Strategy.h

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//
// Created by Anouar Achghaf on 12/02/2023.
//
#ifndef ATS_STRATEGY_H
#define ATS_STRATEGY_H
#include <thread>
#include <vector>
#include "MarketData.h"
#include "OrderManager.h"
 
namespace ats {
 
    class Strategy {
    protected:
        MarketData& mData; 
        OrderManager& mOrderManager; 
        std::string mSymbol; 
        std::vector<double> mPrices; 
        std::thread mStrategyThread; 
        bool mRunning; 
    public:
        Strategy(std::string symbol, MarketData& data, OrderManager& orderManager, std::vector<double> prices={});
 
        virtual ~Strategy();
 
        virtual void start();
 
        virtual void run();
 
        virtual void stop();
 
        bool isRunning();
 
    protected:
        virtual void updatePrice() = 0;
 
        virtual double getSignal() = 0;
 
        virtual void buy() = 0;
 
        virtual void sell() = 0;
    };
 
 
} // ats
 
#endif //ATS_STRATEGY_H