Order Book Adapter

A Rust Service that Subscribes to the L2 Order Book Updates for a user defined instrument and maintains an in-memory representation of the order book.

Project Structure

The repository follows a Cargo workspace structure. There are 3 crates defined

• oba-cli - A CLI tool to interact with oba-server.
• oba-client - An HTTP Client to interact with oba-server
• oba-server - A server, which interacts with bitstamp to subscribe to order books for specified instrument with certain depth.

Both oba-cli and oba-server are binaries, whereas oba-client is a library.

In order, to spin up oba-server, a host and port need to be defined. Following two environment variables are needed

• OBA_HOST
• OBA_PORT

If not specified, by default the host would be 127.0.0.1 and port 3000

Please note these are also needed by oba-client to identify where to connect to the server, same defaults apply there as well.

How to interact with the tool ?

The following are mandatory steps that need to be followed, if you want to interact with the tool.

1. Spin up OBA Server. This can be done in multiple ways

   • cd $HOME/order-book-adapater && cargo run --bin oba-server
   • cd $HOME/order-book-adapter && cargo build && target/debug/oba-server

   This would sping up the OBA Server. It would be listening on OBA_HOST and OBA_PORT if defined. If not defined, by default it will use 127.0.0.1 and 3000.

Available Commands with oba-cli

All of the commands have two options on how they can be invoked.

1. cd $HOME/order-book-adapter && cargo run --bin oba-cli {command} {flags}
2. cd $HOME/order-book-adapter && cargo build && target/debug/oba-cli {command} {flags}

Subscribe

Run the following command with these required flags to subscribe.

target/debug/oba-cli subscribe --instrument btcusd --depth 50

Unsubscribe

Run the following command with these required flag(s) to unsubscribe.

target/debug/oba-cli unsubscribe --instrument btcusd

Get Order Book

Run the following command with these required flag(s) to get order book.

target/debug/oba-cli get-order-book --instrument btcusd

Best Bid

Run the following command with these required flag(s) to best bid.

target/debug/oba-cli best-bid --instrument btcusd

Best Ask

Run the following command with these required flag(s) to best bid.

target/debug/oba-cli best-ask --instrument btcusd

GIF Showing the Workflow