Online Trading
Exchange-Grade Platform Infrastructure

1import { Mutex } from "async-mutex";
2
3interface Order { id: string; price: number; quantity: number; side: "BID" | "ASK"; userId: string; }
4
5class OrderBook {
6  private bids: Order[] = []; // Sorted high to low
7  private asks: Order[] = []; // Sorted low to high
8  private mutex = new Mutex();
9
10  async addOrder(order: Order): Promise<Trade[]> {
11    const release = await this.mutex.acquire();
12    try {
13      const trades = this.match(order); // Try to match incoming order
14      if (order.side === "BID") {
15        this.bids = [...this.bids, order].sort((a, b) => b.price - a.price);
16      } else {
17        this.asks = [...this.asks, order].sort((a, b) => a.price - b.price);
18      }
19      broadcastOrderBook({ bids: this.bids, asks: this.asks });
20      return trades;
21    } finally {
22      release(); // Always release mutex
23    }
24  }
25
26  private match(incoming: Order): Trade[] { /* Price-time priority matching */ }
27}