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- Relocate blockchain-event-bridge README content to docs/apps/blockchain/blockchain-event-bridge.md - Relocate blockchain-explorer README content to docs/apps/blockchain/blockchain-explorer.md - Replace app READMEs with redirect notices pointing to new documentation location - Consolidate documentation in central docs/ directory for better organization
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docs/apps/exchange/trading-engine.md
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docs/apps/exchange/trading-engine.md
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# Trading Engine
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## Status
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✅ Operational
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## Overview
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High-performance trading engine for order matching, execution, and trade settlement with support for multiple order types and trading strategies.
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## Architecture
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### Core Components
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- **Order Matching Engine**: Real-time order matching algorithm
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- **Trade Executor**: Executes matched trades
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- **Risk Manager**: Risk assessment and position management
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- **Settlement Engine**: Trade settlement and clearing
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- **Order Book Manager**: Manages order book state
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- **Price Engine**: Calculates fair market prices
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## Quick Start (End Users)
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### Prerequisites
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- Python 3.13+
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- PostgreSQL database
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- Redis for caching
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- Access to exchange APIs
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### Installation
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```bash
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cd /opt/aitbc/apps/trading-engine
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.venv/bin/pip install -r requirements.txt
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```
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### Configuration
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Set environment variables in `.env`:
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```bash
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DATABASE_URL=postgresql://user:pass@localhost/trading
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REDIS_URL=redis://localhost:6379
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EXCHANGE_API_KEY=your-api-key
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RISK_LIMITS_ENABLED=true
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```
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### Running the Service
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```bash
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.venv/bin/python main.py
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```
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## Developer Guide
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### Development Setup
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1. Clone the repository
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2. Create virtual environment: `python -m venv .venv`
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3. Install dependencies: `pip install -r requirements.txt`
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4. Set up database
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5. Configure environment variables
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6. Run tests: `pytest tests/`
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### Project Structure
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```
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trading-engine/
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├── src/
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│ ├── matching_engine/ # Order matching logic
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│ ├── trade_executor/ # Trade execution
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│ ├── risk_manager/ # Risk management
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│ ├── settlement_engine/ # Trade settlement
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│ ├── order_book/ # Order book management
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│ └── price_engine/ # Price calculation
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├── tests/ # Test suite
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└── pyproject.toml # Project configuration
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```
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### Testing
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```bash
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# Run all tests
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pytest tests/
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# Run matching engine tests
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pytest tests/test_matching.py
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# Run risk manager tests
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pytest tests/test_risk.py
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```
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## API Reference
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### Order Management
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#### Submit Order
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```http
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POST /api/v1/trading/orders
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Content-Type: application/json
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{
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"user_id": "string",
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"symbol": "BTC_AIT",
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"side": "buy|sell",
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"type": "limit|market|stop",
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"quantity": 100,
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"price": 1.0,
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"stop_price": 1.1
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}
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```
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#### Cancel Order
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```http
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DELETE /api/v1/trading/orders/{order_id}
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```
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#### Get Order Status
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```http
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GET /api/v1/trading/orders/{order_id}
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```
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### Trade Execution
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#### Get Trade History
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```http
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GET /api/v1/trading/trades?symbol=BTC_AIT&limit=100
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```
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#### Get User Trades
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```http
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GET /api/v1/trading/users/{user_id}/trades
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```
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### Risk Management
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#### Check Risk Limits
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```http
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POST /api/v1/trading/risk/check
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Content-Type: application/json
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{
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"user_id": "string",
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"order": {}
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}
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```
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#### Get User Risk Profile
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```http
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GET /api/v1/trading/users/{user_id}/risk-profile
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```
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### Settlement
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#### Get Settlement Status
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```http
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GET /api/v1/trading/settlement/{trade_id}
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```
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#### Trigger Settlement
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```http
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POST /api/v1/trading/settlement/trigger
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Content-Type: application/json
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{
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"trade_ids": ["trade1", "trade2"]
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}
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```
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## Configuration
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### Environment Variables
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- `DATABASE_URL`: PostgreSQL connection string
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- `REDIS_URL`: Redis connection string
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- `EXCHANGE_API_KEY`: Exchange API key
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- `RISK_LIMITS_ENABLED`: Enable risk management
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- `MAX_POSITION_SIZE`: Maximum position size
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- `MARGIN_REQUIREMENT`: Margin requirement percentage
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- `LIQUIDATION_THRESHOLD`: Liquidation threshold
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### Order Types
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- **Limit Order**: Execute at specified price or better
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- **Market Order**: Execute immediately at market price
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- **Stop Order**: Trigger when price reaches stop price
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- **Stop-Limit**: Limit order triggered by stop price
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### Risk Parameters
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- **Position Limits**: Maximum position sizes
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- **Margin Requirements**: Required margin for leverage
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- **Liquidation Threshold**: Price at which positions are liquidated
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## Troubleshooting
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**Order not matched**: Check order book depth and price settings.
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**Trade execution failed**: Verify exchange connectivity and balance.
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**Risk check failed**: Review user risk profile and position limits.
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**Settlement delayed**: Check blockchain network status and gas fees.
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## Security Notes
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- Implement order validation
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- Use rate limiting for order submission
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- Monitor for wash trading
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- Validate user authentication
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- Implement position limits
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- Regularly audit trade history
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