`trading_client`

Code

about

a high-performance order execution and management system for trading on the Deribit Testnet using C++. This project enables users to place, modify, and cancel orders, as well as subscribe to real-time market data through WebSocket.

core features

order management:

    • Place orders
    • Modify orders
    • Cancel orders
    • View current positions
    • Access orderbook data

real-time market data:

    • Streaming of market data via WebSocket
    • Subscription to specific channels
    • Orderbook updates for subscribed symbols

instruments supported:

    • Spot, Futures, and Options trading instruments

technical requirements

  • C++ Implementation
  • Focus on low-latency performance
  • Proper error handling and logging
  • WebSocket Server for real-time market data distribution

environment variables

required variables

- CLIENT_ID: Your Deribit API Client-id
- CLIENT_SECRET: Your Deribit API Client-secret

optional custom configuration variables

- SITE_URL: Custom URL for Deribit Test API (default: https://test.deribit.com)
- ENDPOINT_AUTH: Custom endpoint for authentication (default: /public/auth)
- ENDPOINT_BUY: Custom endpoint for placing buy orders (default: /private/buy)
- ENDPOINT_SELL: Custom endpoint for placing sell orders (default: /private/sell)
- ENDPOINT_EDIT: Custom endpoint for editing orders (default: /private/edit)
- ENDPOINT_CANCEL: Custom endpoint for canceling orders (default: /private/cancel)
- ENDPOINT_POSITION: Custom endpoint for retrieving positions (default: /private/get_positions)
- ENDPOINT_BOOK: Custom endpoint for accessing orderbook data (default: /public/get_order_book)

setting environment variables

On Linux/macOS you can set these environment variables temporarily or permanently.

temporarily (for the current session):

   export CLIENT_ID="your_client_id"
   export CLIENT_SECRET="your_client_secret"

permanently (add to .bashrc or .zshrc file):

   echo 'export DEFAULT_CLIENT_ID="your_client_id"' >> ~/.bashrc
   echo 'export DEFAULT_CLIENT_SECRET="your_client_secret"' >> ~/.bashrc
   source ~/.bashrc

installation

Linux:

sudo apt update
sudo apt install g++ libcurl4-openssl-dev libboost-all-dev libssl-dev pkg-config

macOS:

brew install gcc curl boost openssl pkg-config

building the project

make

to clean up build files:

make clean

to perform a full clean:

make fclean

to rebuild from scratch:

make re

usage

./trade

once authenticated you can interact with using the following commands:

code .Command                     | parameters
-----------------------------------------------------------------------
   1 .Place an Order              | action,instrument,type,amount,price
   2 .Cancel an Order             | order_id
   3 .Modify an Order             | order_id,new_amount,new_price
   4 .Request Orderbook           | instrument
   5 .Request your Positions      | currency,kind
   6 .Subscribe/remove channels   | action,channel
   7 .Start streaming market data | output_file_name
   8 .Stops streaming market data | -
   9 .Show this Menu              | -
   0 .Exit program                | -

ticker.BTC-PERPETUAL.100ms
ticker.ETH-PERPETUAL.100ms

trading_client