Getting Started

Prerequisites

• .NET 10 SDK
• Docker (Optional, for containerized deployment)

Setup

1. Clone the repository:

   git clone https://github.com/nikolic-milan/MetaExchange.git
   cd MetaExchange

2. Restore dependencies:

   dotnet restore

3. Data File: Ensure order_books_data.json is present in the root directory.

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Usage

1. Console Application

The CLI allows enables calculating an execution plan from the terminal. Note: the terminal handles decimal values based on the OS locale, try 1.5 and 1,5 and see the difference.

# Buying 1.5 BTC with 10s window filtering
dotnet run --project src/MetaExchange.Console/MetaExchange.Console.csproj -- --type Buy --amount 1.5 --use-window

# Selling 1.5 BTC with 10s window filtering
dotnet run --project src/MetaExchange.Console/MetaExchange.Console.csproj -- --type Sell --amount 1.5 --use-window

Options:

• -t, --type: Order type (Buy or Sell). Default: Buy.
• -a, --amount: Amount of BTC.
• -w, --use-window: Boolean flag to only use snapshots within a 10s window of the current time.

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2. Web API

The project includes an ASP.NET Core Web API with Swagger documentation.

# Start the API
dotnet run --project src/MetaExchange.Api/MetaExchange.Api.csproj --urls "http://localhost:5000"

Swagger UI: http://localhost:5000/swagger

Endpoint: GET /api/v1/MetaExchange/execution-plan

• type: buy or sell
• amount: decimal
• useWindow: boolean (optional)

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3. Docker Deployment

The solution is fully containerized and configurable via environment variables.

# Build the image
docker build -t metaexchange-api -f src/MetaExchange.Api/Dockerfile .

# Run the container (mounting the local data file)
docker run -p 8080:8080 \
  -v "$(pwd)/order_books_data.json:/app/order_books_data.json" \
  metaexchange-api

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Assumptions & Approach

Architectural Design

• The logic is separated into Core (entities/services) and Infrastructure (data loading).
• The Web API uses standard .NET DI to manage services and configuration.

Approach

• Greedy Optimization: For Buys, the algorithm sorts all available asks across all exchanges from lowest to highest price. For Sells, it sorts bids from highest to lowest.
• Constraint Handling: The taks task description states that a balance constraint should be applied. Since the data provided does not include any constraints the file JsonOrderBookRepository.cs has the fallowing:

1. Total volume as exchange balance (commented out) For each exchange the SUM of 'asks' and 'bids' is calculated and assigned as the exchange balance.
2. Net liquidity (difference between counter-orders) (commented out) For each exchange the difference between counter-orders is calculated and assigned as the exchange balance.
3. Random (Within specified ranges) (active) For each exchange the balance is randomly generated within a specified range.

• Time Window Filtering I noticed that the data file provided covers a span of 1 hour. Since it didn't seem realstic to use the whole range (a snapshot from 40 minutes, might not be relevant), I added an optional flag which only uses the snapshopts within a 10 second window.

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Running Tests

The project includes Unit Tests, Logical E2E Tests, and Web API Integration Tests.

dotnet test tests/MetaExchange.Tests/MetaExchange.Tests.csproj