call it like:

import { MarketWrapper, test } from "./pkg/MarketCore.js";
let market = MarketWrapper.new();

let order = {
  user_id: "ALICE",
  item: "CORN",
  amount: 200,
  price_per: 12.0,
};
order = JSON.stringify(order);

let summary = market.buy(order);
console.log(summary);

Available methods

market.buy(order)
market.sell(order)

// TODO: add these
// market.market_buy(order)
// market.market_sell(order)

market.query_ledger(item_string)
market.cancel_order(item_string, order)

market.get_best_buying_price(item_string)
market.get_best_selling_price(item_string)

Methodology

The market is a hashmap of ledgers. Each ledger has a vector of buy orders and sell orders, which are ordered in ascending value.

When an order is placed, it comes in as an OrderRequest. An OrderRequest can be a limit buy, limit sell, market buy, or market sell. If there is a corresponding order in the ledger, a transaction will occur. Partial order completions create a transaction as well as an order on the ledger. The data returned to javascript after placing an order looks like this:

{
  "key": "PIKMIN",
  "transactions": [],
  "to_update": [],
  "created": {
    "id": "96e6a9ed-b95c-4302-9e6b-abf740aef559",
    "user_id": "ALICE",
    "kind": "SELL",
    "amount": 10,
    "price_per": 2.5
  }
}

created -- is the Order that was created.

transactions -- is the list of transactions which occured

to_update -- the new state of an order inside the ledger. Occurs when a partial transaction has happened.

TODO

Add automatic npm package upload on successful push/build

pickles976 / TradeEngine