bearni95/bfx-challenge

BFX Challenge

Requirements

• Code in Javascript
• Use Grenache for communication between nodes
• Simple order matching engine
• You don't need to create a UI or HTTP API

How to run

Ensure that you have Grenache installed:

npm i -g grenache-grape

And that you have two nodes running:

grape --dp 20001 --aph 30001 --bn '127.0.0.1:20002'
grape --dp 20002 --aph 40001 --bn '127.0.0.1:20001'

To install the repository you must clone it, navigate inside of it, and install its dependencies:

git clone https://github.com/bearni95/bfx-challenge
cd bfx-challenge
npm i

Then you can exercise the code found on the test folder by running:

npm run test

The code

Server

The code for the server can be found in src/Server.class.js

A server instance can be started with:

const { Server } = require('src')

const server = new Server()
server.start()

Once a server instance is running, clients can connect to it, and the server will start to broadcast their order book actions to all connected clients.

Client

Similarly, the code for the client can be found in src/Client.class.js

A client instance can be started with:

const { Client } = require('src')

const client = new Client()

In order to create and propagate an order the client must call the createOrder async method:

    const order = await clientB.createOrder(
        sourceCoin,
        targetCoin,
        amount
    )

/* order = {
        id: 'order-88b2...44ee',
        userId: 'user-926b...7a96',
        sourceCoin: 'ETH',
        targetCoin: 'BTC',
        price: 10,
        amount: 1.2000000000000002
      }
*/

The server will automatically propagate the new orders to the clients via polling (client.poll()), which updates the local status on each client instance.

When a new order would fill an existing order, the server will automatically close the existing order and create a new one with the remaining amount, if any. If the order perfectly fulfills an existing order, the existing order will be closed and no new order will be created.

OrderBook

The code for the order book can be found in src/OrderBook.class.js

The order book is a simple class that holds the current state of the order book, and provides methods to update it locally.

Order

The code for the order can be found in src/Order.class.js

The order is a simple class that holds the current state of an order.