QuantX Order Simulator

A WebSocket-based order simulator with Firebase authentication, real-time order broadcasting, and orderbook management. This project is a part of the CUQuants QuantX platform, a system that helps educate members on market dynamics.

Overview

The QuantX Order Simulator is a service that simulates trading environments by:

• Generating and broadcasting random trading orders
• Managing real-time orderbook state
• Handling authenticated user orders via Firebase
• Supporting multiple ticker subscriptions
• Providing comprehensive order validation and error handling

Features

Core Functionality

• Real-time WebSocket Server - High-performance async WebSocket server
• Authenticated Order Placement - Firebase JWT token validation for user orders
• Automatic Order Generation - Configurable random order simulation
• Orderbook Management - Live bid/ask tracking with price-level aggregation
• Multi-ticker Support - Subscribe to specific trading symbols
• Batch Data Delivery - Initial orderbook snapshots for new connections

Architecture

• Modular Design - Abstract base broadcaster for extensibility
• Async/Await - Modern Python asyncio for high concurrency
• Thread-safe Operations - Proper locking for concurrent order processing
• Subscription Management - Per-ticker client subscription tracking

Requirements

• Python 3.8+
• Firebase Admin SDK
• WebSockets library
• NumPy

Installation

1. Clone the repository

   git clone https://github.com/asavy79/marketdata-simulator.git
   cd order-simulator

2. Install dependencies

   pip install -r requirements.txt

3. Configure Firebase

   • Place your Firebase service account JSON file as service-account.json in the project root
   • Ensure your Firebase project has authentication enabled

Usage

Quick Start

Start the simulator with default configuration:

python -m src.main

This launches a WebSocket server on ws://localhost:8765 that:

• Broadcasts random QNTX orders every 30 seconds
• Accepts authenticated user orders
• Maintains live orderbook state in memory

WebSocket Connection

Subscribe to a Ticker

Connect to ws://localhost:8765/QNTX to subscribe to QNTX orders.

Configuration

Modify src/main.py to customize the simulator:

order_broadcaster = OrderBroadcaster(
    host="localhost",              # WebSocket server host
    port=8765,                    # WebSocket server port
    interval=30,                  # Broadcast interval (seconds)
    price_lower_bound=10,         # Minimum order price
    price_upper_bound=20,         # Maximum order price
    ticker="QNTX",               # Primary ticker symbol
    auth_service=auth_service,    # Firebase auth service
    tickers=["QNTX"]             # Supported ticker list
)

Project Structure

src/
├── broadcasters/
│   ├── base_broadcaster.py      # Abstract WebSocket broadcaster
│   └── order_broadcaster.py     # Trading order implementation
├── services/
│   └── auth/
│       ├── auth_service.py      # Authentication interface
│       └── firebase_auth_service.py  # Firebase implementation
├── utils/
│   └── generators.py           # Order generation utilities
└── main.py                     # Application entry point

tests/
├── connection_test.py          # WebSocket connection tests
└── order_test.py              # Order processing tests

License

This project is part of the QuantX trading platform ecosystem.