Install

git clone https://github.com/texodus/exchange_simulator.git

Run

To start the server (this will create random market called 'test.csv' in your working director if one does not already exist):

python server.py

To start the example client:

python client.py

To reset the sample data:

rm test.csv

API Examples

See also client.py

Query:

$ curl 'http://localhost:8080/query?id=1'
{"id": "1", "top_ask": {"price": 129.18, "size": 70}, "timestamp": "2016-08-06 12:32:11.821574", "top_bid": {"price": 128.79, "size": 61}}

Filled order:

$ curl 'http://localhost:8080/order?id=2&side=sell&qty=100&price=125.0'
{"id": "2", timestamp": "2016-08-06 12:32:20.860511", "qty": 100.0, "side": "sell", "avg_price": 129.5}

Unfilled order:

$ curl 'http://localhost:8080/order?id=3&side=sell&qty=100&price=135.0'
{"id": "3", timestamp": "2016-08-06 12:32:24.990886", "qty": 0, "side": "sell", "avg_price": 0}