The ExchangeManager class is an abstract class that defines the interface for managing orders on an exchange. More...

#include <ExchangeManager.h>

Inheritance diagram for ats::ExchangeManager:

Public Member Functions
	ExchangeManager (OrderManager &oms)
	Constructor for ExchangeManager class. More...

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

virtual double	sendOrder (Order &order)=0
	Sends an order to the exchange. More...

virtual void	modifyOrder (Order &oldOrder, Order &newOrder)=0
	Modifies an existing order on the exchange. More...

virtual void	cancelOrder (Order &order)=0
	Cancels an order on the exchange. More...

virtual void	getOrderStatus (Order &order, Json::Value &result)=0
	Retrieves the status of an order on the exchange. More...

virtual std::vector< Order >	getOpenOrders (std::string symbol)=0
	Retrieves a list of open orders on the exchange. More...

virtual std::vector< Trade >	getTradeHistory (std::string symbol)=0
	Retrieves the trade history for a given symbol on the exchange. More...

virtual std::map< std::string, double >	getBalances ()=0
	Retrieves user balances. More...

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

virtual double	getPrice (std::string symbol)=0
	Retrieves the current price for a given symbol on the exchange. More...

virtual OrderBook	getOrderBook (std::string symbol)=0
	Retrieves the order book. More...

Protected Attributes
OrderManager &	mOrderManager

Detailed Description

The ExchangeManager class is an abstract class that defines the interface for managing orders on an exchange.

Constructor & Destructor Documentation

◆ ExchangeManager()

ats::ExchangeManager::ExchangeManager ( OrderManager & oms )

Constructor for ExchangeManager class.

Parameters

oms	A reference to the OrderManager object.

Member Function Documentation

◆ cancelOrder()

virtual void ats::ExchangeManager::cancelOrder ( Order & order )

pure virtual

Cancels an order on the exchange.

Parameters

order The order to be cancelled.

Implemented in ats::BinanceExchangeManager.

◆ getBalances()

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

pure virtual

Retrieves user balances.

Returns: A map of pairs {asset, balance}.

Implemented in ats::BinanceExchangeManager.

◆ getKlines()

virtual void ats::ExchangeManager::getKlines	(	Json::Value &	result,
		std::string	symbol,
		std::string	interval,
		time_t	start_date,
		time_t	end_date,
		int	limit
	)

pure virtual

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

Implemented in ats::BinanceExchangeManager.

◆ getOpenOrders()

virtual std::vector<Order> ats::ExchangeManager::getOpenOrders ( std::string symbol )

pure virtual

Retrieves a list of open orders on the exchange.

Parameters

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

Returns: A vector of open orders.

Implemented in ats::BinanceExchangeManager.

◆ getOrderBook()

virtual OrderBook ats::ExchangeManager::getOrderBook ( std::string symbol )

pure virtual

Retrieves the order book.

Parameters

symbol The symbol to retrieve the order book for.

Returns: The bid and ask vectors.

Implemented in ats::BinanceExchangeManager.

◆ getOrderStatus()

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

pure virtual

Retrieves the status of an order on the exchange.

Parameters

order	The order to check the status of.
result	A Json::Value object to store the order status information.

Implemented in ats::BinanceExchangeManager.

◆ getPrice()

virtual double ats::ExchangeManager::getPrice ( std::string symbol )

pure virtual

Retrieves the current price for a given symbol on the exchange.

Parameters

symbol The symbol to retrieve the price for.

Returns: The current price of the symbol.

Implemented in ats::BinanceExchangeManager.

◆ getTradeHistory()

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

pure virtual

Retrieves the trade history for a given symbol on the exchange.

Parameters

symbol The symbol to retrieve the trade history for.

Returns: A vector of Trade objects representing the trade history.

Implemented in ats::BinanceExchangeManager.

◆ modifyOrder()

virtual void ats::ExchangeManager::modifyOrder	(	Order &	oldOrder,
		Order &	newOrder
	)

pure virtual

Modifies an existing order on the exchange.

Parameters

oldOrder	The original order.
newOrder	The modified order.

Implemented in ats::BinanceExchangeManager.

◆ sendOrder()

virtual double ats::ExchangeManager::sendOrder ( Order & order )

pure virtual

Sends an order to the exchange.

Parameters

order The order to be sent to the exchange.

Returns: Filled quantity.

Implemented in ats::BinanceExchangeManager.

Member Data Documentation

◆ mOrderManager

OrderManager& ats::ExchangeManager::mOrderManager

protected

A reference to the OrderManager the EMS will be retrieving orders from

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

ExchangeManager.h
ExchangeManager.cpp

Public Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

◆ ExchangeManager()

Member Function Documentation

◆ cancelOrder()

◆ getBalances()

◆ getKlines()

◆ getOpenOrders()

◆ getOrderBook()

◆ getOrderStatus()

◆ getPrice()

◆ getTradeHistory()

◆ modifyOrder()

◆ sendOrder()

Member Data Documentation

◆ mOrderManager