QuantX Exchange is a full-featured, simulated trading platform developed for financial engineering and market microstructure experimentation. It provides a robust backend, a complete API for trading and data access, and a convenient Python client library for interaction.

Features

• Complete Trading API: REST endpoints for account management, market data, and order management.
• Matching Engine: A functional limit order book with a FIFO matching algorithm for processing market and limit orders.
• Real-time Updates: WebSocket support for broadcasting live trade data to connected clients.
• User & Account Management: Includes endpoints for checking balances, positions, and trade history.
• Secure Authentication: User authentication is handled via JWT, with API keys for programmatic access.
• Python Client Library: A pip-installable client library (quantx_exchange_client) to easily connect to and interact with the exchange. (Not Fully Developed)
• CLI User Management: A command-line script for easily creating and managing user accounts. (Not Fully Developed)

Technology Stack

• Backend: FastAPI, SQLAlchemy, Uvicorn
• Database: SQLite (default), compatible with PostgreSQL
• Client Library: Requests, WebSockets
• Security: Passlib for hashing, PyJWT for tokens

Project Structure

QuantX-Exchange/
├── backend/
│   ├── api/              # API endpoint definitions (auth, account, trading)
│   ├── matching_engine/  # Core order matching logic
│   ├── models/           # SQLAlchemy database models and initialization
│   ├── __init__.py
│   └── app.py            # Main FastAPI application
├── client_library/
│   ├── trading_client/   # The client library source code
│   ├── README.md
│   └── setup.py
├── docs/                 # (Optional) For detailed documentation
├── examples/
│   └── client_example.py # Demonstrates client library usage
├── scripts/
│   └── manage_users.py   # CLI tool for creating users
├── .gitignore
├── README.md
└── requirements.txt

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Setup and Installation

Prerequisites

• Python 3.9+
• Git

Installation Steps

1. Clone the Repository

   git clone <your-repository-url>
   cd QuantX-Exchange

2. Set Up a Virtual Environment It's highly recommended to use a virtual environment to manage dependencies.

   python -m venv venv
   source venv/bin/activate  # On Windows, use `venv\Scripts\activate`

3. Install Dependencies

   pip install -r requirements.txt

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How to Run

1. Start the Exchange Backend

With your virtual environment activated, run the main application from the project root:

python run_exchange.py

This will start the Uvicorn server, initialize the database (cu_quants_exchange.db), and make the API available at http://localhost:8000.

• API Docs: View and interact with all API endpoints via the auto-generated documentation at http://localhost:8000/docs.
• WebSocket: The real-time feed is available at ws://localhost:8000/ws.

2. Create a User Account

Before you can trade, you need a user account. Use the provided script to create one:

python scripts/manage_users.py <your_username> <your_email>

The script will prompt you to enter and confirm a password. It will then output your API Key and API Secret.

Important: The API Secret is only shown once. Make sure to save it in a secure location.

3. Use the Python Client

The client_library is a pip-installable package. For development, you can use it directly as the path is already configured in the example script.

To see a full example of authenticating, fetching account data, placing, and canceling an order, run the example script:

python examples/client_example.py

The script will prompt you for the username and password you just created.

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License

This project is licensed under the MIT License. See the LICENSE file for details.