Challenge

Test

Server

cargo run --release --bin server

Client

cargo run --release --bin client

TODO

• Test Binance & Bitstamp with cli
• Connect to Exchange's Websocket
• Connect to two exchanges' websocket feeds at the same time
• Aggregation
• gRPC server
• Optimize

Design

BinanceClient  ---[Orderbook]---\                                        /---> Client A
                                |---> Manager ---[Summary]---> gRPC Server ---> Client B
BitstampClient ---[Orderbook]---/                                        \---> Client C

• Summary is merged from two order books. When one of the orderbook gets updated, it will be merged the another and sent to gRPC server.

Reference

wscat cli

wscat -c wss://stream.binance.com:9443/ws/btcusdt@ticker
wscat -c wss://stream.binance.com:9443/ws/ethbtc@depth10@100ms

# 10 levels
wscat -c wss://stream.binance.com:9443/ws/ethbtc@depth20@100ms

wscat -c wss://stream.binance.com:9443/ws/btcusdt

wscat -c wss://stream.binance.com:9443/ws

{ "method": "SUBSCRIBE",   "params": [ "btcusdt@depth20@100ms"  ],  "id": 1 }
{ "method": "SUBSCRIBE",   "params": [     "btcusdt@aggTrade",     "btcusdt@depth"  ],  "id": 1 }
{ "method": "UNSUBSCRIBE",   "params": [     "btcusdt@depth"   ],   "id": 312 }
{ "method": "LIST_SUBSCRIPTIONS", "id": 3 }

• Test with Bitstamp with cli

# 100 levels
wscat -c wss://ws.bitstamp.net

{ "event": "bts:subscribe", "data": { "channel": "order_book_btcusd" } }

Docs

1. Docs for Websocket connection: https://github.com/binance/binance-spot-api-docs/blob/master/web-socket-streams.md Example API feed: https://api.binance.com/api/v3/depth?symbol=ETHBTC Websocket connection URL for Binance: wss://stream.binance.com:9443/ws/ethbtc@depth20@100ms wss://stream.binance.com:9443

2. Bitstamp Docs: https://www.bitstamp.net/websocket/v2/ Example API feed: https://www.bitstamp.net/api/v2/order_book/ethbtc/ Example Websocket usage: https://www.bitstamp.net/s/webapp/examples/order_book_v2.htm https://assets.bitstamp.net/static/webapp/examples/order_book_v2.3610acefe104f01a8dcd4fda1cb88403f368526b.html