Trading System

High-performance, thread-safe C++ trading system with real-time WebSocket API, custom memory pool allocator, and order book matching engine.

• Order Book: Fast, time-priority matching for buy/sell orders
• Custom Pool Allocator: O(1) memory management for orders
• Thread Safety: Fine-grained locking with C++17 std::shared_mutex
• WebSocket API: Real-time trading, order management, and market data
• Trade History: Persistent log of all executed trades
• Configurable: Easy to extend for new order types or matching logic

• C++17 compiler (g++, clang++)
• uWebSockets (v20+)
• nlohmann/json
• zlib (for compression)

1. Clone the repository:

   git clone <your-repo-url>

2. Install dependencies:

• Option 1: Build from source cd uWebSockets make

   Then move the folder to `libs/uWebSockets` in your project.
  
  

• Option 2: Homebrew (macOS)

   brew install uwebsockets

  Add /opt/homebrew/include to your include path.

• Option 1: Homebrew (macOS) Example build command:

g++ -std=c++17 \                                    
    -Ilibs/uWebSockets/src \
    -Ilibs/uWebSockets/uSockets/src \
    -I/opt/homebrew/include \
    websocket.cpp order-book.cpp libs/uWebSockets/uSockets/*.o -o trading_server -lz

• Linux: Install with your package manager, e.g.:

   sudo apt-get install zlib1g-dev

Note: Do not commit third-party libraries (libs/uWebSockets, libs/nlohmann) to your repository. Add them to .gitignore and document installation steps here.

3. Build the server:

   make

To clean build artifacts:

make clean

Start the trading server:

./trading_server

Connect via WebSocket (port 9001) and use JSON messages to:

• Authenticate
• Submit, modify, or cancel orders
• Query order status, order book, and trade history

The frontend/ app connects to the WebSocket server and renders:

• Realized/Unrealized PnL per connected client
• Order book snapshot
• Recent trades

Run the frontend:

cd frontend
npm install
npm run dev

Environment variables (optional):

• VITE_WS_URL (default ws://localhost:9001)
• VITE_AUTH_TOKEN (default your_secret_token)
• VITE_ALGO_NAME (optional name displayed in PnL charts)

Notes:

• The server may send JSON as binary WebSocket frames; the frontend handles Blob/ArrayBuffer parsing.
• If you supply VITE_ALGO_NAME, it will be sent during auth and echoed in PnL responses.

Authentication:

{"type": "auth", "token": "your_secret_token"}

Submit Order:

{"type": "submit", "price": 100.5, "qty": 10, "is_buy": true}

Cancel Order:

{"type": "cancel", "id": 123}

Get Order Book Snapshot:

{"type": "getOrderBookSnapshot"}

• order-book.cpp — Order book and matching engine
• pool_allocator.h — Custom memory pool allocator
• websocket.cpp — WebSocket server and API
• libs/uWebSockets/ — uWebSockets source and build
• .vscode/ — VS Code configuration
• Makefile — Build configuration

Pull requests are welcome! Please open issues for bugs or feature requests.

MIT License. See LICENSE for details.

• uWebSockets
• nlohmann/json