Exchange Observer | Trading sim

A trading simulator for OKX exchange. Reads OKX websocket data and tries to make smart trades based on your Strategy configuration settings.

Disclaimer

The trading simulation logic implemented is super rough and kinda dumb (im still experimenting with it tho). The scheduler will try to follow the line going up, by querying all tokens and buying whatever one is doing good numbers. I'm just sharing this because i think its a good template to start with a stream based: producer -> consumer -> app architecture. (not event driven, at least for now)

That being said, im not responsible if you lose money by using it to trade with money.

Each setting in config.toml is explained but feel free open an issue to ask questions if something is not clear.

Setup

Required infrastructure

• Redpanda
• Scylla
• Pushover (optional)

Components

• Producer (Okx websocket messages -> Redpanda)
• Consumer (Redpanda messages -> Scylla)
• Scheduler (ScyllaDB Queries -> Token evaluation -> UI)

Bring up the infra

The provision.sh script brings up all containers, waits for Scylla and Redpanda to become ready, runs the CQL migration, and creates the topics with the right retention. It's idempotent — safe to re-run.

./provision.sh

On macOS the script also bumps fs.aio-max-nr inside Docker Desktop's VM, which is required by both Scylla and Redpanda (both are seastar-based).

If you'd rather do it by hand, the equivalent steps are:

docker compose up -d

# Wait until Scylla shows 'UN' (up-normal)
docker exec -it scylla nodetool status

# Run migrations
docker exec -it scylla cqlsh -f /tmp/migration.cql

# Create topics and set 12h retention
docker exec redpanda rpk topic create candle1m tickers trades --partitions 10 --replicas 1
docker exec redpanda rpk topic alter-config candle1m tickers trades --set retention.ms=43200000

Note: these topics are append-only streams, so they use the default cleanup.policy=delete combined with retention.ms above. Do not set cleanup.policy=compact here — compaction keeps only the latest value per key, which would silently drop trades.

Endpoints

ScyllaDB:         127.0.0.1:9042
Redpanda:         127.0.0.1:9092
Redpanda console: http://localhost:8080/topics

Spin up all the producer and consumer

cargo run --bin producer
cargo run --bin consumer

Configure scheduler account and strategy settings

vim config.toml

Start

cargo run --bin scheduler

Scheduler terminal UI

This is how the scheduler UI looks with ui.enable = true

Scheduler GUI

If using the scheduler with websocket server enabled you can connect to it using a very rough expermiental wasm UI made with egui and ewebsock.

The console is just a listener, so can't send stuff back to the scheduler for now.

Run the app with:

cargo run --bin console

Or build web and run with:

cd console && ./build_web.sh && ./start_server.sh

Or run compiled version in the repo with:

basic-http-server --addr 0.0.0.0:8082 .

Push Notifications

The scheduler can send status updates every 30 minutes informing you about your current balance, bot uptime and account change % if. It will also send a notification when cash-outs and stop loss trigger.

Debug

Connect to Scylla using cqlsh

docker exec -it scylla cqlsh
Use HELP for help.
cqlsh> use okx;
cqlsh:okx> describe tables;
candle1m  tickers  trades
cqlsh:okx> SELECT * FROM trades WHERE instid='XCH-USDT' ORDER BY ts DESC LIMIT 10;

 instid   | ts                              | tradeid  | px    | side | sz
----------+---------------------------------+----------+-------+------+----------
 XCH-USDT | 2022-10-01 21:34:00.425000+0000 | 19102621 |  33.4 |  buy | 0.040482
 XCH-USDT | 2022-10-01 21:33:59.339000+0000 | 19102620 | 33.41 |  buy | 0.132378
 XCH-USDT | 2022-10-01 21:33:49.342000+0000 | 19102619 | 33.41 |  buy | 0.103742
 XCH-USDT | 2022-10-01 21:33:48.423000+0000 | 19102618 | 33.41 |  buy | 0.088245
 XCH-USDT | 2022-10-01 21:33:40.424000+0000 | 19102617 |  33.4 |  buy | 0.103606
 XCH-USDT | 2022-10-01 21:33:36.340000+0000 | 19102616 | 33.42 |  buy | 0.086683
 XCH-USDT | 2022-10-01 21:33:31.423000+0000 | 19102615 | 33.41 |  buy | 0.066893
 XCH-USDT | 2022-10-01 21:33:26.423000+0000 | 19102614 | 33.41 | sell | 0.102778
 XCH-USDT | 2022-10-01 21:33:23.340000+0000 | 19102613 | 33.41 |  buy | 0.043765
 XCH-USDT | 2022-10-01 21:33:15.339000+0000 | 19102612 | 33.42 |  buy | 0.071039
(10 rows)

Delete topics from redpanda

docker exec redpanda rpk topic delete candle1m trades tickers

Destroy

docker compose down -v

The -v flag also removes the scylla_data named volume, which is where Scylla's data actually lives (bind mounts don't work reliably on Docker Desktop for Mac due to O_DIRECT alignment requirements).