Exchange MidPrice Service

A TypeScript application that calculates global mid-prices from multiple cryptocurrency exchanges (Binance, Huobi, and Kraken) using a clean architecture approach with design patterns.

🚀 Features

• Clean Architecture: Clear separation between domain, application, infrastructure, and presentation layers
• SOLID Principles: Adherence to Single Responsibility, Open/Closed, Liskov Substitution, Interface Segregation, and Dependency Inversion principles
• Dependency Injection: Leveraging InversifyJS for IoC container and dependency management
• Multiple Exchange Integration: Support for Binance (WebSocket), Huobi (REST), and Kraken (REST)
• Resilient WebSocket Handling: Exponential backoff reconnection strategy for WebSocket connections
• Metrics and Monitoring: Performance tracking and exchange reliability metrics
• API Documentation: Comprehensive Swagger documentation
• Graceful Shutdown: Proper resource cleanup and connection handling

📊 Architecture

The application follows a clean architecture approach with four main layers:

• Domain Layer: Core business entities and interfaces
• Application Layer: Business logic and use cases
• Infrastructure Layer: External service implementations and technical concerns
• Presentation Layer: API endpoints and documentation

🖼️ Class Diagram

🗂 Project Structure

src/
├── app.ts                      # Application entry point
├── application/                # Core business logic layer
│   ├── MidPriceService.ts
│   ├── MidPriceServiceFactory.ts
│   └── tests/
├── domain/                     # Core entities and interfaces
│   ├── entities/
│   │   ├── GlobalMidPrice.ts
│   │   └── OrderBook.ts
│   ├── interfaces/
│       ├── IExchangeService.ts
│       └── IMidPriceService.ts
├── infrastructure/             # Service implementations and DI container
│   ├── di/                     # Dependency injection setup
│   │   ├── bindings/
│   │   │   ├── loggerBindings.ts
│   │   │   ├── exchangeServicesBindings.ts
│   │   │   └── midPriceBindings.ts
│   │   ├── symbols.ts
│   │   └── container.ts
│   ├── Logger.ts
│   ├── monitoring/             # Metrics and monitoring
│   └── services/
│       ├── rest/
│       │   ├── KrakenRestService.ts
│       │   ├── HuobiRestService.ts
│       │   └── mappers/
│       ├── websocket/
│       │   ├── BaseWebSocketService.ts
│       │   ├── BinanceWebSocketService.ts
│       │   ├── mappers/
│       │   └── types/
│       └── tests/
└── presentation/               # API routes and Swagger documentation
├── swagger.ts
└── v1/
└── routes.ts

📑 API Endpoints

Endpoint	Method	Description
/v1/global-mid-price	GET	Returns the current global mid-price with exchange data
/v1/stream-global-mid-price	GET	Provides a real-time SSE stream of mid-price updates
/api-docs	GET	Swagger documentation UI

🔄 Exchange Services

The application integrates with multiple cryptocurrency exchanges:

• Binance: Real-time order book data via WebSocket connection
• Huobi: Order book data via REST API
• Kraken: Order book data via REST API

Each exchange service implements the IExchangeService interface, allowing for consistent handling across different data sources.

📊 Metrics and Monitoring

The application includes a comprehensive metrics system that tracks:

• Calculation success and failure rates
• Exchange-specific reliability metrics
• Performance measurements
• WebSocket connection status

These metrics are available in the response of the endpoints for simplicity but they can be added to a monitoring system like Prometheus, Datadog, or CloudWatch.

📚 Getting Started

Prerequisites

• Node.js 14.x or higher
• npm or yarn

Installation

1. Clone the repository:

   git clone [https://github.com/your-username/market-maker.git](https://github.com/your-username/market-maker.git)
   cd market-maker

2. Install dependencies:

   npm install

3. Build the project:

   npm run build

Running the Application

Development Mode

  npm run dev

Running the Application

Production Mode

  npm start

🧪 Testing

Run the test suite

  npm test

Run tests with coverage

  npm run test:coverage

🧹 Linting

  npm run lint

🔧 Future Improvements

• Add support for environment variables to replace hardcoded API URLs
• Implement persistent storage for metrics
• Add more exchange integrations
• Enhance circuit breaker pattern implementation
• Implement integration tests
• Implement strategy pattern for different global price calculations

📜 License

This project is licensed under the MIT License.

Wiki pages you might want to explore:

• DeepWiki (mrrobot-ec/market-maker)