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Merge pull request #29 from mkipnis/misc_0925
updated readme
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README.md

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@@ -12,7 +12,86 @@ DistributedATS is a [**FIX Protocol-based**](https://www.fixtrading.org) alterna
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* [**Data Service**](https://github.com/mkipnis/DistributedATS/tree/master/DataService/src) authenticates users, provides reference data, services mass order status requests, and market data snapshots. Data Service services all non-critical to order flow DDS messages including *Logon*, *Logout*, *MassOrderStatusRequest*, *MarketDataSnapshot*. Data Service can service one or more FIX Gateways and Matching Engines.
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![N|Solid](https://raw.githubusercontent.com/mkipnis/DistributedATS/master/docs/Diagrams/CryptoCLOB.png?raw=true)
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[See: CryptoCLOB](https://github.com/mkipnis/DistributedATS/tree/master/MiscATS/CryptoCLOB)
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## Examples
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### Crypto CLOB/ATS – three matching engines, each handling a subset of instruments.
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* Users: CRYPTO_TRADER_1, CRYPTO_TRADER_2, CRYPTO_TRADER_3, CRYPTO_TRADER_4 : Password: TEST
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* http://localhost:8080/
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```
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services:
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fast_dds_discovery:
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container_name: fast_dds_discovery
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image: ghcr.io/mkipnis/distributed_ats:latest
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command: >
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bash -c "LD_LIBRARY_PATH=/usr/local/lib /usr/local/bin/fastdds discovery -q 51000"
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ports:
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- "51000:51000"
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distributed_ats:
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container_name: distributed_ats
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image: ghcr.io/mkipnis/dats_crypto_clob:latest
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depends_on:
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- fast_dds_discovery
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command: >
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bash -c "cd /usr/local && source ./dats_env.sh && cd MiscATS && BASEDIR_ATS=`pwd`/CryptoCLOB python3 start_ats.py --ats CryptoCLOB/crypto_ats.json"
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volumes:
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- ./logs_ats:/usr/local/MiscATS/CryptoCLOB/logs
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ports: # FIX Gateways
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- "15001:15001"
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- "16001:16001"
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- "17001:17001"
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distributed_ats_webtrader:
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container_name: distributed_ats_webtrader
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image: ghcr.io/mkipnis/distributed_ats_webtrader:latest
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depends_on:
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- distributed_ats
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volumes:
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- ./webtrader_logs:/usr/local/tomcat/logs
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ports:
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- "8080:8080"
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```
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### US Treasuries CLOB/ATS – one matching engine that handles hundreds of instruments.
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* Users: UST_TRADER_1, UST_TRADER_2, UST_TRADER_3, UST_TRADER_4 : Password: TEST
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* http://localhost:8080/
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```
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services:
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fast_dds_discovery:
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container_name: discovery_service
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image: ghcr.io/mkipnis/distributed_ats:latest
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command: >
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bash -c "LD_LIBRARY_PATH=/usr/local/lib /usr/local/bin/fastdds discovery -q 51000"
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ports:
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- "51000:51000"
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distributed_ats:
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container_name: distributed_ats
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image: ghcr.io/mkipnis/dats_ust_clob:latest
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depends_on:
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- fast_dds_discovery
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command: >
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bash -c "cd /usr/local && source ./dats_env.sh && cd MiscATS && BASEDIR_ATS=`pwd`/USTreasuryCLOB python3 start_ats.py --ats USTreasuryCLOB/ust_ats.json"
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volumes:
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- ./logs_ats:/usr/local/MiscATS/USTreasuryCLOB/logs
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ports: # FIX Gateways
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- "15001:15001"
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- "16001:16001"
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# WebTrader Front-End
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distributed_ats_webtrader:
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container_name: distributed_ats_webtrader
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image: ghcr.io/mkipnis/distributed_ats_webtrader:latest
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depends_on:
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- distributed_ats
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volumes:
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- ./webtrader_logs:/usr/local/tomcat/logs
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ports:
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- "8080:8080"
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```
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### Dependencies
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### Autogeneration of IDL from QuickFIX XML
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[GenTools](https://github.com/mkipnis/DistributedATS/tree/master/GenTools) is a utility that generates DDS IDL, FIX to IDL, and IDL to FIX adapters and IDL logger helper classes from QuickFIX's XML data dictionary.
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### Building Distributed ATS and its dependencies
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To download and build all necessary dependencies, use the provided script:
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[download_deps_and_build_all.sh](https://github.com/mkipnis/DistributedATS/blob/master/download_deps_and_build_all.sh)
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To build the base Docker image:
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[Docker.Build_Distributed_ATS](https://github.com/mkipnis/DistributedATS/blob/master/docker/Docker.Build_Distributed_ATS)
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## Basic ATS Examples
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### Crypto Central Limit Order Book
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- Docker Image: [Docker.Crypto_CLOB](https://github.com/mkipnis/DistributedATS/blob/master/docker/Docker.Crypto_CLOB)
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- Docker Compose: [docker-compose-crypto.yml](https://github.com/mkipnis/DistributedATS/blob/master/docker/docker-compose-crypto.yml)
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```
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sudo docker-compose -f docker-compose-crypto.yml up -d
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```
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Upon starting the dockerized instance, open in the browser:
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* http://localhost:8080
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#####
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Users:
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- CRYPTO_TRADER_1
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- CRYPTO_TRADER_2
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- CRYPTO_TRADER_3
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- CRYPTO_TRADER_4
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Password:
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- TEST
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#####
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### US Treasuries Central Limit Order Book
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- Docker Image: [Docker.UST_CLOB](https://github.com/mkipnis/DistributedATS/blob/master/docker/Docker.UST_CLOB)
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- Docker Compose: [docker-compose-ust.yml](https://github.com/mkipnis/DistributedATS/blob/master/docker/docker-compose-ust.yml)
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```
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sudo docker-compose -f docker-compose-ust.yml up -d
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```
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Upon starting the dockerized instance, open in the browser:
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* http://localhost:8080
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#####
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Users:
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- UST_TRADER_1
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- UST_TRADER_2
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- UST_TRADER_3
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- UST_TRADER_4
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Password:
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- TEST
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######

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