jovinjijo / se

A very simplified implementation of a stock exchange.

Stock Exchange

This is a very simplified implementation of how a stock exchange works. I have no financial background, so I'm open to suggestions on logic used, variable/class names. Feel free to point out any mistakes.

I started out just to try out a TypeScript project and implemented the core logic which is now contained in the @se/core package (yes, this is a monorepo).

@se/core

@se/core has the logic for order matching, placing orders, orders getting confirmed, keping track of orders of users, orderbook of a symbol and so on.

Check the tests folder for usage instructions.

@se/api

@se/api uses the core library and provides the API which is used by the @se/ui for fetching data. This is build on Express.js and Socket.io.

Check the docs folder for the postman collection.

@se/ui

This is created on React with Socket.io for sockets, Material-UI for UI components and Lightweight Charts by TradingView for charting.

Check the GitPod link for a working demo.

What's in Scope

• Order matching
• Order placing
• Tracking users' orders, holdings and funds
• Charting prices

What's not in Scope

• Clearing house?

  This list is incomplete.

Repository highlights

• Monorepo (using lerna with yarn; couldn't get it working with yarn workspaces because of a dependency issue; VS Code was not liking yarn2)
• Precommit hooks (husky -> lint-staged, commitlint)
• Conventional Commits
• Extensive testing(unit tests, code coverage ^80%)

Get Started

yarn install
yarn run build-watch
yarn start

Open this in Postman for APIs

To-do

• Persistence
• Different types of orders (Limit and Market are supported as of now; support for Stop loss, Cover Orders, Bracket Orders)
• Cancelling orders
• Roles (Traders, Admins)
• Leverage
• Trading hours
• Pre-market trading
• Automatic square-off
• Tick Size
• Circuit Breakers

se's Issues

Volume notified not accurate

se/packages/core/src/Order/StockOrderStore.ts

Line 133 in 2c6b4de

//TODO : Issue -> For same LTP if multiple orders are settled, notifyLtpUpdate and addTick will be done only for the time when LTP changed.

Issue -> For same LTP if multiple orders are settled, notifyLtpUpdate and addTick will be done only for the time when LTP changed.
Problem with that is, quantity/volume which is notified in notifyLtpUpdate and addTick would be inaccurate and would be only for the order when LTP changed.
notifyLtpUpdate and addTick won't be called for subsequent orders, where LTP remains the same.

Market orders can't be placed

Market orders can't be placed because there is a backend validation for 'price' field.