velocitydv / orderbook Goto Github PK

FROM CHATGPT : defining the scope of the project adn the high level overview

To provide a comprehensive understanding of how your project will link with kdb+, let's map out the overall architecture and the role of each component in your order book system, emphasizing the integration with kdb+.

Project Scope and Architecture Overview Order Book Management (C++):

OrderBook Class: Manages buy and sell orders, matches them, and updates the order book. Trade, Buy, Sell Classes: Define the structure and operations for trades, buy orders, and sell orders. User Class: Handles user connections and multithreading to allow multiple users to interact with the order book concurrently. Database Interaction (kdb+/q):

KdbInterface Class: Provides functions to connect to the kdb+ server, send queries, and retrieve results. q Scripts: Define the schema, queries, and any other database-related logic. Integration Points:

The C++ application will use the KdbInterface class to communicate with kdb+ for storing and retrieving order book data, trade history, and other relevant information. Detailed Architecture

1. Order Book Management (C++)

orderbook.h / orderbook.cpp Manages the internal state of the order book. Uses mutexes for thread-safe access. Integrates with KdbInterface to store order and trade information in kdb+.

trade.h / trade.cpp Represents individual trades. Provides methods to interact with trade data.

buy.h / buy.cpp & sell.h / sell.cpp Handles specific operations for buy and sell orders, respectively.

user.h / user.cpp Manages user sessions. Each user runs in a separate thread, interacting with the OrderBook and KdbInterface.

2. Database Interaction (kdb+/q) kdb_interface.h / kdb_interface.cpp Provides a C++ wrapper around the kdb+ C API. Handles connections to the kdb+ server. Sends queries and retrieves results. q Scripts

Define the database schema, tables, and initial setup for the kdb+ server. Implement queries for inserting, updating, and retrieving order and trade data.

Example Workflow Adding a Buy Order User Interaction:

A user adds a buy order through the user interface or API. User Thread:

The user thread calls a method in the OrderBook class to add the buy order. OrderBook Class:

Adds the buy order to its internal data structures. Uses KdbInterface to insert the order into the kdb+ database for persistence. KdbInterface Class:

Connects to the kdb+ server. Sends an insert query to add the order to the relevant table in kdb+. kdb+/q Server:

Receives the query, processes it, and stores the order in the database.

Putting It All Together Start kdb+ Server:

Ensure the kdb+ server is running and accessible. Initialize C++ Components:

Create an instance of the KdbInterface class to handle communication with the kdb+ server. Create an instance of the OrderBook class, passing the KdbInterface instance to it. User Threads:

Create user threads that interact with the OrderBook by adding buy/sell orders. Persisting Data:

Each action on the order book (like adding an order) will be mirrored in the kdb+ database via the KdbInterface. This architecture ensures that your C++ application can efficiently manage an order book while leveraging kdb+'s powerful time-series database capabilities for data storage and retrieval. By structuring your project this way, you achieve modularity, concurrency, and a clear separation of concerns.