Trading-ROPES (Rapid Order Processing and Execution Solution)

A high-performance order execution and management system built in C++ for Deribit Test platform. This system focuses on providing rapid order processing capabilities with real-time market data integration.

Project Overview

Trading-ROPES is designed to be a comprehensive trading system that handles:

• Order execution and management
• Real-time market data streaming
• Position management
• High-performance WebSocket server for client connections

Current Status (As of July 24, 2024)

✅ Day 1 Completed (July 24) 📅:

• Development environment setup
• API connectivity established
• Basic authentication implementation
• Required libraries configured

🚧 In Progress:

• Core order management functions
• WebSocket integration
• Position management features

Prerequisites

Required Libraries

• libcurl (HTTP requests)
• Boost.Beast (WebSocket client/server)
• spdlog (Logging)

Development Tools

• CMake
• G++
• IDE (CLion/VSCode recommended)

Setup Instructions

1. Clone the repository:

git clone https://github.com/yourusername/Trading-ROPES.git
cd Trading-ROPES

2. Install dependencies (Ubuntu/Debian):

sudo apt-get update
sudo apt-get install libcurl4-openssl-dev libboost-all-dev

3. Build the project:

mkdir build
cd build
cmake ..
make

4. Configure API credentials:

• Create a config.json file in the project root
• Add your Deribit Test API credentials:

{
    "api_key": "your_api_key",
    "api_secret": "your_api_secret"
}

Project Timeline

Phase	Status	Description	Target Completion
Day 1	✅	Environment Setup & API Connectivity	📅 December 24, 2024
Day 2	🚧	Core Order Management Functions	📅 December 25, 2024
Day 3	🚧	WebSocket Market Data Integration	📅 December 26, 2024
Day 4	📅	WebSocket Server Implementation	📅 December 27, 2024
Day 5	📅	Position Management Integration	📅 December 28, 2024
Day 6	📅	Performance Optimization	📅 December 29, 2024
Day 7	📅	Testing & Documentation	📅 December 30, 2024

Features (Planned)

• Order Management 📅 December 25

  • Place/Modify/Cancel orders
  • Real-time orderbook data
  • Comprehensive error handling

• Market Data Streaming 📅 December 26

  • WebSocket integration
  • Real-time market updates
  • Efficient message parsing

• Client Connectivity 📅 December 27

  • Multi-threaded WebSocket server
  • Subscription management
  • Real-time data broadcasting

• Position Management December 28-29

  • Real-time position tracking
  • Position updates via WebSocket
  • Integrated risk management

Contributing

This is currently a personal project in development. Once the initial implementation is complete, contribution guidelines will be provided.

License

MIT License

Contact

For any queries regarding this project, please open an issue in the repository.

---

⚠️ Disclaimer: This project is for educational and testing purposes only. Use at your own risk when connecting to live trading environments.