RatherLabs challenge - Membrane

In this challenge I solve the statement proposed in the following pdf, which consists of creating a market status api. https://github.com/damiancipolat/RatherLabsChallege/blob/main/doc/challenge.pdf

Readme sections

• Decitions
• Stack
• Configuration
• Commands
• Architecture
• Endpoints

Exchange provider:

For this challenge, I decided to use the bitfinex api through communication via websocket after analyzing both providers, bitfinex presents a better developer experience and better documentation.

Stack:

• Node.js v16
• Docker
• Test: jest
• config: dotenv
• express.js
• pino: For logging.

Configuration:

The project uses .env files to handle the configuration, the format is as follows.

#Provider websocker url.
BITFINEX_HOST="wss://api-pub.bitfinex.com/ws/2"

#Limit of pair name point length on memory.
TIPS_LIMIT=50

#Server port
SERVER_PORT=8000

Money pair-names: You can configure the pair names in the file: '/src/config/index.ts'.

  moneys: [
    'tBTCUSD',
    'tETHUSD',
  ],

Note: Trading pairs are prepended by a “t” before the pair (e.g. tBTCUSD, tETHUSD, ...), the project only works with bitfinex supported trading pairs. https://docs.bitfinex.com/docs/ws-general

Commands:

These are several useful commands to run the project.

• Run unit test:

damian@challenge:~$ npm test

• Run coverage report.

damian@challenge:~$ npm run coverage

• Run app in development mode:

damian@challenge:~$ npm run dev

• Run app:

damian@challenge:~$ npm start

• Create and run docker container:

damian@challenge:~$ npm run build

Architecture:

The project is divided into several layers, each with different responsibilities. Three stand out consumer / memory / api server.

• Comsumer: Get data from the socket and keep the book updated in memory, separated by buy and sell.
• Api: HTTP interface to obtain the different features proposed.
• Memory (Store): In this layer we store the data obtained from the bitfinex provider through the websocket.
• Configuration: Here I centralize the configuration from which the api or the consumer obtained information
• Utilis: Cross functionality, only the logger is found.

Layer diagrams:

Here we see the main layers of the project.

Component diagrams:

Here we see the component of every layers of the project.

Endpoints:

Here are examples of how to use the requested endpoints.

• 1) BID ASK:

Receive a parir name and retrieve bid-ask prices, format: 'http://127.0.0.1:8000/orders/:pair-name/prices'

curl 'http://127.0.0.1:8000/orders/tBTCUSD/prices'

• 2) Simulate order execution:

Receive a pair name a operation and ammount and return the price if the order is executed, format: 'http://127.0.0.1:8000/market/execute/:pair-name/[BUY/SELL]/:ammount'

curl 'http://127.0.0.1:8000/market/execute/tBTCUSD/BUY/0.5'
curl 'http://127.0.0.1:8000/market/execute/tBTCUSD/SELL/0.5'

• 3) Simulate order execution with limit BONUS:

Receive a pair name a operation, ammount, limit and return the price if the order is executed, format: 'http://127.0.0.1:8000/market/execute/:pair-name/[BUY/SELL]/:ammount/limit/:limit-ammount'

curl 'http://127.0.0.1:8000/market/execute/tBTCUSD/BUY/0.5/limit/100'
curl 'http://127.0.0.1:8000/market/execute/tBTCUSD/SELL/0.5/limit/100'