distributed-orderbook's Introduction

Distributed orderbook using Grenache

Problem statement:

Each client will have its own instance of the orderbook.
Clients submit orders to their own instance of orderbook. The order is distributed to other instances, too.
If a client's order matches with another order, any remainer is added to the orderbook, too.

Installation

Install dependencies

yarn install

Setting up the DHT

npm i -g grenache-grape

# boot two grape servers

grape --dp 20001 --aph 30001 --bn '127.0.0.1:20002'
grape --dp 20002 --aph 40001 --bn '127.0.0.1:20001'

Startup multiple clients (these clients auto create order book records)

yarn run client
yarn run client
yarn run client

Implementation:

Each client has its own PeerClient and PeerServer.
So each client add new data and listens for changes made by other client.
Whenever any client wants to add new record:
- It tries to acquire lock
- Once aquired it generates order body and broadcasts it to all connected clients.
- Each client (include creator of order) receives broadcasted order and update own order book instance for the same.
When new client is added to the network, it tries to sync existing order book from existing client.

Limitation/Issues:

Locking mechanism can be improved. There are some issues when doing initial sync for new client added.
I mainly focused on syncing DS changes to multiple clients efficiently, so counldn't give much time OrederBook class. It can be extended further for order's costing related logic.
Code from client.js could be further refactored.
console.log should be replaced with debug/info logs.

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