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exchains's Issues

Balancing: Implement Top Order Priority

The idea is to first only match the top ask (biggest volume of the highest asker) with the top bid (biggest volume of the lowest) before spreading out evenly. This stimulates clients to offer more which creaties liquidity on the market

Interface for #22

Posting transactions from the interface would be nice with some visualizations/interaction

Balancing: Implement inter-cluster order passing

Implement the mechanism that combines multiple order of the same price in to one order and submit these to a higher level.
The new order should be linked with the original, so when the order is (partially) executed on a higher level the original orders can be traced back and will be filled accordingly.

Implement Balance messages

First implementation wherein:

  • Workout message format
  • Announcement of starting.
  • Single Balance Transaction
  • Announcement of finish.
  • Make clients align as much as possible with the period
    further work on this in: #5

Extend balancing to allow 2 modes[master,slave]

Extend the balancing algorithm code to allow 2 modes of operation:

  • Master: Creating transactions for all balancing actions it takes
  • Slave: Checking transactions created by the master, making sure they are valid.

Add Start Balancing logic

For now balancing starts with Balance transaction, that is unchecked. Implement logic to StartBalancing, Balance, EndBalancing

Documenting decisions made.

Why tendermint
Why python
Why own abci application
Why balancing
Why balancing only by one node
Why blockchain when balancing done by only one node
Why Transactions in protobuf
Why ....

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