Financial Streamer

Overview

Financial Streamer is a service that provides REST API and WebSocket endpoints for live financial instrument prices sourced from a public data provider. It is designed to efficiently handle over 1,000 subscribers.

Features and Requirements Fulfillment

1. REST API

• Endpoint to get a list of available financial instruments: Implemented in PricesController.cs with the GetInstruments method.
• Endpoint to get the current price of a specific financial instrument: Implemented in PricesController.cs with the GetPrice method.

2. WebSocket Service

• Subscribe to live price updates for a specific financial instrument(s): Implemented in WebSocketHandler.cs with the HandleWebSocketAsync, HandleMessageAsync, and AddSubscriberAsync methods.
• Broadcast price updates to all subscribed clients: Implemented in WebSocketHandler.cs with the BroadcastPriceUpdateAsync method.

3. Data Source

• Use Tiingo API for live price data: Implemented in TiingoPriceDataProvider.cs using the Restless.Tiingo.Client and Restless.Tiingo.Socket.Client libraries.

4. Performance

• Efficiently manage 1,000+ WebSocket subscribers: The code uses ConcurrentDictionary to manage subscribers and ensures only one subscription per symbol to the data provider, optimizing resource usage. Detailed comments are included in the code to explain how high traffic is handled.

5. Logging and Error Reporting

• Implement event and error logging capabilities: Logging is implemented throughout the code using ILogger. An ErrorHandlingMiddleware is added to catch and log unhandled exceptions, providing a consistent error response format.

Project Structure

• FinancialStreamer.Api: Contains the REST API and WebSocket endpoint configurations.
• FinancialStreamer.Core: Defines the interfaces and models used across the application.
• FinancialStreamer.Infrastructure: Contains the services and configuration for interacting with the Tiingo API.
• FinancialStreamer.WebSocket: Manages WebSocket connections and message handling.
• wwwroot: Contains static files including test_page.html for testing the WebSocket and REST API endpoints.

Getting Started

1. Clone the Repository

   git clone https://github.com/jalle007/FinancialStreamer.git
   cd FinancialStreamer

2. Build the Solution

   dotnet build

3. Run the Solution

   dotnet run --project FinancialStreamer.Api --launch-profile https

4. Start Python HTTP Server for Testing

   cd FinancialStreamer.Api/wwwroot
   python -m http.server 8000
   

5. Access the Test Page and Swagger UI

   • Test Page: http://localhost:8000/test_page.html
   • Swagger UI: https://localhost:7057/swagger/index.html

Usage

REST API Endpoints

• Get Instruments

  • URL: /api/Prices/instruments
  • Method: GET
  • Response: List of available financial instruments (e.g., EURUSD, USDJPY, BTCUSD)

• Get Price

  • URL: /api/Prices/{symbol}
  • Method: GET
  • Response: Current price of the specified financial instrument

WebSocket Endpoints

• Subscribe to Price Updates

  • Connect to the WebSocket server at: wss://localhost:7057/ws
  • Send a message to subscribe:

    {
        "method": "SUBSCRIBE",
        "params": ["usdbyn", "gbpsgd"]
    }

• Unsubscribe from Price Updates

  • Send a message to unsubscribe:

    {
        "method": "UNSUBSCRIBE",
        "params": ["usdbyn"]
    }

Error Handling

• Global Error Handling: Implemented via ErrorHandlingMiddleware, which catches and logs all unhandled exceptions, returning a standardized error response.
• WebSocket Error Handling: Logs and handles exceptions during WebSocket message handling, ensuring the connection is cleanly closed on errors.

Performance Considerations

• Uses ConcurrentDictionary for efficient management of WebSocket subscribers.
• Ensures only one active subscription per symbol to the data provider, reducing redundant connections.
• Detailed logging provides insights into performance and potential issues.

App in Action