Dependencies

Install:

Ubuntu / Debian

sudo apt install g++ curl libcurl4-openssl-dev libjson-c-dev

FEDORA /RHEL

sudo dnf install gcc-c++ libcurl-devel json-c-devel

macos

brew install curl json-c

compile using

g++ https://raw.githubusercontent.com/naman1902/OrderBookAggregator/main/.vscode/Order_Book_Aggregator_v3.8.zip -o orderbookaggregator -std=c++20 -lcurl -ljson-c -lpthread

to run

./orderbookaggregator

objective:

Get best exchange to buy/sell certain quantity of BTCUSD

core components

• Multi-exchange Level-2 order book fetching
• Rate-limited HTTP request handler
• Unified JSON parser (Coinbase / Gemini / Kraken)
• Thread-safe order book storage
• Cross-exchange best buy and best sell algorithms
• Automatic price-sorted bid/ask book
• Execution plan output (exchange, price, quantity

tests

includes test file at each checkpoint of though process

future scope

• centralized logging to find bugs
• pick rate limit, exchanges,product, number levels needed, url from config