Deribit Trading System

A high-performance trading system for the Deribit cryptocurrency exchange, focusing on low-latency order execution and real-time market data processing.

Features

• Real-time market data streaming via WebSocket
• Low-latency order execution
• Comprehensive position management
• Support for multiple instrument types (Spot, Futures, Options)
• Performance monitoring and optimization
• Beautiful command-line interface with color-coded output

Prerequisites

• CMake 3.15+
• C++17 compatible compiler
• Boost libraries
• nlohmann_json
• spdlog
• libcurl

Building the Project

# Generate build files
cmake -B build

# Build the project
cmake --build build

Running the System

# Run the main trading system
./build/project

# Run the system test
./build/system_test

Documentation

• Performance Analysis - Detailed performance metrics and optimization strategies
• API Documentation - API endpoint documentation
• Architecture Overview - System design and component interaction

Project Structure

├── CMakeLists.txt           # Build configuration
├── main.cpp                 # Main application entry
├── order_manager.hpp        # Order management system
├── market_data_handler.hpp  # Market data processing
├── websocket_server.hpp     # WebSocket server implementation
├── instrument_manager.hpp   # Instrument handling
├── performance_monitor.hpp  # Performance tracking
└── system_test.cpp         # System-wide integration tests

Performance Highlights

• Order placement latency: ~850μs
• Market data processing: ~950μs
• Position query time: ~800μs
• WebSocket message handling: ~700μs

Acknowledgments

• Deribit API Team for comprehensive documentation
• Boost.Beast for excellent WebSocket implementation
• nlohmann::json for JSON handling
• spdlog for logging functionality