Deribit Order Execution and Management System (C++)

Overview

This project aims to develop a high-performance order execution and management system for trading on Deribit Test (https://test.deribit.com/) using C++. The system will enable fast and reliable trading by handling order placement, modification, cancellation, and real-time market data streaming.

Setup Guide

Initial Setup

1. Create a Deribit Test account: Register for a new account at Deribit Test.
2. Generate API Keys: Generate API keys from the Deribit Test platform for authentication.

Core Features

• Order Management Functions:

  • Place new orders
  • Cancel existing orders
  • Modify orders
  • Fetch the orderbook
  • View current open positions

• Real-time Market Data Streaming:

  • Implement WebSocket server functionality (currently under process)
  • Allow clients to subscribe to symbols
  • Stream continuous updates of the orderbook for subscribed symbols

• Market Coverage:

  • Supported instruments: Spot, Futures, and Options
  • Covers all supported trading pairs and symbols on Deribit

Technical Requirements

• Language: C++ implementation for optimal performance.
• Low-latency: The system is designed to minimize latency for order execution and data retrieval.
• Error Handling & Logging: Proper error management and logging functionality are implemented for debugging and monitoring.
• WebSocket Integration: A WebSocket server is under development to enable real-time data distribution, which will include:
  • Connection management
  • Subscription handling
  • Efficient message broadcasting

Dependencies

• vcpkg: A C++ package manager to manage libraries and dependencies.
• nlohmann/json: A modern C++ library for JSON parsing.
• curl: Used for making HTTP requests for API interaction.

Windows Setup Procedure

1. Install Dependencies via vcpkg

Ensure you have vcpkg installed and integrated into your C++ environment.

• Install vcpkg:
  • Download from vcpkg GitHub.

2. Clone the Repository

Clone the repository to your local machine:

git clone <repository_url>
cd <repository_name>

3. Configure CMake with vcpkg Toolchain

Configure your project to use the vcpkg toolchain so that dependencies are correctly linked:

cmake -DCMAKE_TOOLCHAIN_FILE=<path_to_vcpkg>/scripts/buildsystems/vcpkg.cmake ..

4. Build the Project

After setting up dependencies, build the project:

mkdir build
cd build
cmake -DCMAKE_TOOLCHAIN_FILE=<path_to_vcpkg>/scripts/buildsystems/vcpkg.cmake ..
cmake --build . --config Release

5. Running the Application

Once the build is complete, you can run the executable:

./DeribitOrderSystem