CEX Exchange

A high-performance, real-time Centralized Cryptocurrency Exchange — built with a microservices architecture, sub-millisecond matching engine, live orderbooks, and a stunning professional trading UI.

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🚀 Features

• ⚡ Sub-millisecond Matching Engine — In-memory order matching with full price-time priority
• 📈 Real-Time Candlestick Charts — Powered by TradingView Lightweight Charts with live OHLCV updates
• 📊 Live Orderbook — Depth updates streamed via WebSocket with green/red bid/ask visualization
• 🔁 Real-Time Market Data — Live price, 24H high/low, volume, and change percentage
• 💸 Limit & Market Orders — Full buy/sell order placement and cancellation
• 🏦 TimescaleDB Candles — Historical OHLCV data stored in time-series materialized views (1m, 1h, 1w)
• 🤖 Market Maker Bot — Automated liquidity provider simulating realistic bid/ask spreads
• 🐳 Dockerized Infrastructure — One-command startup with Redis + TimescaleDB via Docker Compose

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🏗️ Architecture

This exchange is built as a set of decoupled, independently scalable microservices communicating via Redis pub/sub queues.

┌─────────────────────────────────────────────────────────────────┐
│                          Client Browser                         │
│                     (Next.js Frontend)                          │
└─────────────┬───────────────────────────┬───────────────────────┘
              │ HTTP REST                 │ WebSocket
              ▼                           ▼
┌─────────────────────┐       ┌─────────────────────┐
│     API Server      │       │   WebSocket Server  │
│  (Express/Bun)      │       │      (ws/Bun)        │
└────────┬────────────┘       └──────────┬──────────┘
         │                               │
         │       Redis Pub/Sub           │
         └───────────┬───────────────────┘
                     │
         ┌───────────▼───────────────┐
         │     Matching Engine       │
         │  (In-Memory / TypeScript) │
         └───────────┬───────────────┘
                     │
         ┌───────────▼───────────────┐
         │      DB Processor         │
         │  (Trade Writer / Bun)     │
         └───────────┬───────────────┘
                     │
         ┌───────────▼───────────────┐
         │      TimescaleDB          │
         │  (PostgreSQL + klines)    │
         └───────────────────────────┘

Microservices Overview

Service	Tech	Responsibility
frontend/	Next.js 16, Lightweight Charts	Trading UI, real-time charts and orderbook
api/	Express, Bun	REST API for orders, depth, tickers, klines
engine/	TypeScript, Bun	In-memory order matching and trade execution
ws/	WebSocket, Bun	Real-time event broadcasting (depth, trades, tickers)
db/	Bun, pg	DB schema, seeding, TimescaleDB materialized views
marketMaker/	Axios, Bun	Simulates market liquidity with automated orders

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🖥️ Tech Stack

Frontend

• Next.js 16 with App Router
• Lightweight Charts for candlestick charts
• WebSocket client for live orderbook and price streaming
• Vanilla CSS with modern glassmorphism design

Backend

• Bun runtime across all microservices
• Express for HTTP API layer
• Redis for inter-service pub/sub messaging
• TimescaleDB (PostgreSQL extension) for time-series OHLCV candles

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📁 Project Structure

cex/
├── api/                  # REST API server (Express)
│   └── src/
│       ├── index.ts      # Entry point
│       ├── routes/       # order, depth, ticker, kline endpoints
│       └── RedisManager.ts
├── engine/               # Matching engine (in-memory)
│   └── src/
│       └── trade/
│           ├── Engine.ts    # Core matching logic
│           └── Orderbook.ts # Bid/Ask data structures
├── ws/                   # WebSocket server
│   └── src/index.ts
├── db/                   # Database layer
│   └── src/
│       ├── index.ts      # DB trade writer (listens Redis)
│       ├── seed-db.ts    # Seed historical price data
│       └── cron.ts       # Refresh materialized views
├── marketMaker/          # Automated market maker bot
│   └── src/index.ts
├── frontend/             # Next.js trading UI
│   └── app/
│       ├── components/   # MarketBar, Depth, SwapUi, etc.
│       ├── utils/        # ChartManager, SignalingManager
│       └── trade/        # Trading page
├── docker/
│   └── docker-compose.yml
└── public/
    └── screenshot.png

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⚙️ Getting Started

Prerequisites

• Docker Desktop
• Bun v1.0+
• Node.js v18+

1. Clone the Repository

git clone https://github.com/HA2345567/CEX_Exchange.git
cd CEX_Exchange

2. Start Infrastructure (Redis + TimescaleDB)

cd docker
docker compose up -d

3. Seed the Database

cd db
bun install
bun run src/seed-db.ts

4. Start the Matching Engine

cd engine
bun install
bun run src/index.ts

5. Start the API Server

cd api
bun install
bun run src/index.ts

6. Start the WebSocket Server

cd ws
bun install
bun run src/index.ts

7. Start the DB Processor

cd db
bun run src/index.ts
# Also start the cron job for materialized view refresh:
bun run src/cron.ts

8. Start the Market Maker (Optional)

cd marketMaker
bun install
bun run src/index.ts

9. Start the Frontend

cd frontend
bun install
bun run dev

Open http://localhost:3001 in your browser.

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🔌 API Endpoints

Method	Endpoint	Description
GET	/api/v1/depth?market=TATA_INR	Get current orderbook depth
GET	/api/v1/ticker?market=TATA_INR	Get 24H ticker stats
GET	/api/v1/kline?market=TATA_INR&interval=1h	Get OHLCV candlestick data
POST	/api/v1/order	Place a new buy/sell order
DELETE	/api/v1/order	Cancel an existing order
GET	/api/v1/order/open?userId=X&market=Y	Get open orders for a user

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📡 WebSocket Subscriptions

Connect to ws://localhost:3001 and subscribe:

// Subscribe to orderbook depth updates
{ "method": "SUBSCRIBE", "params": ["depth@TATA_INR"] }

// Subscribe to live trade stream
{ "method": "SUBSCRIBE", "params": ["trade@TATA_INR"] }

// Subscribe to ticker updates
{ "method": "SUBSCRIBE", "params": ["ticker@TATA_INR"] }

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📊 Database Schema

The db service manages:

• tata_prices — Raw trade records with price, quantity, currency, and timestamp
• klines_1m — 1-minute OHLCV materialized view (TimescaleDB continuous aggregate)
• klines_1h — 1-hour OHLCV materialized view
• klines_1w — 1-week OHLCV materialized view

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📝 License

MIT License — feel free to fork, extend, and build on this project.

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Built with ❤️ using TypeScript, Bun, Next.js, Redis, and TimescaleDB