Order Execution and Management System for Deribit

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Objective

Create a high-performance order execution and management system to trade on Deribit Test ( https://test.deribit.com/ ) using C++.

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Screenshots

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Video Demo

https://drive.google.com/file/d/1VEZIMYgDX3RalEK3iySwAn7Rg99RjZQU/view?usp=sharing

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Features

• Place, modify, and cancel orders seamlessly.
• Retrieve real-time order book and positions.
• View open orders and trade history.
• Authenticate and connect to Deribit’s WebSocket server.
• Monitor CPU and memory usage.

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Tech Stack

• Programming Language: C++
• Build System: CMake

Libraries Used

Core Libraries

• simdjson: For efficient JSON parsing.
• libcurl: For REST API interactions.

Additional Libraries

• C++ Standard Libraries: Used for threading, file I/O, and data structures.

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Usage

1. Clone this repository:

   git clone <repository-url>
   cd <repository-directory>

2. Build the application:

   mkdir build
   cd build/
   cmake ..
   make

3. Run the application:

   ./deribit_order_management

4. For the server:

   cd server/
   g++ websocket_server.cpp utils.cpp threadpool.cpp -lcurl
   ./a.out

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Code Structure

The app follows a modular code structure for maintainability and scalability:

Directory Structure

.
├── include/           # Header files
├── src/               # Source files
├── server/            # WebSocket server code
├── build/             # Build directory
├── CMakeLists.txt     # Build configuration
└── README.md          # Documentation

Design Choices

• Modular Components: Separate files for order management, WebSocket client, and utility functions.
• Real-time Data: Simple and responsive UI.
• Error Handling: Robust exception handling for JSON parsing and network communication.

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Challenges and Solutions

Few Bugs Fixed

• JSON Parsing Errors: Resolved issues with handling malformed responses using simdjson.
• WebSocket Threading: Addressed threading conflicts during real-time data updates.

Other Limitations

• Limited testing on non-Linux platforms.
• Requires manual server setup for WebSocket functionality.
• Requires good internet speed

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Made with ❤️ for intern assignmnet of GoQuant