Prerequisites for client

• install "Git" client
• install "NodeJS" LTS version

install dependencies through command line

#install choco
@"%SystemRoot%\System32\WindowsPowerShell\v1.0\powershell.exe" -NoProfile -InputFormat None -ExecutionPolicy Bypass -Command "iex ((New-Object System.Net.WebClient).DownloadString('https://chocolatey.org/install.ps1'))" && SET "PATH=%PATH%;%ALLUSERSPROFILE%\chocolatey\bin"

#install NodeJS
choco install nodejs-lts

#install Git
choco install git

Download project

git clone https://github.com/donvadicastro/exchange-connector.git
cd exchange-connector

Prerequisites for local kafka (if needed)

• install Docker Toolbox

Prerequisites for Raspberry

• initialize

./scripts/raspberry-init.sh

Windows installation

• install Microsoft build tools
• run PowerShell console with admin rights

npm install --global --production windows-build-tools
npm config set msvs_version 2017 --global
npm install

Linux installation

npm install

Run local kafka

• open "Docker terminal"
• run "./scripts/run-kafks.sh" script
• do not close terminal

Description

This project aims on creation of integration bridge to help execute financial operation with different clients based on action type involved.

Solution was developed using message-driven architecture, so all communications fulfilled through Kafka message bus.

This particular project was used to define and develop thin clients that will be responsible to process business events.

Start client

npm start

Test client

npm test

Create new worker

Worker is an nodeJS client that is connected to particular message queue and execute defined action based on defined instruction.

Create message contract

Initially contract of input message should be defined. All message contract are placed in "contracts/messages" folder and are represented as TypeScript interface.

Example:

export interface ICreateOrderMessage {
    exchange: string;
    symbol: string;
    type: 'market' | 'limit';
    side: 'buy' | 'sell';
    amount: number;
    price?: number;
    params?: {};
}

Define worker

All executors are stored in "process" folder and are represented as TypeScript class inherited from "ExchangeConnectorProcessBase" base class. Need to be implemented action that will be triggered on message.

To differentiate messages from different topics in single message handler - check kafkaMessage.topic value.

Example:

import {ExchangeConnectorProcessBase} from "./base/processBase";
import {Message} from "kafka-node";

export class CreateOrder extends ExchangeConnectorProcessBase {
    onMessage(message: ICreateOrderMessage, kafkaMessage: Message) {
        const exchange = this.getExchange(message.exchange);

        //handle invalid exchange properly
        if(!exchange) {
            return;
        }

        //check action is allowed on selected exchange
        if(!exchange.has['createMarketOrder']) {
            return this.kafkaClient.sendError(`"createMarketOrder" is not supported on "${message.exchange}"`);
        }

        console.log(`Order to be created on "${message.exchange}" with params: ${JSON.stringify(message)}`);
        exchange.createOrder(message.symbol, message.type, message.side, message.amount, message.price, message.params)
            .then((data: any) => this.send(data), (error: any) => this.sendError(error));
    }
}

Add worker to pipeline

Once executor is created - it need to be registered in execution pipeline to be available to handle input messages. Registration should be added in "index.ts".

Example:

const client: KafkaClientExt = new KafkaClientExt();

//create executor instance, when 
const createOrderProcess = new CreateOrder(client, ['topic-to-read-messages-from'], 'topic-to-generate-messages-to');

client.initialize().then(() => {
    //start executor to handle events
    createOrderProcess.run();
});

Set access credentials

If actions are requires authentication - auth config for particular exchange need to be specified in "package.json" file in "ccxt -> exchange" section. Example:

"binance": {
    "apiKey": "key",
    "secret": "secret"
}

Verification

To check that worker is available and processed events correctly, test message can be triggered:

node tests/sendMessage.js <topicName> <message>

when:

• topicName - name of the topic data will be posted to
• message - string representation of message payload in JSON format. Example: "{\"exchange\": \"exmo\", \"symbol\": \"ZEC/USD\", \"type\": \"limit\", \"side\": \"buy\", \"amount\": 0.01, \"price\": 50}"