ats::MarketData Class Reference

Handles the streaming of market data for the trading system. More...

#include <MarketData.h>

Public Member Functions
	MarketData (ExchangeManager &ems, time_t updateInterval=1)
	Constructs a new MarketData object. More...
	~MarketData ()
	Destroys the MarketData object.
	MarketData (const std::vector< std::string > &symbols, ExchangeManager &ems, time_t updateInterval=1)
	Constructs a new MarketData object. More...
void	start ()
	Starts the market data stream.
void	run ()
	Runs the market data stream.
void	stop ()
	Stops the market data stream.
bool	isRunning ()
	Checks whether the market data stream is running. More...
void	subscribe (const std::string &symbol, std::string interval="3m")
	Subscribes to a symbol for market data. More...
void	unsubscribe (const std::string &symbol)
	Unsubscribes from a symbol for market data. More...
double	getPrice (const std::string &symbol)
	Retrieves the current price for a symbol. More...
std::vector< double >	getPrices (const std::string &symbol)
	Returns prices recorded for a symbol. More...
std::vector< Trade >	getTradeHistory (const std::string &symbol)
	Returns trade history for a symbol. More...
double	getQtyForPrice (const std::string &symbol, double price)
	Retrieves the quantity for a given price and symbol. More...
std::map< std::string, double >	getBalances ()
	Retrives user's balances. More...
std::string	getOrderStatus (long id, const std::string &symbol)
	Retrieves order status. More...
OrderBook	getOrderBook (const std::string &symbol)
	Retrieves the OrderBook. More...
Klines	getKlines (const std::string &symbol, const std::string &interval)
	Retrieves Kline data. More...

Detailed Description

Handles the streaming of market data for the trading system.

Constructor & Destructor Documentation

MarketData() [1/2]

ats::MarketData::MarketData	(	ExchangeManager &	ems,
		time_t	updateInterval = 1
	)

Constructs a new MarketData object.

Parameters

ems	A reference to the ExchangeManager object used to retrieve market data.
updateInterval	The interval between updates of local data, defaults to 1s.

MarketData() [2/2]

ats::MarketData::MarketData ( const std::vector< std::string > &  symbols, ExchangeManager &  ems, time_t  updateInterval = 1  )

explicit

Constructs a new MarketData object.

Parameters

symbols	A vector of symbols to subscribe to for market data.
ems	A reference to the ExchangeManager object used to retrieve market data.
updateInterval	The interval between updates of local data, defaults to 1s.

Member Function Documentation

getBalances()

std::map< std::string, double > ats::MarketData::getBalances

(

)

Retrives user's balances.

Returns

Map of pairs {asset, balance}.

getKlines()

Klines ats::MarketData::getKlines	(	const std::string &	symbol,
		const std::string &	interval
	)

Retrieves Kline data.

Parameters

symbol	Symbol for which to get the Kline data.
interval	Interval for the Klines.

Returns

The requested Kline data.

getOrderBook()

OrderBook ats::MarketData::getOrderBook

(

const std::string &

symbol

)

Retrieves the OrderBook.

Parameters

symbol

Symbol for which to get the order book.

Returns

Current OrderBook.

getOrderStatus()

std::string ats::MarketData::getOrderStatus	(	long	id,
		const std::string &	symbol
	)

Retrieves order status.

Parameters

Id	Client-side order Id.

Returns

Order status

getPrice()

double ats::MarketData::getPrice

(

const std::string &

symbol

)

Retrieves the current price for a symbol.

Parameters

symbol

The symbol to retrieve the price for.

Returns

The current price for the symbol.

getPrices()

std::vector< double > ats::MarketData::getPrices

(

const std::string &

symbol

)

Returns prices recorded for a symbol.

Parameters

symbol

The symbol to retrieve the prices for.

Returns

The vector of prices recorded.

getQtyForPrice()

double ats::MarketData::getQtyForPrice	(	const std::string &	symbol,
		double	price
	)

Retrieves the quantity for a given price and symbol.

Parameters

symbol	The symbol to retrieve the quantity for.
price	The price to retrieve the quantity for.

Returns

The quantity for the given price and symbol.

getTradeHistory()

std::vector< Trade > ats::MarketData::getTradeHistory

(

const std::string &

symbol

)

Returns trade history for a symbol.

Parameters

symbol

The symbol to retrieve the history for.

Returns

The vector of trades.

isRunning()

bool ats::MarketData::isRunning

(

)

Checks whether the market data stream is running.

Returns

True if the market data stream is running, false otherwise.

subscribe()

void ats::MarketData::subscribe	(	const std::string &	symbol,
		std::string	interval = "3m"
	)

Subscribes to a symbol for market data.

Parameters

symbol	The symbol to subscribe to.
interval	The interval for the Kline we want to subscribe to

unsubscribe()

void ats::MarketData::unsubscribe

(

const std::string &

symbol

)

Unsubscribes from a symbol for market data.

Parameters

symbol

The symbol to unsubscribe from.

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The documentation for this class was generated from the following files:

• MarketData.h
• MarketData.cpp