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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.