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FlowProxy

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This is the second version of the BuilderNet orderflow proxy, designed to be highly performant, reliable and efficient. The proxy is responsible for receiving, validating, prioritizing, and forwarding orderflow to all BuilderNet builders. It is built in Rust and uses the Tokio asynchronous runtime.

CLI

cargo run -- --help

Repository Structure

  • src/: Source code.
  • tests/: Integration & e2e tests.
  • fixtures/: Clickhouse database fixtures for indexing orders.
  • benches/: Criterion benchmarks for performance testing.
  • simulation/: Simulation harness with Shadow for testing the proxy at scale.

Provisioning Clickhouse

Install the Clickhouse client:

curl https://clickhouse.com/ | sh

Copy the example environment variables and fill in the values:

cp .env.example .env

Then you can use the just commands to provision the database and create the tables:

just provision-db
just reset-db
just extract-data "filename.parquet"

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Orderflow Ingestion, Processing and Multiplexing Engine

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