orderbook-challenge

This project creates orderbooks based on an index of cryptocurrencies with weight and price, aiming to create and maintain a well distributed portfolio.

How it does that?

By receiving a total fund amount and creating an orderbook;
By receiving an orderbook as reference and creating a new orderbook to rebalance the first one.

Requirements

Node 8 or higher

Usage

First of all, run: npm install

There are two ways to use this project: via command line or starting a web server.

Anyway, all starts at npm start.

Usage: npm start -- [options] [command]

Options:

-V, --version               output the version number
-h, --help                  output usage information

Commands:

server|s                    Start a RESTful http server to work with orderbooks
command-line|cli [options]  Work with orderbooks in command line

Command-line

You have to call npm start with command command-line (or just cli) and some of the options below. It's required to provide an option.

Example: npm start -- cli --help

Usage: command-line|cli [options]

Work with orderbooks in command line

Options:

-o, --orderbook <fund>         Create an orderbook according to fund amount
-r, --rebalance <orderbookId>  Rebalance an orderbook by id and create a new orderbook
-h, --help                     output usage information

Either option will save a new orderbook csv file to the root of this project.

At the end, it will be displayed the id of the generated orderbook. Also, the orderbook id is the first one in the name of the file.

You must provide that orderbook id later to rebalance it.

Server

If you call npm start -- server it will start a web server on port 3000, then you can create orderbooks via http.

Alias: npm run start:server.

Available endpoints

[POST] /orderbooks

Create a new orderbook. Required parameter (via body): fundAmount.

Example:
```
POST /orderbooks HTTP/1.1
Host: localhost:3000
Content-Type: application/x-www-form-urlencoded
Accept: application/json
Cache-Control: no-cache
Postman-Token: 3e74dcc8-d21b-461e-b1f0-f0e916fef68a

fundAmount=12345678123123123
```
You will need the orderbook id to rebalance it in the next endpoint. If you are receiving a JSON, you will have the orderbookId in the response. If you are downloading a CSV file, look at the response headers. The Content-Disposition header has the name of the file, and that name is composed with the orderbook id.

Example:
```
    content-disposition = attachment; filename="orderbookId_f9Q3rXB2NNGpcLOK__portfolioId_dZlN7iMZtH1Cq94q.csv" // the orderbook id is f9Q3rXB2NNGpcLOK
```
At the end, it will be displayed the id of the generated orderbook. Also, the orderbook id is the first one in the name of the file.

You must provide that orderbook id later to rebalance it.
[POST] /orderbooks/:orderbookId/rebalance

Create a new orderbook as a result of the reference orderbook rebalance. Required parameter: orderbookId.

Example:
```
POST /orderbooks/f9Q3rXB2NNGpcLOK/rebalance HTTP/1.1
Host: localhost:3000
Content-Type: application/x-www-form-urlencoded
Accept: application/json
```

Response types

By default the requests will return an csv file, and the header Content-Disposition will contain the filename. The filename contains the orderbookId, necessary to rebalance.

If you set Accept header to application/json, the response will be a json.

Tests

Just run npm t. To get coverage, run npm t -- --coverage.

Development

Folder structure

.
├── models        # Models (Portfolio, Orderbook, Instruction...)
├── modules       # The core business logic
├── programs      # The command-line and webserver logic
├── services      # database connect, 3rd party services...
└── index.js      # application bootstrap

Database

As this project is meant to be a prove-of-concept, I wanted to use a file based database, so there is no necessity to have a SQL Server or a MongoDB server running to start this project. It uses nedb.

Models

I thought in 3 main models when I started the project:

Portfolio: The cryptocurrencies portfolio. Here you store data about all your assets. For now it's not doing much, it's just being used to keep track that a orderbook belongs to a portfolio.
Orderbook: The orderbook is a group of instructions that need to be taken to have a well balanced portfolio.
Instruction: It's the orderbook instruction.

Next steps

Take into account that this whole project was made in 3 days. There are some parts that I would like to improve:

Create and use environment variables.
Logger and error handlers
Improve injection of mock dependencies in tests.
modularization of the modules (core) logic.
Create a Asset model to store and manage the portfolio assets. Today we are just storing the instructions.
Create other http endpoints and methods to get Orderbook, Portfolio etc.

matepaiva/orderbook-challenge