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A high performance and real time quotation push trade engine.
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accesshttp
accessws
alertcenter
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marketprice
matchengine
network
readhistory
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README.md
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README.md

ViaBTC Exchange Server

ViaBTC Exchange Server is a trading backend with high-speed performance, designed for cryptocurrency exchanges. It can support up to 10000 trades every second and real-time user/market data notification through websocket.

Architecture

Architecture

For this project, it is marked as Server in this picture.

Code structure

Required systems

  • MySQL: For saving operation log, user balance history, order history and trade history.

  • Redis: A redis sentinel group is for saving market data.

  • Kafka: A message system.

Base library

  • network: An event base and high performance network programming library, easily supporting 1000K TCP connections. Include TCP/UDP/UNIX SOCKET server and client implementation, a simple timer, state machine, thread pool.

  • utils: Some basic library, including log, config parse, some data structure and http/websocket/rpc server implementation.

Modules

  • matchengine: This is the most important part for it records user balance and executes user order. It is in memory database, saves operation log in MySQL and redoes the operation log when start. It also writes user history into MySQL, push balance, orders and deals message to kafka.

  • marketprice: Reads message(s) from kafka, and generates k line data.

  • readhistory: Reads history data from MySQL.

  • accesshttp: Supports a simple HTTP interface and hides complexity for upper layer.

  • accwssws: A websocket server that supports query and pushes for user and market data. By the way, you need nginx in front to support wss.

  • alertcenter: A simple server that writes FATAL level log to redis list so we can send alert emails.

Compile and Install

Operating system

Ubuntu 14.04 or Ubuntu 16.04. Not yet tested on other systems.

Requirements

See requirements. Install the mentioned system or library.

You MUST use the depends/hiredis to install the hiredis library. Or it may not be compatible.

Compilation

Compile network and utils first. The rest all are independent.

Deployment

One single instance is given for matchengine, marketprice and alertcenter, while readhistory, accesshttp and accwssws can have multiple instances to work with loadbalancing.

Please do not install every instance on the same machine.

Every process runs in deamon and starts with a watchdog process. It will automatically restart within 1s when crashed.

The best practice of deploying the instance is in the following directory structure:

matchengine
|---bin
|   |---matchengine.exe
|---log
|   |---matchengine.log
|---conf
|   |---config.json
|---shell
|   |---restart.sh
|   |---check_alive.sh

API

HTTP Protocol and Websocket Protocol documents are available in Chinese. Should time permit, we will have it translated into English in the future.
Python3 API realisation

Websocket authorization

The websocket protocol has an authorization method (server.auth) which is used to authorize the websocket connection to subscribe to user specific events (trade and balance events).

To accomodate this method your exchange frontend will need to supply an internal endpoint which takes an authorization token from the HTTP header named Authorization and validates that token and returns the user_id.

The internal authorization endpoint is defined by the auth_url setting in the config file (accessws/config.json).

Example response: {"code": 0, "message": null, "data": {"user_id": 1}}

Donation

  • BTC: 14x3GrEoMLituT6vF2wcEbqMAxCvt2724s
  • BCC: 1364ZurPv8uTgnFr1uqowJDFF15aNFemkf
  • ETH: 0xA2913166AE0689C07fCB5C423559239bB2814b6D
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