CEX (Centralized Exchange)

A high-performance centralized cryptocurrency exchange implementation in Rust, featuring spot and margin trading capabilities with real-time market data distribution.

Architecture

The project consists of three main components:

1. HTTP Server (http-server/):

   • RESTful API endpoints for order management
   • Built with Axum framework
   • Redis-based communication with the order book manager

2. Orderbook Manager (orderbook-manager/):

   • Core trading engine implementation
   • Real-time order matching
   • Position and PnL management
   • Price service for mark and index prices
   • Market depth maintenance

3. WebSocket Server (websocket-server/):

   • Real-time market data streaming
   • Room-based subscription system
   • Redis pub/sub integration
   • Client connection management

4. Wallet Manager (wallet-manager/):

   • Wallet management
   • Balance tracking
   • Transaction history
   • Onramp and offramp support

Features

• Trading Capabilities:

  • Spot trading with limit orders
  • Margin trading with up to 10x leverage
  • Real-time order matching
  • Position tracking and PnL monitoring

• Market Data:

  • Real-time orderbook depth
  • Trade execution broadcasts
  • Price updates (mark, index, last)
  • WebSocket streaming

• Risk Management:

  • Margin requirement validation
  • Position monitoring
  • Liquidation price calculation
  • Balance checks

API Access

Postman Collection

Setup

docker compose up --build -d

yes that's it!

Trading Flows

Spot Trading

1. Balance validation
2. Order matching
3. Real-time execution
4. Balance updates
5. WebSocket notifications

Margin Trading

1. Margin requirement checks
2. Position creation/update
3. PnL monitoring
4. Liquidation price tracking
5. Real-time position updates

Implementation Details

Data Structures

• Priority queue-based orderbooks
• Position tracking system
• Real-time price service
• WebSocket subscription management

Communication

• Redis for inter-service messaging
• WebSocket for real-time updates
• REST API for order management

Monitoring

• Continuous PnL calculation
• Position risk assessment
• Balance tracking
• Market data broadcasting

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