Live Order Board

Playing around with Kotlin - building an in-memory order management system for cryptocurrency trading. Handles order placement, cancellation, and real-time summary views across multiple price levels.

Features

• Multi-coin support - BITCOIN, ETHEREUM, LITECOIN, XPX
• Two-sided order book - Separate BUY/SELL books with proper price ordering (highest bids first, lowest offers first)
• Price level aggregation - Orders at same price consolidated into single summary entry
• Top-of-book view - Summary limited to top 10 price levels per side

API

interface LiveOrderBoardAPI {
    fun placeOrder(userId: String, coinType: CoinType, quantity: Double, price: Double, direction: Direction): String
    fun deleteOrder(orderId: String)
    fun getSummary(coinType: CoinType): Collection<OrderSummary>
}

Data Structures

• TreeMap for price-ordered levels (descending for bids, ascending for offers)
• LinkedHashMap for orders at each price level (maintains insertion order)
• Per-coin Market objects isolate order books by instrument

Running Tests

mvn test

Known Limitations

• Not thread-safe (single-threaded use only)
• No persistence (in-memory only)
• Basic validation via require statements
• Could optimize quantity tracking at price level