Stock Market Clone

now in golang!

TOP TODO

• ticker HTTP GET API for bid / ask spread
• make a market maker
• make a trading bot

TODO

• ledger service

  • rename to account service
  • listen for http (from orderbook)
  • use django and mysql for auth, accounts and assets
  • handle accounts and authentication
  • track quantity and asset for each user (cash is an asset)

• orderbook service

  • listen for http (for submitting of orders)
  • redlock on orderbook ticker keys
  • containerize, load balance
  • use redis ordered sets for buy and sell priority queues
  • priotiy queues for buy and sell orders
  • dequeue priority queues into trades
  • message to web service anonymized trades and orderbook bid ask
  • message to ledger service trades
  • message to ticker service anonymized trades

• ticker service (chart and quote stream)

  • rename to tickdata service
  • redlock on second and minute ticker keys
  • containerize and load balance
  • [?] need leader elect for ticker
  • use redis to for accumulating trades into tick data
  • on price data http, update minute high, low, open, close, vol information
  • every 60 seconds, persist 1minute period tick data to DB
  • API for charts

• web service

  • serve front end javascript
  • socket messages to interested clients
  • scale messages across multiple instances with web sockets?

• web client (front end)

  • graph "CHART" data into a stock chart
  • listen to "TICKER" channels
  • append new data to chart
  • display account info
  • place orders

• bot service (automate trades)

  • trading bots
  • front end UI for creating bots
  • rule based trading using JSON {$when: ..., $buy: ... }

• web load balancer

  • nginx
  • proxy each service to single domain

Ideas:

• Ticker names: Kryptonite, Adamantium, Puppies

• rule based trading:

  {
  $when: {
  $comparison: {
  itemA: { $ticker: "STOCKA"},
  itemB: 20.55,
  type: "gte"
  }
  },
  $do: {
  $order: { kind: "LIMIT", intent: "BUY", bid: 20.60, shares: 100 }
  },
  $then: {
  $when: {
  $comparison: {
  itemA: { $ticker: "STOCKA"},
  itemB: 21.00,
  type: "gte"
  }
  },
  $do: {
  $order: { kind: "LIMIT", intent: "SELL", ask: 20.90, shares 100 }
  }
  }
  }