ATS
An algorithmic trading system completely written in C++
Classes | Namespaces
MarketData.h File Reference

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.
 

Detailed Description

Contains the declaration of the MarketData class, which handles the streaming of market data for the trading system.

Author
Anouar Achghaf
Date
12/02/2023