hughesjs / orderbook

High-performance trading order-book

Hi, I'm James

I'm a technical lead, a postgraduate researcher, a massive nerd, and an ardent defender of the Oxford comma.

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orderbook's Issues

General tidy-up

Consider whether Orderbook needs an internal dictionary

Setup BackEnd Solution

Create new solution with:

• OrderBookService - Core Project
• OrderBookServiceTests - XUnit Test Project

Ensure that:

• It's dockerised
• It uses the latest .NET 7 RC

Implement Exception Handling Interceptor

Add Repository Tests

Add Integration test for repo

Create Order Book Service implementations

Remember that adds, modifies and deletes should be idempotent

Refactor remaining tests to use TDGs rather than loops

Enable Dependabot

Enable dependabot for all nuget packages, not just security updates

Add fake deployment

Stand up the deployment compose in a pipeline and hit it with some tests

Create OrderBook Repositiories

Refactor workflow to use anchors

Optimise Repo Performance

Does a singleton with cached collections perform better?
Cache orderbooks on read and invalidate on write? Redis?

Add Caching to OrderBook reads

Don't do this until after #21 and make sure to measure the impact

Do write-up in README

Create OrderBook data structures

Replace ResponseStatus with google proto Status

Implement Data Validation Interceptor

Use In-Memory Mongo for Api Tests

We don't want to be relying on an extant mongo server really...

Add performance tests

Test with:

• Caching on and off
• Validation on and off

Also benchmark the price calculation algorithm itself without the API cruft

Refactor MemberDatas into classes

Create OrderBook gRPC Service Definition and Models

Should contain the following methods:

• Add Order
• Remove Order
• Modify Order
• Get Price

Will need relevant models too.

Add deployment Docker Compose

Current docker compose is for development and exposes all the ports, add a deployment configuration

Implement Idempotency Interceptor

Setup CI/CD

Setup standard dotnet test workflow for CI.

CD might have to wait until I've decided where/if I'm going to deploy this

Generate orderId on the server side and return it

It's a bit weird that this has to be provided tbh...