PositionManager.h File Reference

This header file contains the declaration of the PositionManager class, which is responsible for managing and tracking the open positions and PnL of a trading strategy. The PositionManager class provides functionality for starting and stopping a separate thread for updating the open positions and PnL, as well as updating the position for a specific symbol. More...

#include <thread>
#include <vector>
#include <unordered_map>
#include <mutex>
#include "MarketData.h"

Go to the source code of this file.

Classes
struct	ats::Position
	Represents a position with its quantity and price. More...
class	ats::PositionManager
	Manages the positions and the PnL of a trading system. More...

Namespaces
	ats
	Namespace for the algorithmic trading system.

Detailed Description

This header file contains the declaration of the PositionManager class, which is responsible for managing and tracking the open positions and PnL of a trading strategy. The PositionManager class provides functionality for starting and stopping a separate thread for updating the open positions and PnL, as well as updating the position for a specific symbol.

Author

Anouar Achghaf

Date

15/02/2023