The BinanceExchangeManager class is a class that defines the interface for managing orders on the Binance exchange. More...

#include <BinanceExchangeManager.h>

Inheritance diagram for ats::BinanceExchangeManager:

Public Member Functions
	BinanceExchangeManager (OrderManager &orderManager, bool isSimulation=true, time_t updateInterval=1, std::string apiKey="", std::string secretKey="")
	Constructor for BinanceExchangeManager class. More...

	~BinanceExchangeManager ()
	Destructor for BinanceExchangeManager class.

void	start ()
	Start the BinanceExchangeManager thread.

void	run ()
	The BinanceExchangeManager processing function.

void	stop ()
	Stop the BinanceExchangeManager thread.

bool	isRunning ()
	Check if the BinanceExchangeManager thread is running. More...

bool	isSimulation ()
	Check if the EMS is connected to the test network. More...

void	updateOpenOrders ()
	Update open orders on the local OMS.

double	sendOrder (Order &order) override
	Send an order to the Binance exchange. More...

void	modifyOrder (Order &oldOrder, Order &newOrder) override
	Modify an existing order on the Binance exchange. More...

void	cancelOrder (long orderId, std::string symbol)
	Cancel an existing order on the Binance exchange. More...

void	cancelOrder (Order &order) override
	Cancel an existing order on the Binance exchange. More...

void	getOrderStatus (Order &order, Json::Value &result) override
	Gets the status of the given order. More...

std::vector< Order >	getOpenOrders (std::string symbol="") override
	Gets all open orders for the current user. More...

std::vector< Trade >	getTradeHistory (std::string symbol) override
	Gets the trade history for the specified symbol. More...

double	getPrice (std::string symbol) override
	Gets the current price for the specified symbol. More...

void	getKlines (Json::Value &result, std::string symbol, std::string interval, time_t start_date=0, time_t end_date=0, int limit=500) override
	Gets Klines for a symbol. More...

Order	jsonToOrder (Json::Value &result)
	Converts a JSON object to an Order object. More...

Trade	jsonToTrade (Json::Value &result)
	Converts a JSON object to a Trade object. More...

void	getUserInfo (Json::Value &result)
	Gets the current user's information. More...

std::map< std::string, double >	getBalances () override
	Gets user's balances. More...

virtual OrderBook	getOrderBook (std::string symbol) override
	Retrieves the order book. More...

Public Member Functions inherited from ats::ExchangeManager
	ExchangeManager (OrderManager &oms)
	Constructor for ExchangeManager class. More...

virtual	~ExchangeManager ()=default
	Virtual destructor for ExchangeManager class.

Additional Inherited Members
Protected Attributes inherited from ats::ExchangeManager
OrderManager &	mOrderManager

Detailed Description

The BinanceExchangeManager class is a class that defines the interface for managing orders on the Binance exchange.

Constructor & Destructor Documentation

◆ BinanceExchangeManager()

ats::BinanceExchangeManager::BinanceExchangeManager	(	OrderManager &	orderManager,
		bool	isSimulation = `true`,
		time_t	updateInterval = `1`,
		std::string	apiKey = `""`,
		std::string	secretKey = `""`
	)

explicit

Constructor for BinanceExchangeManager class.

Parameters

orderManager	Reference to the OrderManager object.
isSimulation	A boolean indicating whether the exchange is a simulation or not.
updateInterval	Open orders update period.
api_key	The API key for the Binance exchange account.
secret_key	The secret key for the Binance exchange account.

Member Function Documentation

◆ cancelOrder() [1/2]

void ats::BinanceExchangeManager::cancelOrder	(	long	orderId,
		std::string	symbol
	)

Cancel an existing order on the Binance exchange.

Parameters

orderId	The orderId of the order to cancel.
symbol	The symbol of the order to cancel.

◆ cancelOrder() [2/2]

void ats::BinanceExchangeManager::cancelOrder ( Order & order )

overridevirtual

Cancel an existing order on the Binance exchange.

Parameters

order The Order to be cancelled.

Implements ats::ExchangeManager.

◆ getBalances()

std::map< std::string, double > ats::BinanceExchangeManager::getBalances ( )

overridevirtual

Gets user's balances.

Returns: Map of pairs {asset, Qty}.

Implements ats::ExchangeManager.

◆ getKlines()

void ats::BinanceExchangeManager::getKlines	(	Json::Value &	result,
		std::string	symbol,
		std::string	interval,
		time_t	start_date = `0`,
		time_t	end_date = `0`,
		int	limit = `500`
	)

overridevirtual

Gets Klines for a symbol.

Parameters

result	Json object to write the response to
symbol	Symbol to get the Klines for
interval	Kline interval
start_date	Start date
end_date	End date
limit	Limit, should be less than or equal to 1000

Implements ats::ExchangeManager.

◆ getOpenOrders()

std::vector< Order > ats::BinanceExchangeManager::getOpenOrders ( std::string symbol = "" )

overridevirtual

Gets all open orders for the current user.

Parameters

symbol The symbol to retrieve the orders for, all open orders if omitted.

Returns: A vector of all open orders.

Implements ats::ExchangeManager.

◆ getOrderBook()

OrderBook ats::BinanceExchangeManager::getOrderBook ( std::string symbol )

overridevirtual

Retrieves the order book.

Parameters

symbol The symbol to retrieve the order book for.

Returns: The bid and ask vectors.

Implements ats::ExchangeManager.

◆ getOrderStatus()

void ats::BinanceExchangeManager::getOrderStatus	(	Order &	order,
		Json::Value &	result
	)

overridevirtual

Gets the status of the given order.

Parameters

order	The order to check the status of.
result	The JSON object containing the result of the operation.

Implements ats::ExchangeManager.

◆ getPrice()

double ats::BinanceExchangeManager::getPrice ( std::string symbol )

overridevirtual

Gets the current price for the specified symbol.

Parameters

symbol The symbol to get the price for.

Returns: The current price for the specified symbol.

Implements ats::ExchangeManager.

◆ getTradeHistory()

std::vector< Trade > ats::BinanceExchangeManager::getTradeHistory ( std::string symbol )

overridevirtual

Gets the trade history for the specified symbol.

Parameters

symbol The symbol to get the trade history for.

Returns: A vector of all trades for the specified symbol.

Implements ats::ExchangeManager.

◆ getUserInfo()

void ats::BinanceExchangeManager::getUserInfo ( Json::Value & result )

Gets the current user's information.

Parameters

result The JSON object containing the result of the operation.

◆ isRunning()

bool ats::BinanceExchangeManager::isRunning ( )

Check if the BinanceExchangeManager thread is running.

Returns: A boolean indicating whether the BinanceExchangeManager thread is running or not.

◆ isSimulation()

bool ats::BinanceExchangeManager::isSimulation ( )

Check if the EMS is connected to the test network.

Returns: A boolean indicating whether the EMS is connected to the test network.

◆ jsonToOrder()

Order ats::BinanceExchangeManager::jsonToOrder ( Json::Value & result )

Converts a JSON object to an Order object.

Parameters

result The JSON object to convert.

Returns: An Order object created from the JSON object.

◆ jsonToTrade()

Trade ats::BinanceExchangeManager::jsonToTrade ( Json::Value & result )

Converts a JSON object to a Trade object.

Parameters

result The JSON object to convert.

Returns: A Trade object created from the JSON object.

◆ modifyOrder()

void ats::BinanceExchangeManager::modifyOrder	(	Order &	oldOrder,
		Order &	newOrder
	)

overridevirtual

Modify an existing order on the Binance exchange.

Parameters

oldOrder	The old Order object to be modified.
newOrder	The new Order object.

Implements ats::ExchangeManager.

◆ sendOrder()

double ats::BinanceExchangeManager::sendOrder ( Order & order )

overridevirtual

Send an order to the Binance exchange.

Parameters

order The Order object to be sent.

Returns: Filled quantity.

Implements ats::ExchangeManager.

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

BinanceExchangeManager.h
BinanceExchangeManager.cpp

Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ BinanceExchangeManager()

Member Function Documentation

◆ cancelOrder() [1/2]

◆ cancelOrder() [2/2]

◆ getBalances()

◆ getKlines()

◆ getOpenOrders()

◆ getOrderBook()

◆ getOrderStatus()

◆ getPrice()

◆ getTradeHistory()

◆ getUserInfo()

◆ isRunning()

◆ isSimulation()

◆ jsonToOrder()

◆ jsonToTrade()

◆ modifyOrder()

◆ sendOrder()