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Distributed MadExchange TradeEngine .NET Core

What is Distributed MadExchange Trade Engine ?

MadExchange is a high performance trade execution engine for (crypto) exchanges. Through its microservice architecture its highly scalable, allowing to trade on any number of accounts. The Connector is very flexible, which makes integration of additional exchanges easy, fast and robust at the same time. It only needs a configuration file, which describes the endpoints and datatypes of an exchange. Data is de/serialized with the fastest serializer available for dotnet framework, provided by ServiceStack. Reflection is used to map incoming data into the common domain model. The Reflectioninformation is described by just these configfiles. As a common Data Store, the service architecture uses the distributed cache Redis, providing realtime data-access for tradeexecution. For other usecases, the Connector can be configured to store incoming data in databases or other data services, timeseries dbs, etc. The Connector supports http requests and websocket subscriptions. All control data is handled by RabbitMq, within a cqrs pattern. The result is a clean service operation abstraction.

Coinbase, Bybit, Bitmex, FTX, Blade, etc.. exchange integration will follow

Trade execution Todo :)

MadExchange.Connector.Service MadExchange.TradeExecution.Service MadExchange.TradeController.Service + DataAggregationService

This project is licensed under the terms of the MIT license.

**RoadMap **

MadExchange Connector Service

-Basic Components

SocketManager: *SocketSubscriptions
               *RedisIntegration    

HttpClientFactories: 
            *Configuration -> EndPointAccess                
            *FaultTolerance -> Resend/Reinitialisation / RateLimit                
            *Mapping to Domain-Models                
BusIntegration
  • Extension: Tracing, further ExchangeIntegrations ...

Test : Basic Components

Interface => Bybit
private: Data/Operation Access
public: Instrument Queries

  *HttpRequests
  *Sockets
  *RedisIntegration

MadExchange Client Trade Execution Service

-Basic Components

  Execution Algorithms:
      *ChangePosition
      *ClosePosition
      *OrderPlacing/Cancellation         
  Registration/Deregistration/Monitoring ConnectorClients
    *Request Arbitration
    *Socket Support

Test: TradeExecution in Testnet

Testing/DeploymentServiceIntegration

How to start the application?

Service can be started locally via dotnet run (executed in the src/ directory) or ./scripts/dotnet-run.sh shell script, by default it will be available under http://localhost:5000.

You can also run the application using Docker docker run --name -p 5000:5000 --network MadXchange (include -d` to run the container in the background).

It is required to have the basic infrastructure up and running first (RabbitMQ, MongoDB and Redis) in the same docker network named MadXchange. Services can be started using Docker Compose (and this file)

BTC: 1HF7XTPmkPPYzmj7AZr4eNfwVVLEZ1rogn