Stock Trading

Application that connects to the Bitso cryptocurrency exchange, maintains state between the application and Bitso, and simulates trade execution following a simple trading strategy.

Usage

• To start app: java -jar app.jar
• To build project: ./gradlew build
• To run Online Integration Tests: ./gradlew onlineITest
• To run Offline Integration Tests: ./gradlew offlineITest

Assumptions

• Regarding "Display the X most recent trades on the same UI". The X represents the same number as in the best bids and best asks configuration.

• X will have a maximum of 500.

• If X is greater than the available trades at any particular moment the UI will display the maximum number of trades at that moment.

• Imaginary or simulated trades created using "contrarian trading strategy" will have the same info (id, price, created_at, etc.) as the previous trade.

• The default value of M and N is three.

• If M is zero or less than zero no simulated trade will be added.

• If N is zero or less than zero no simulated trade will be added.

• When a new simulated trade is created using the "contrarian trading strategy", the upticks and downticks count will reset. E.g.

  M = 3
  N = 3
  price = 1000  //uptick = 0, downtick = 0
  price = 1001  //uptick = 1, downtick = 0
  price = 1002  //uptick = 2, downtick = 0
  price = 1003  //uptick = 3, downtick = 0
  price = 1003  //uptick = 0, downtick = 0 New simulated trade, count reset
  price = 1004  //uptick = 1, downtick = 0

• Uptick and downtick counting will start right after the system preloads old trades. E.g.

  // System starts and shows old trades
  price = 1000
  price = 1001
  price = 1002
  price = 1003
  // Then the systems retrieves new trades and starts counting
  price = 1004  //uptick = 0, downtick = 0
  price = 1002  //uptick = 0, downtick = 1

Checklist

Feature	File name	Method name
Schedule the polling of trades over REST.	TradingService	start
Request a book snapshot over REST.	OrderBookUpdater	loadOrderBook
Listen for diff-orders over websocket.	DiffOrdersMessageHandler	onMessage
Replay diff-orders.	DiffOrderApplier	applyDiffOrders
Use config option X to request recent trades.	TradingService	getLastTrades
Use config option X to limit number of ASKs displayed in UI.	OrderBookHolder	getBestAsks
The loop that causes the trading algorithm to reevaluate.	TradingSimulator	addSimulatedTrades