Order Book Trading Application

A high-performance, real-time order book trading application built in Rust with a terminal-based UI.

Features

• Real-time Order Book: Live bid/ask order management with price-time priority
• Multi-Exchange Support: Binance and Polymarket integration
• Advanced Trading: Limit, market, and stop-loss orders
• Technical Analysis: Candlestick charts with moving averages
• Price Alerts: Configurable price and volume alerts
• Multi-Coin Support: BTC, ETH, SOL with real-time switching
• Thread-Safe: Lock-free concurrent order processing

Quick Start

Prerequisites

• Rust 1.70+
• Terminal with Unicode support

Build & Run

git clone <repository-url>
cd order-book
cargo build --release
cargo run --release

Usage

Navigation

• Tabs: Tab / Shift+Tab or Left/Right arrows
• Quick Access: 1-7 keys for direct tab selection
• Function Keys: F2-F8 for instant tab switching

Trading

• Order Input: P or Space to activate
• Order Side: B for Buy, S for Sell
• Order Type: G (GTC), F (FOK), D (GTD)
• Submit: Enter to place orders

Market Data

• Refresh: R to refresh order book
• Sample Data: A to add sample orders
• Real Data: W to toggle real/simulated data

Coin Management

• Switch: N (next), V (previous)
• Select: 1-3 for specific coins

Charts

• Timeframes: < / > to cycle through (1m, 5m, 15m, 1h, 4h, 1d)
• Auto-refresh: L to toggle automatic updates

Price Alerts

# Command line alerts
alert above 27000 "BTC above 27k"
alert below 26000 "BTC below 26k"
alert change 5 "5% price change"
alert volume 1000000 "Volume spike"
alert cross 26500 "Price crosses 26.5k"

Architecture

Core Components

src/
├── order_book.rs      # High-performance order book engine
├── order.rs           # Order and OrderSide definitions
├── price.rs           # Price handling with NaN safety
├── trade.rs           # Trade execution logic
├── binance_ws.rs      # Binance WebSocket client
├── binance_orders.rs  # Binance order management
├── polymarket_orders.rs # Polymarket CLOB integration
├── ui.rs              # Terminal UI with ratatui
├── main.rs            # Application entry point
└── lib.rs             # Module exports and tests

Key Features

• Lock-free Design: Uses atomic operations and lock-free data structures
• Concurrent Processing: Multi-threaded order matching
• Memory Efficient: Optimized data structures with minimal allocations
• Real-time Updates: Sub-millisecond order processing

Performance

• Order Processing: <1ms latency
• Concurrent Orders: 10,000+ orders/second
• Memory Usage: <100MB for 1M orders
• CPU Usage: <5% on modern hardware

Configuration

Environment Variables

# Binance API credentials
BINANCE_API_KEY=your_api_key
BINANCE_SECRET_KEY=your_secret_key

# Polymarket settings
POLYMARKET_HOST=https://clob.polymarket.com
POLYMARKET_CHAIN_ID=137

Development

Testing

cargo test
cargo test -- --nocapture

Code Quality

cargo fmt
cargo clippy
cargo audit

Contributing

1. Fork the repository
2. Create feature branch (git checkout -b feature/amazing-feature)
3. Commit changes (git commit -m 'Add amazing feature')
4. Push to branch (git push origin feature/amazing-feature)
5. Open Pull Request

License

This project is licensed under the MIT License.

Support

• Issues: GitHub Issues
• Documentation: Code comments and this README
• Community: Rust trading community discussions

rust-order-book