ATS
An algorithmic trading system completely written in C++
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Contains the declaration of the MarketData class, which handles the streaming of market data for the trading system. More...
#include <thread>
#include <mutex>
#include <unordered_map>
#include <unordered_set>
#include "ExchangeManager.h"
#include "OrderManager.h"
Go to the source code of this file.
Classes | |
struct | ats::Klines |
The Klines stores kline data for a specific symbol. More... | |
class | ats::MarketData |
Handles the streaming of market data for the trading system. More... | |
Namespaces | |
ats | |
Namespace for the algorithmic trading system. | |
Contains the declaration of the MarketData class, which handles the streaming of market data for the trading system.