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Rust Challenge

  1. connects to two exchanges' websocket feeds at the same time,
  2. pulls order books, using these streaming connections, for a given traded pair of currencies (configurable), from each exchange,
  3. merges and sorts the order books to create a combined order book,
  4. from the combined book, publishes the spread, top ten bids, and top ten asks, as a stream, through a gRPC server.

Requirements For Initial Setup

  • Install cargo : $ curl https://sh.rustup.rs -sSf | sh
  • install cmake : $ brew install cmake

Setting Up

1. Clone/Download the Repository

$ git clone https://github.com/mberiane/Rust_Challenge.git

2. Configure exports

$ export SYMBOL="ethbtc" $ export RUST_LOG=debug

2. Run the code:

Launch these two commands from two separate terminals $ cargo run --bin orderbook-server $ cargo run --bin orderbook-client