anthonykot / nord

Nord trading and lending system template

Nord

Nord Trading and Lending System Template

Run it

  docker-compose up --build

Overview

This template provides a structured starting point for developing the Nord trading and lending system, designed to facilitate a comprehensive and risk-managed environment for users to engage in various trading and lending activities.

Project Structure

• src/: Contains the main source code files.

  • main.rs: The entry point of the application.
  • trading/: Module for handling trading-related functionality.
    • mod.rs: Declares the trading module and its public items.
    • engine.rs: Implements the trading engine.
    • order.rs: Defines the Order struct and related functions.
    • matching.rs: Implements the order matching logic.
  • lending/: Module for handling lending-related functionality.
    • mod.rs: Declares the lending module and its public items.
    • engine.rs: Implements the lending engine.
    • loan.rs: Defines the Loan struct and related functions.
    • interest.rs: Implements interest rate calculation logic.
  • margining/: Module for handling margining and risk management.
    • mod.rs: Declares the margining module and its public items.
    • system.rs: Implements the margining system.
    • account.rs: Defines the Account struct and related functions.
    • risk.rs: Implements risk management logic.
  • utils/: Module for utility functions and shared functionality.
    • mod.rs: Declares the utils module and its public items.
    • currency.rs: Defines currency-related functions and constants.
    • pricing.rs: Implements pricing-related functions.
  • db/: Module for database and storage-related functionality.
    • mod.rs: Declares the db module and its public items.
    • storage.rs: Implements storage and database operations.

• tests/: Contains integration and unit tests for the project.

  • trading_tests.rs: Contains tests related to the trading module.
  • lending_tests.rs: Contains tests related to the lending module.
  • margining_tests.rs: Contains tests related to the margining module.

Dependencies

The project relies on the following dependencies:

• chrono: A library for date and time handling.
• rust_decimal: A library for decimal arithmetic.
• serde and serde_json: Libraries for serialization and deserialization.
• tokio: An asynchronous runtime for Rust.
• uuid: A library for generating and handling UUIDs.

Getting Started

To get started with the Nord system, ensure you have Rust and Cargo installed on your system. Clone the repository, navigate to the project directory, and run cargo build to compile the project. Use cargo run to execute the application.

Contribution

Contributions to the Nord system are welcome. Please refer to the project's contribution guidelines for more details on how to contribute.

General Configuration

• System Operation Mode: Define if the system is in production, staging, or development mode. This can affect logging levels, error reporting, and feature toggles.
  • mode: "development" | "staging" | "production"

Trading Engine Configuration

• Market Hours: Define the hours during which trading is allowed.

  • market_hours: { start: "09:00", end: "17:00" }

• Order Types Supported: Specify which types of orders your system can handle (e.g., limit orders, market orders).

  • order_types: ["limit", "market", "stop_loss"]

• Maximum Order Size: Set limits on the maximum size of orders to prevent excessively large transactions.

  • max_order_size: 10000

• Transaction Fee: Configure the fee structure for trades.

  • transaction_fee: { type: "fixed" | "percentage", value: 0.1 }

Lending Engine Configuration

• Interest Calculation Method: Define how interest on loans is calculated (e.g., simple interest, compound interest).

  • interest_calculation: "compound"

• Loan Duration Limits: Set minimum and maximum loan durations.

  • loan_duration_limits: { min_days: 1, max_days: 365 }

• Maximum LTV (Loan to Value): Define the maximum loan to value ratio to control borrowing risk.

  • max_ltv: 0.8

• Liquidation Threshold: Set the LTV threshold at which loans are considered for liquidation.

  • liquidation_threshold: 0.9

Margining System Configuration

• Margin Call Thresholds: Define thresholds for margin calls to manage leverage and risk.

  • margin_call_thresholds: { imf: 0.1, cmf: 0.2, mmf: 0.3 }

• Liquidation Fees: Configure fees applied during the liquidation process.

  • liquidation_fees: { percentage: 0.05 }

• Insurance Fund Contribution: Set the percentage of transaction fees or liquidation fees that go into the insurance fund.

  • insurance_fund_contribution: 0.02

Risk Management Configuration

• Volatility Adjustment Factor: Adjust margin requirements based on market volatility.

  • volatility_adjustment_factor: 1.2

• Risk Evaluation Period: Define how frequently the system evaluates risk exposure.

  • risk_evaluation_period: { every_n_hours: 4 }

• Socialized Loss Percentage: Determine the percentage of losses socialized among users in extreme scenarios.

  • socialized_loss_percentage: 0.1

Security and Compliance

• Data Encryption Standards: Specify encryption standards for sensitive data.

  • encryption_standards: "AES-256"

• Compliance Reporting Frequency: Set how often compliance reports are generated and reviewed.

  • compliance_reporting_frequency: { every_n_days: 30 }

• Audit Log Retention: Define the retention period for audit logs.

  • audit_log_retention: { days: 180 }

Technical Configuration

• Database Connection Details: Include connection strings or configurations for databases.

  • database: { type: "PostgreSQL", connection_string: "host=localhost dbname=nord_system user=postgres password=secret" }

• Cache Settings: Define cache duration and size for frequently accessed data.

  • cache: { duration_seconds: 600, max_size: 10000 }

• API Rate Limits: Set rate limits for API usage to prevent abuse.

  • api_rate_limits: { requests_per_minute: 100 }