integration.md

AbyssBook Integration Guide

Quick Start

1. Installation

git clone https://github.com/aldrinlabs/abyssbook
cd abyssbook
zig build

2. Basic Usage

const std = @import("std");
const orderbook = @import("orderbook.zig");

// Initialize orderbook
var book = try orderbook.ShardedOrderbook.init(
    std.heap.page_allocator,
    32  // shard count
);
defer book.deinit();

// Place limit order
try book.placeOrder(
    .Buy,           // side
    1000,          // price
    10,            // amount
    1              // order id
);

// Execute market order
const result = try book.executeMarketOrder(
    .Sell,         // side
    5              // amount
);

Advanced Features

1. TWAP Orders

Time-Weighted Average Price orders automatically split large orders:

// Place TWAP order
try book.placeTWAPOrder(
    .Buy,           // side
    1000,          // price
    100,           // total amount
    10,            // number of intervals
    60             // interval seconds
);

2. Trailing Stop Orders

Dynamic stop price adjustment based on market movement:

// Place trailing stop order
try book.placeTrailingStopOrder(
    .Sell,          // side
    1000,          // price
    10,            // amount
    50             // trailing distance
);

3. Peg Orders

Orders that automatically track a reference price:

// Place peg order
try book.placePegOrder(
    .Buy,           // side
    10,            // amount
    .BestBid,      // peg type
    5,             // offset
    1100           // limit price
);

Performance Optimization

1. Shard Configuration

Choose optimal shard count based on system:

const cpu_cores = try std.Thread.getCpuCount();
const shard_count = cpu_cores * 2;  // 2 shards per core

var book = try orderbook.ShardedOrderbook.init(
    allocator,
    shard_count
);

2. Batch Operations

Use bulk operations for better throughput:

// Prepare batch of orders
var orders: [128]Order = undefined;
for (0..128) |i| {
    orders[i] = Order.init(
        .Buy,
        1000 + @intCast(u64, i),
        1,
        i + 1
    );
}

// Bulk insert
try book.bulkInsertOrders(.Buy, 1000, &orders);

3. Performance Monitoring

Track system performance:

// Initialize monitor
var monitor = PerformanceMonitor.init(allocator);
defer monitor.deinit();

// Record metrics
try monitor.recordMetric("order_latency", latency);
try monitor.recordMetric("throughput", orders_per_second);

// Generate report
try monitor.generateReport(std.io.getStdOut().writer());

Solana Integration

1. Program Setup

Initialize Solana program:

// Create processor
var processor = Processor.init(
    state,
    account_data,
    clock,
    state_manager
);

// Process instruction
try processor.process(instruction_data, accounts);

2. Token Management

Handle token operations:

// Transfer tokens
try processor.transferBaseTokens(
    from,           // from pubkey
    to,            // to pubkey
    amount         // transfer amount
);

// Collect fees
try processor.transferQuoteTokens(
    trader,         // trader pubkey
    authority,      // market authority
    fee_amount     // fee amount
);

Error Handling

1. Order Validation

Handle common errors:

// Place order with validation
book.placeOrder(order) catch |err| switch (err) {
    error.InvalidPrice => handlePriceError(),
    error.InvalidSize => handleSizeError(),
    error.InsufficientFunds => handleFundsError(),
    else => handleUnexpectedError(),
};

2. Market Protection

Implement safety checks:

// Validate price bounds
const price_valid = price >= min_price and price <= max_price;
if (!price_valid) {
    return error.PriceOutOfBounds;
}

// Check order size
const size_valid = amount >= min_size and amount <= max_size;
if (!size_valid) {
    return error.InvalidOrderSize;
}

Best Practices

1. Memory Management

Optimize memory usage:

// Use arena allocator for batch operations
var arena = std.heap.ArenaAllocator.init(allocator);
defer arena.deinit();

// Process batch
try processBatch(arena.allocator());

2. Concurrency

Handle parallel operations:

// Process shards concurrently
var threads: [shard_count]std.Thread = undefined;
for (0..shard_count) |i| {
    threads[i] = try std.Thread.spawn(.{}, processShard, .{&shards[i]});
}

// Wait for completion
for (threads) |thread| {
    thread.join();
}

3. Error Recovery

Implement recovery mechanisms:

// Atomic state updates
fn updateState(self: *Self) !void {
    const snapshot = try self.createSnapshot();
    errdefer self.revertToSnapshot(snapshot);
    
    try self.performUpdate();
}

Advanced Configuration

1. Fee Structure

Configure market fees:

// Set fee structure
try market.setFeeStructure(.{
    .maker_fee = 10,    // 0.1%
    .taker_fee = 20,    // 0.2%
    .min_fee = 100,     // Minimum fee
    .max_fee = 10000,   // Maximum fee
});

2. Market Parameters

Set market constraints:

// Configure market
try market.setParameters(.{
    .min_size = 1,
    .max_size = 1000000,
    .tick_size = 1,
    .min_price = 1,
    .max_price = 1000000,
});

Monitoring & Maintenance

1. Health Checks

Monitor system health:

// Check orderbook health
const health = try book.checkHealth();
if (!health.is_healthy) {
    try handleUnhealthyState(health);
}

2. Maintenance

Perform regular maintenance:

// Clean up expired orders
try book.cleanupExpiredOrders(current_time);

// Compact storage
try book.compactStorage();

Testing

1. Unit Tests

Run test suite:

zig build test

2. Benchmarks

Run performance tests:

zig build bench

3. Integration Tests

Test with Solana:

zig build test-integration