Market Engine

Sandboxed cross-exchange trading stack: simulated exchanges plus a NestJS engine that listens for market data, detects arbitrage, and (currently) simulates execution.

Architecture

• Exchange Simulator: Fake exchange exposing REST depth snapshots and WS depth updates.
• Trading Engine: NestJS service with three pieces:
  • Feed: Maintains WS connections, snapshots, and emits orderbook updates.
  • Arbitrage: Finds best bid/ask across exchanges, de-dupes via Redis, emits opportunities.
  • Execution: Logs/handles opportunities (placeholder for real orders).

Folder Structure

• exchange-simulator/ — Simulated exchange; see readme.
• trading-engine/ — Engine + arbitrage logic; see readme.

How to Run (quick start)

From the project root (market-engine), using the Makefile:

1. Install dependencies:

make deps

2. Build simulator images (first time or after simulator changes):

make simulators-build

3. Start simulators, Redis, and trading engine:

make up

4. Stop everything:

make down

See the package READMEs in each folder for deeper details and configuration.