Distributed orderbook using Grenache

Problem statement:

• Each client will have its own instance of the orderbook.
• Clients submit orders to their own instance of orderbook. The order is distributed to other instances, too.
• If a client's order matches with another order, any remainer is added to the orderbook, too.

Installation

• Install dependencies

yarn install

• Setting up the DHT

npm i -g grenache-grape

# boot two grape servers

grape --dp 20001 --aph 30001 --bn '127.0.0.1:20002'
grape --dp 20002 --aph 40001 --bn '127.0.0.1:20001'

• Startup multiple clients (these clients auto create order book records)

yarn run client
yarn run client
yarn run client

Implementation:

• Each client has its own PeerClient and PeerServer.
• So each client add new data and listens for changes made by other client.
• Whenever any client wants to add new record:
  • It tries to acquire lock
  • Once aquired it generates order body and broadcasts it to all connected clients.
  • Each client (include creator of order) receives broadcasted order and update own order book instance for the same.
• When new client is added to the network, it tries to sync existing order book from existing client.

Limitation/Issues:

• Locking mechanism can be improved. There are some issues when doing initial sync for new client added.
• I mainly focused on syncing DS changes to multiple clients efficiently, so counldn't give much time OrederBook class. It can be extended further for order's costing related logic.
• Code from client.js could be further refactored.
• console.log should be replaced with debug/info logs.