Day-Trader

This is an implementation of a scalable day trading application for UVic's Scalable Systems offering (SENG 468).

Running

docker compose up will get the server running. It expects your computer has 16GB of ram and allocates memory between containers accordingly. The frontend will be available at http://localhost:80

CLI

There are downloadable binaries for the CLI on the releases pages. cli --help will display available commands.

GUI

NextJS React Application

Architecture

graph TD
    WebBrowser[Web Browser]
    NextServer[Next Server]
    CLI[CLI + Load Tester]
    TransactionServer[Transaction Server]
    DB[Postgres Database]
    QSA[Quote Server Adaptor]
    UQS[Uvic Quote Server]
    WebBrowser -->|requests| NextServer
    NextServer -->|html + js + css| WebBrowser
    NextServer <-->|gRPC calls| DistributionServer
    CLI <--> |gRPC calls| DistributionServer
    DistributionServer <--> |gRPC calls| TransactionServer
    TransactionServer --> |gRPC calls| QSA
    DB --> |user data| TransactionServer
    TransactionServer --> |updates and queries| DB
    QSA <-->|TCP socket| UQS

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Database Schema

erDiagram
    trader {
        double balance
        user_id text
    }
    stock {
        text owner_id 
        text stock_symbol 
        double amount
    }
    trader ||--|{ stock : owns
    sell_trigger {
        text owner_id
        text stock_symbol
        amount_stock double
        trigger_price double
    }
    trader ||--|{ sell_trigger : has
    buy_trigger {
        text owner_id
        text stock_symbol
        amount_dollars double
        trigger_price double
    }
    trader ||--|{ buy_trigger : has
    queued_sell {
        text owner_id
        text stock_symbol
        double amount_dollars
        double quoted_price
        timestamp time_created
    }
    trader ||--|| queued_sell : has
    queued_buy {
        text owner_id
        text stock_symbol
        double amount_dollars
        double quoted_price
        timestamp time_created
    }
    trader ||--|| queued_buy : has
    log_entry {
        timestamp timestamp
        text server
        int transaction_num
        text username
        jsonb log 
    }

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Performance

With an AMD Ryzen 9 3900X with 32GB of ram running docker compose -f v2.docker-compose.yml up and then running the CLI on the largest load test file one can get thier hands on it pushes past 20 000 requests per second without fully loading the CPU!

A Sample of Requests as Shown by Jaeger

A Set of Spans for a Single Request

Output of docker container stats mid loadtest

Output of htop mid loadtest

Sample Logs

  <UserCommandType>
    <timestamp>1680507440</timestamp>
    <server>legacy</server>
    <transaction_num>1195350</transaction_num>
    <command>SET_SELL_AMOUNT</command>
    <username>CYIrN6qO2N</username>
    <stock_symbol>IDI</stock_symbol>
    <funds>496.6</funds>
  </UserCommandType>
  <ErrorEventType>
    <timestamp>1680507440</timestamp>
    <server>legacy</server>
    <transaction_num>0</transaction_num>
    <command>SET_BUY_TRIGGER</command>
    <username>1wyTlMDn10</username>
    <stock_symbol>TRL</stock_symbol>
    <funds>176.29</funds>
    <error_message>No buy trigger set</error_message>
  </ErrorEventType>
  <UserCommandType>
    <timestamp>1680507440</timestamp>
    <server>legacy</server>
    <transaction_num>1172087</transaction_num>
    <command>SET_BUY_AMOUNT</command>
    <username>lC16pAjgWv</username>
    <stock_symbol>WOA</stock_symbol>
    <funds>273.14</funds>
  </UserCommandType>