📦 Code Changes: View Diff
Core Objective: Upgrade the core matching engine into a complete trading system with Account System, Fund Transfer, and Security Authentication.
| Chapter | Topic | Key Achievement |
|---|
| 0x01 | Genesis | Minimal Matching Prototype |
| 0x02-03 | Floats & Decimals | Financial Grade Precision |
| 0x04 | BTree OrderBook | O(log n) Matching |
| 0x05-06 | User Balance | Locking/Unlocking |
| 0x07 | Testing Framework | 100K Order Baseline |
| 0x08 | Multi-Thread Pipeline | 4-Thread Concurrency |
| 0x09 | Gateway & Persistence | Gateway, TDengine, WebSocket |
| Dimension | Current State | Target State |
|---|
| Identity | Raw user_id | API Key Signature |
| Accounts | Single Balance | Funding + Spot Dual-Account |
| Funds | Manual deposit() | Deposit/Withdraw/Transfer |
| Economics | Zero Fee | Maker/Taker Fees |
0x0A ─── Account System & Security
├── 0x0A-a: Account System (exchange_info + DB)
├── 0x0A-b: ID Specification (Asset/Symbol Naming)
└── 0x0A-c: Authentication (API Key Middleware)
0x0B ─── Fund System & Transfers
├── Funding/Spot Dual-Account Structure
└── Deposit/Withdraw API
0x0C ─── Economic Model
└── Fee Calculation & Deduction
0x0D ─── Snapshot & Recovery
└── Graceful Shutdown & State Restoration
| Component | Choice | Purpose |
|---|
| PostgreSQL 18 | Account/Asset/Symbol | Relational Config Data |
| TDengine | Orders/Trades/K-Lines | Time-Series Trading Data |
| sqlx | Rust PG Driver | Async + Compile-time Check |
| Principle | Description |
|---|
| Minimal External Deps | Auth/Transfer logic is cohesive |
| Auditability | All fund changes must have event logs |
| Progressive | System remains runnable after each module |
| Backward Compatible | Reuse Core types from Part I |
📦 代码变更: 查看 Diff
核心目的：将撮合引擎核心升级为具备账户体系、资金划转和安全鉴权的完整交易系统。
| 章节 | 主题 | 关键成果 |
|---|
| 0x01 | 创世纪 | 最简撮合原型 |
| 0x02-03 | 浮点数与定点数 | 金融级精度保障 |
| 0x04 | BTree OrderBook | O(log n) 撮合 |
| 0x05-06 | 用户余额 | 锁定/解锁机制 |
| 0x07 | 测试框架 | 100K 订单基线 |
| 0x08 | 多线程 Pipeline | 四线程并发架构 |
| 0x09 | 接入层 & 持久化 | Gateway, TDengine, WebSocket |
| 维度 | 当前状态 | 目标状态 |
|---|
| 身份认证 | user_id 裸奔 | API Key 签名校验 |
| 账户管理 | 单一余额结构 | Funding + Spot 双账户 |
| 资金流转 | 手动 deposit() | 完整充提+划转流程 |
| 经济模型 | 零手续费 | Maker/Taker 费率 |
0x0A ─── 账户体系与安全鉴权
├── 0x0A-a: 账户体系 (exchange_info + DB 管理)
├── 0x0A-b: ID 规范 (Asset/Symbol 命名)
└── 0x0A-c: 安全鉴权 (API Key 中间件)
0x0B ─── 资金体系与划转
├── Funding/Spot 双账户结构
└── 充提币 API
0x0C ─── 经济模型
└── 手续费计算与扣除
0x0D ─── 快照与恢复
└── 优雅停机与状态恢复
| 组件 | 选型 | 用途 |
|---|
| PostgreSQL 18 | 账户/资产/交易对 | 关系型配置数据 |
| TDengine | 订单/成交/K线 | 时序交易数据 |
| sqlx | Rust PG Driver | 异步 + 编译时检查 |
| 原则 | 说明 |
|---|
| 最小外部依赖 | 鉴权、划转等逻辑内聚 |
| 可审计性 | 所有资金变动必须有完整事件流水 |
| 渐进式增强 | 每个子模块完成后保持系统可运行 |
| 向后兼容 | 复用 Part I 的核心类型 |