Trade-Exchange Engine Library for Cryptocurrencies market written in Rust.
- AccountSystem: accounts, currencies, cryptocurrencies, history
- AssetSystem: currencies, cryptocurrencies
- OrderSystem: orders, history
- MatcherSystem: matching orders full or partial (only for buy Market and Sell limit)
- StorageSystem: redb high-performance, ACID, embedded key-value store
- MatcherSystem: matching orders full or partial (for all types of orders)
- StorageSystem: sharding, distributed transactions, distributed storage
cargo run --example trade-engineAdd this to your Cargo.toml:
[dependencies]
kubera = "0.0.2"fn main() {
let storage_system = Arc::new(StorageSystem::new());
let mut assets_system = AssetSystem::new(storage_system.clone());
if assets_system.get_currencies().len() == 0 {
let _ = assets_system.create_currency(Currency { id: 0, symbol: "USD".to_string() });
}
if assets_system.get_crypto_currencies().len() == 0 {
let _ = assets_system.create_crypto_currency(CryptoCurrency { id: 0, symbol: "BTC".to_string() });
}
let assets_system = Arc::new(assets_system);
let mut accounts_system = AccountSystem::new(storage_system.clone(), assets_system.clone());
let currency_id = assets_system.get_currencies()[0].id;
let crypto_currency_id = assets_system.get_crypto_currencies()[0].id;
if storage_system.load_accounts().len() == 0 {
let account1_id = accounts_system.create_account(Account { id: 0, name: "Alice".to_string(), timestamp: SystemTime::now() });
let account2_id = accounts_system.create_account(Account { id: 0, name: "Bob".to_string(), timestamp: SystemTime::now() });
accounts_system.add_currency_to_account(account1_id, currency_id, 100000.0);
accounts_system.add_crypto_currency_to_account(account2_id, crypto_currency_id, 1.0);
}
let accounts = storage_system.load_accounts();
let account1_id = accounts[0].id;
let account2_id = accounts[1].id;
let mut order_system = OrderSystem::new(storage_system.clone(), assets_system.clone());
let core_ids = core_affinity::get_core_ids().unwrap();
let core_id = core_ids[0];
let matcher_system = MatcherSystem::start(crypto_currency_id, currency_id, core_id);
let order1 = order_system.create_order(Order { id: 0, account_id: account1_id, trade_type: TradeType::Buy, price_type: PriceType::Market, execution_type: ExecutionType::Full, crypto_currency_id: crypto_currency_id, currency_id, quantity: 0.5, status: OrderStatus::Open, timestamp: SystemTime::now()});
let order2 = order_system.create_order(Order { id: 0, account_id: account2_id, trade_type: TradeType::Sell, price_type: PriceType::Limit(50000.00), execution_type: ExecutionType::Partial, crypto_currency_id: crypto_currency_id, currency_id, quantity: 1.0, status: OrderStatus::Open, timestamp: SystemTime::now()});
let _ = matcher_system.add_order(order1);
let _ = matcher_system.add_order(order2);
print_accounts(storage_system.clone());
loop {
while let Some(order_match) = matcher_system.get_order_match() {
tracing::info!("OrderMatch: Buy Order Id: {} Sell Order Id: {} Quantity: {} Price: {}", order_match.buy_order_id, order_match.sell_order_id, order_match.quantity, order_match.price);
order_system.create_order_history(&order_match, &mut accounts_system);
print_accounts(storage_system.clone());
if storage_system.get_account_currency(account1_id, currency_id).unwrap().balance > 0.0 {
let order = order_system.create_order(Order { id: 0, account_id: account1_id, trade_type: TradeType::Buy, price_type: PriceType::Market, execution_type: ExecutionType::Full, crypto_currency_id: crypto_currency_id, currency_id, quantity: 0.5, status: OrderStatus::Open, timestamp: SystemTime::now()});
matcher_system.add_order(order);
}
}
std::thread::sleep(std::time::Duration::from_secs(1));
}
}
fn print_accounts(storage_system: Arc<StorageSystem>) {
for account in storage_system.load_accounts() {
let datetime: DateTime<Local> = account.timestamp.into();
tracing::info! {
"AccountId: {} Name: {} Timestamp: {}",account.id, account.name, datetime.format("%Y-%m-%d %H:%M:%S").to_string()
};
for account_currency in storage_system.get_account_currency_by_account_id(account.id) {
tracing::info! {
"CurrencyId: {} Symbol: {} Balance: {:.2}", account_currency.id, storage_system.get_currency(account_currency.currency_id).unwrap().symbol, account_currency.balance
};
for account_currency_history in storage_system.get_currency_history_by_account_id_account_currency_id(account.id, account_currency.id) {
let datetime: DateTime<Local> = account_currency_history.timestamp.into();
tracing::info! {
"CurrencyHistoryId: {} Balance: {:.2} Timestamp: {}", account_currency_history.id, account_currency_history.balance, datetime.format("%Y-%m-%d %H:%M:%S").to_string()
};
}
}
for account_crypto_currency in storage_system.get_account_crypto_currencies_by_account_id(account.id) {
tracing::info! {
"CryptoCurrencyId: {} {} Amount: {}", account_crypto_currency.id, storage_system.get_crypto_currency(account_crypto_currency.crypto_currency_id).unwrap().symbol, account_crypto_currency.quantity
};
for account_crypto_currency_history in storage_system.get_crypto_currency_history_by_account_id_crypto_currency_id(account.id, account_crypto_currency.crypto_currency_id) {
let datetime: DateTime<Local> = account_crypto_currency_history.timestamp.into();
tracing::info! {
"CryptoCurrencyHistoryId: {} Quantity: {} Timestamp: {}", account_crypto_currency_history.id, account_crypto_currency_history.quantity, datetime.format("%Y-%m-%d %H:%M:%S").to_string()
};
}
}
}
}2024-07-08T14:55:28.291721Z INFO ThreadId(01) examples\trade-engine.rs:81: AccountId: 1 Name: Alice Timestamp: 2024-07-08 19:55:28
2024-07-08T14:55:28.291953Z INFO ThreadId(01) examples\trade-engine.rs:86: CurrencyId: 1 Symbol: USD Balance: 100000.00
2024-07-08T14:55:28.292068Z INFO ThreadId(01) examples\trade-engine.rs:92: CurrencyHistoryId: 1 Balance: 100000.00 Timestamp: 2024-07-08 19:55:28
2024-07-08T14:55:28.292168Z INFO ThreadId(01) examples\trade-engine.rs:81: AccountId: 2 Name: Bob Timestamp: 2024-07-08 19:55:28
2024-07-08T14:55:28.292261Z INFO ThreadId(01) examples\trade-engine.rs:86: CurrencyId: 2 Symbol: USD Balance: 0.00
2024-07-08T14:55:28.292380Z INFO ThreadId(01) examples\trade-engine.rs:98: CryptoCurrencyId: 1 BTC Amount: 1
2024-07-08T14:55:28.292476Z INFO ThreadId(01) examples\trade-engine.rs:104: CryptoCurrencyHistoryId: 1 Quantity: 1 Timestamp: 2024-07-08 19:55:28
2024-07-08T14:55:29.288109Z INFO ThreadId(02) src\matcher.rs:157: Before Matching
2024-07-08T14:55:29.288289Z INFO ThreadId(02) src\matcher.rs:160: Buy Order: Order { id: 1, account_id: 1, trade_type: Buy, price_type: Market, execution_type: Full, crypto_currency_id: 1, currency_id: 1, quantity: 0.5, timestamp: SystemTime { intervals: 133649241282877806 }, status: Open }
2024-07-08T14:55:29.288362Z INFO ThreadId(02) src\matcher.rs:163: Sell Order: Order { id: 2, account_id: 2, trade_type: Sell, price_type: Limit(50000.0), execution_type: Partial, crypto_currency_id: 1, currency_id: 1, quantity: 1.0, timestamp: SystemTime { intervals: 133649241282892932 }, status: Open }
2024-07-08T14:55:29.288436Z INFO ThreadId(02) src\matcher.rs:157: After Matching
2024-07-08T14:55:29.288492Z INFO ThreadId(02) src\matcher.rs:163: Sell Order: Order { id: 2, account_id: 2, trade_type: Sell, price_type: Limit(50000.0), execution_type: Partial, crypto_currency_id: 1, currency_id: 1, quantity: 0.5, timestamp: SystemTime { intervals: 133649241282892932 }, status: Open }
2024-07-08T14:55:29.292973Z INFO ThreadId(01) examples\trade-engine.rs:64: OrderMatch: Buy Order Id: 1 Sell Order Id: 2 Quantity: 0.5 Price: 50000
2024-07-08T14:55:29.312581Z INFO ThreadId(01) examples\trade-engine.rs:81: AccountId: 1 Name: Alice Timestamp: 2024-07-08 19:55:28
2024-07-08T14:55:29.312779Z INFO ThreadId(01) examples\trade-engine.rs:86: CurrencyId: 1 Symbol: USD Balance: 75000.00
2024-07-08T14:55:29.312920Z INFO ThreadId(01) examples\trade-engine.rs:92: CurrencyHistoryId: 1 Balance: 100000.00 Timestamp: 2024-07-08 19:55:28
2024-07-08T14:55:29.313002Z INFO ThreadId(01) examples\trade-engine.rs:92: CurrencyHistoryId: 2 Balance: 75000.00 Timestamp: 2024-07-08 19:55:29
2024-07-08T14:55:29.313127Z INFO ThreadId(01) examples\trade-engine.rs:98: CryptoCurrencyId: 2 BTC Amount: 0.5
2024-07-08T14:55:29.313255Z INFO ThreadId(01) examples\trade-engine.rs:104: CryptoCurrencyHistoryId: 2 Quantity: 0.5 Timestamp: 2024-07-08 19:55:29
2024-07-08T14:55:29.313335Z INFO ThreadId(01) examples\trade-engine.rs:81: AccountId: 2 Name: Bob Timestamp: 2024-07-08 19:55:28
2024-07-08T14:55:29.313454Z INFO ThreadId(01) examples\trade-engine.rs:86: CurrencyId: 2 Symbol: USD Balance: 25000.00
2024-07-08T14:55:29.313579Z INFO ThreadId(01) examples\trade-engine.rs:92: CurrencyHistoryId: 3 Balance: 25000.00 Timestamp: 2024-07-08 19:55:29
2024-07-08T14:55:29.313707Z INFO ThreadId(01) examples\trade-engine.rs:98: CryptoCurrencyId: 1 BTC Amount: 0.5
2024-07-08T14:55:29.313814Z INFO ThreadId(01) examples\trade-engine.rs:104: CryptoCurrencyHistoryId: 1 Quantity: 1 Timestamp: 2024-07-08 19:55:28
2024-07-08T14:55:29.313881Z INFO ThreadId(01) examples\trade-engine.rs:104: CryptoCurrencyHistoryId: 3 Quantity: 0.5 Timestamp: 2024-07-08 19:55:29
2024-07-08T14:55:30.288721Z INFO ThreadId(02) src\matcher.rs:157: Before Matching
2024-07-08T14:55:30.288946Z INFO ThreadId(02) src\matcher.rs:160: Buy Order: Order { id: 3, account_id: 1, trade_type: Buy, price_type: Market, execution_type: Full, crypto_currency_id: 1, currency_id: 1, quantity: 0.5, timestamp: SystemTime { intervals: 133649241293139637 }, status: Open }
2024-07-08T14:55:30.289023Z INFO ThreadId(02) src\matcher.rs:163: Sell Order: Order { id: 2, account_id: 2, trade_type: Sell, price_type: Limit(50000.0), execution_type: Partial, crypto_currency_id: 1, currency_id: 1, quantity: 0.5, timestamp: SystemTime { intervals: 133649241282892932 }, status: Open }
2024-07-08T14:55:30.315944Z INFO ThreadId(01) examples\trade-engine.rs:64: OrderMatch: Buy Order Id: 3 Sell Order Id: 2 Quantity: 0.5 Price: 50000
2024-07-08T14:55:30.334073Z INFO ThreadId(01) examples\trade-engine.rs:81: AccountId: 1 Name: Alice Timestamp: 2024-07-08 19:55:28
2024-07-08T14:55:30.334267Z INFO ThreadId(01) examples\trade-engine.rs:86: CurrencyId: 1 Symbol: USD Balance: 50000.00
2024-07-08T14:55:30.334448Z INFO ThreadId(01) examples\trade-engine.rs:92: CurrencyHistoryId: 1 Balance: 100000.00 Timestamp: 2024-07-08 19:55:28
2024-07-08T14:55:30.334571Z INFO ThreadId(01) examples\trade-engine.rs:92: CurrencyHistoryId: 2 Balance: 75000.00 Timestamp: 2024-07-08 19:55:29
2024-07-08T14:55:30.334686Z INFO ThreadId(01) examples\trade-engine.rs:92: CurrencyHistoryId: 4 Balance: 50000.00 Timestamp: 2024-07-08 19:55:30
2024-07-08T14:55:30.334863Z INFO ThreadId(01) examples\trade-engine.rs:98: CryptoCurrencyId: 2 BTC Amount: 1
2024-07-08T14:55:30.335030Z INFO ThreadId(01) examples\trade-engine.rs:104: CryptoCurrencyHistoryId: 2 Quantity: 0.5 Timestamp: 2024-07-08 19:55:29
2024-07-08T14:55:30.335130Z INFO ThreadId(01) examples\trade-engine.rs:104: CryptoCurrencyHistoryId: 4 Quantity: 1 Timestamp: 2024-07-08 19:55:30
2024-07-08T14:55:30.335217Z INFO ThreadId(01) examples\trade-engine.rs:81: AccountId: 2 Name: Bob Timestamp: 2024-07-08 19:55:28
2024-07-08T14:55:30.335340Z INFO ThreadId(01) examples\trade-engine.rs:86: CurrencyId: 2 Symbol: USD Balance: 50000.00
2024-07-08T14:55:30.335495Z INFO ThreadId(01) examples\trade-engine.rs:92: CurrencyHistoryId: 3 Balance: 25000.00 Timestamp: 2024-07-08 19:55:29
2024-07-08T14:55:30.335588Z INFO ThreadId(01) examples\trade-engine.rs:92: CurrencyHistoryId: 5 Balance: 50000.00 Timestamp: 2024-07-08 19:55:30
2024-07-08T14:55:30.335720Z INFO ThreadId(01) examples\trade-engine.rs:98: CryptoCurrencyId: 1 BTC Amount: 0
2024-07-08T14:55:30.335846Z INFO ThreadId(01) examples\trade-engine.rs:104: CryptoCurrencyHistoryId: 1 Quantity: 1 Timestamp: 2024-07-08 19:55:28
2024-07-08T14:55:30.335923Z INFO ThreadId(01) examples\trade-engine.rs:104: CryptoCurrencyHistoryId: 3 Quantity: 0.5 Timestamp: 2024-07-08 19:55:29
2024-07-08T14:55:30.335993Z INFO ThreadId(01) examples\trade-engine.rs:104: CryptoCurrencyHistoryId: 5 Quantity: 0 Timestamp: 2024-07-08 19:55:30
2024-07-08T14:55:31.289822Z INFO ThreadId(02) src\matcher.rs:157: Before Matching
2024-07-08T14:55:31.290319Z INFO ThreadId(02) src\matcher.rs:160: Buy Order: Order { id: 4, account_id: 1, trade_type: Buy, price_type: Market, execution_type: Full, crypto_currency_id: 1, currency_id: 1, quantity: 0.5, timestamp: SystemTime { intervals: 133649241303360887 }, status: Open }
2024-07-08T14:55:31.290590Z INFO ThreadId(02) src\matcher.rs:157: After Matching
I would love to see contributions from the community. If you experience bugs, feel free to open an issue. If you would like to implement a new feature or bug fix, please follow the steps:
- Read "Contributor License Agreement (CLA)"
- Contact with me via telegram @ievkz or discord @igumnovnsk
- Confirm e-mail invitation in repository
- Do "git clone" (You don't need to fork!)
- Create branch with your assigned issue
- Create pull request to main branch