📈 High-Frequency Trading Server

Welcome to the High-Frequency Trading Server! This project is designed to simulate a high-frequency trading environment, providing support for various types of orders, including limit and market orders. The platform leverages Rust for high-performance server-side operations and Solidity for smart contract integration.

🚀 Features

🛒 Limit Orders

• Place limit orders to buy or sell shares at a specified price.
• Orders are matched when the buy price is greater than or equal to the sell price.

📉 Market Orders

• Place market orders to buy or sell shares at the best available price.
• Market orders prioritize immediate execution over price.

🧪 Comprehensive Testing

• Python scripts for testing the functionality of limit and market orders.
• Includes scenarios for both filled and unfilled orders to ensure reliability.

🔧 Installation and Setup

1. Clone the Repository

   git clone https://github.com/your-repo/hft_trading_server.git
   cd hft_trading_server

2. Install Dependencies

   • For Rust:

     rustup update
     cargo build

   • For Python:

     pip install -r requirements.txt

3. Set Up Environment Variables

   • Create a .env file with the necessary environment variables:

     WS_URL=<your_web3_provider_url>
     CONTRACT_ADDRESS=<your_contract_address>
     ACCOUNT=<your_account_address>
     REDIS_CLIENT_URL=<your_redis_url>
     SECRET_KEY=<your_secret_key>

4. Compile the Smart Contract

   • Navigate to the contracts directory and compile the Solidity contract:

     solc --optimize --bin --abi OrderBook.sol -o build/

5. Deploy the Contract

   • Use a script or tool like Remix, Truffle, or Hardhat to deploy the compiled contract to your preferred Ethereum network.

📝 Usage

Running the Server

• Start the Rust server:

  cargo run

Running Tests

• Execute the Python test scripts:

  python test_limit_orders.py
  python test_market_orders.py

API Endpoints

• Place Buy Order: /buy
• Place Sell Order: /sell
• Get Portfolio: /portfolio/user/{user_id}

📄 Contract Overview

Order Types

• Limit Order: Executes at a specified price or better.
• Market Order: Executes immediately at the best available price.
• Stop Order: Can be added later for more complex trading strategies.

Solidity Contract

• Manages buy and sell orders with different types.
• Emits events for order placements and matches.
• Matches orders based on specified rules for limit and market orders.

🛠️ Development

Server Code

• Rust: For high-performance server-side logic.
• Actix-Web: Web framework for handling HTTP requests.
• Redis: For state management and order book storage.

Smart Contract

• Solidity: For Ethereum-based smart contract logic.
• Events: Emit logs for order placements and matches.

💡 Next Steps

1. Implement Stop Orders: Add functionality for stop orders.
2. Enhance Matching Logic: Improve the order matching algorithm.
3. Real-Time Data: Integrate with real-time market data for dynamic trading.
4. User Interface: Develop a frontend for better user interaction.

👥 Contributors

• Sanjit Thangarasu: GitHub | Website

📞 Contact

For any questions or suggestions, feel free to open an issue or contact us at [email protected].

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Made with ❤️ by Sanjit Thangarasu