About This Repository

This repository contains my solution to a Rust test assignment I completed for a trading company in October 2025. The assignment consisted of two tasks focused on API request signing and order book processing. I’m publishing it here as part of my personal portfolio.

Rust Assessment

There are two assignments, that highlight different parts of the work we have to do to onboard with the apis of new exchanges.

We want to respect your time, so please don't spend more than a few hours on this assessment.

Assignment One

A lot of exchanges require users to sign the requests that they send, as a security measure. These implementations are always slightly different, and so we need to carefully read their documentation. The documentation can be found in huobi_signature.md or at https://www.huobi.com/en-us/opend/newApiPages/?id=419

You will need to implement the details of the following functions:

• format_for_signature on the struct Params
• sign_hmac_sha256_base64
• generate_signature

Then the following tests should all succeed:

• test_format checks that format_for_signature results in the correct parameter output, which is crucial for generate_signature.
• test_signing checks that sign_hmac_sha256_base64 works correctly.
• test_hash and test_hashes check that generate_signature has the right output.

You should not modify the tests.

Assignment Two

When building a strategy to trade on an exchange we want to locally keep track of the current price levels in the orderbook.

In this assignment you should implement some parsing in get_best_bids_and_asks_from_stream and keep track of the levels in the book. Once all the messages in the stream are processed the 5 best bids and 5 best asks should be returned.

You can have a look at data_generator.rs to see what messages you will receive in the stream.

You will need to implement the details of the following function:

• get_best_bids_and_asks_from_stream

Then the following test should succeed:

• test_data checks that the 5 bids and 5 asks on the top of the book are correctly stored.

You should not modify the tests, or data_generator.rs.