Boblancer Exchange Engine

Zipmex code challenge

Installation

Run with docker

  docker build -t boblancer-zipmex .
  docker run boblancer-zipmex:latest

Library (npm)

• Mocha, Sinon (Testing)
• sorted-btree (B+ tree for internal storage)

Testing and validation

• Input file is https://github.com/boblancer/exchange/blob/main/tests/matching_engine/input.json
• output file is https://github.com/boblancer/exchange/blob/main/tests/matching_engine/output.json

  to debug the application you may add console log to the new test function

taken from tests/matching_engine/order_book.ts:30

describe('OrderBook local integration(input.json output.json)', function() {
	const input: {[key: string]: any} = require('./input.json');
	const output: {[key: string]: any} = require('./output.json');

	it('input 1 from input.json return correct output.json', function() {
		let book = new OrderBook();
		createOrderFromJson(input[0].orders, book)
		const expected: OrderBookResponse = output[0]

		let result = JSON.stringify(book.listOrder())
		console.log(result)
		assert.equal(result, JSON.stringify(expected));
	});
	it('input 2 from input.json return correct output.json', function() {
		let book = new OrderBook();
		createOrderFromJson(input[1].orders, book)
		const expected: OrderBookResponse = output[1]

		let result = JSON.stringify(book.listOrder())
		assert.equal(result, JSON.stringify(expected));
	});

	it('input 3 from input.json return correct output.json', function() {
		let book = new OrderBook();
		createOrderFromJson(input[2].orders, book)
		const expected: OrderBookResponse = output[2]

		let result = JSON.stringify(book.listOrder())
		assert.equal(result, JSON.stringify(expected));
	});

	it('input 4 from input.json return correct output.json', function() {
		let book = new OrderBook();
		createOrderFromJson(input[3].orders, book)
		const expected: OrderBookResponse = output[3]

		let result = JSON.stringify(book.listOrder())
		assert.equal(result, JSON.stringify(expected));
	});
	});
});

Internal Reference

Flowchart

Operation runtime complexity currently in use

Operation	Cost	Used In
Insert	O(log n)	_createNewOrder()
Delete(Root)	O(t log n)	_fillOrder()
Find(Root)	O(1)	_fillOrder() & _processOrder()

Internal data storage

References

• Internal data-structure design
• Internal API
• Design Trade-off