A high-performance Node.js backend system designed for real-time cryptocurrency trading. Built with scalability and reliability in mind, supporting thousands of concurrent connections and microsecond-level order processing.
Key Features
- Real-time Data Processing: WebSocket connections for live market data
- Order Management System: Advanced order matching and execution
- Risk Management: Real-time risk assessment and position monitoring
- Multi-Exchange Support: Connect to multiple cryptocurrency exchanges
- High Availability: Fault-tolerant architecture with automated failover
Technical Stack
- Node.js & TypeScript
- Redis for caching and pub/sub
- PostgreSQL for persistent data
- WebSocket for real-time communication
- Docker & Kubernetes for deployment
- Prometheus & Grafana for monitoring
Impact
- 99.99% uptime achieved in production
- Sub-millisecond order processing latency
- Handles 10,000+ concurrent WebSocket connections
- Processed over $1M in trading volume daily
Architecture
┌─────────────────┐ ┌─────────────────┐ ┌─────────────────┐
│ Client Apps │ │ Load Balancer │ │ API Gateway │
└─────────────────┘ └─────────────────┘ └─────────────────┘
│ │ │
└───────────────────────┼───────────────────────┘
│
┌─────────────────────────────────────────────────────────┐
│ Trading Engine │
│ ┌─────────────┐ ┌─────────────┐ ┌─────────────┐ │
│ │ Order Book │ │Risk Manager │ │ Position │ │
│ │ Engine │ │ │ │ Manager │ │
│ └─────────────┘ └─────────────┘ └─────────────┘ │
└─────────────────────────────────────────────────────────┘
│
┌─────────────────────────────────────────────────────────┐
│ Data Layer │
│ ┌─────────────┐ ┌─────────────┐ ┌─────────────┐ │
│ │ PostgreSQL │ │ Redis │ │ Time Series│ │
│ │ │ │ Cache │ │ Database │ │
│ └─────────────┘ └─────────────┘ └─────────────┘ │
└─────────────────────────────────────────────────────────┘
Code Example
import { TradingEngine } from "./engine/TradingEngine";
import { OrderBook } from "./orderbook/OrderBook";
import { WebSocketServer } from "./websocket/WebSocketServer";
const engine = new TradingEngine({
redis: { host: "localhost", port: 6379 },
database: { host: "localhost", port: 5432 },
exchanges: ["binance", "coinbase", "kraken"],
});
const orderBook = new OrderBook("BTC/USD");
const wsServer = new WebSocketServer({ port: 8080 });
// Real-time order processing
wsServer.on("order", async (order) => {
const result = await engine.processOrder(order);
wsServer.broadcast("orderUpdate", result);
});
// Start the trading engine
await engine.start();
Performance Metrics
- Latency: < 1ms order processing
- Throughput: 100,000+ orders per second
- Concurrency: 10,000+ WebSocket connections
- Uptime: 99.99% availability
- Memory Usage: < 512MB under normal load
Getting Started
- Clone the repository:
git clone https://github.com/utkarshjosh/trading-backend.git
cd trading-backend
- Install dependencies:
npm install
- Configure environment:
cp .env.example .env
# Edit .env with your configuration
- Start the development server:
npm run dev
Documentation
For detailed API documentation and deployment guides, visit our GitHub repository.
License
MIT License - See LICENSE for details.