ATS
An algorithmic trading system completely written in C++
include Directory Reference

Files

file  ats.h [code]
 Main header file for the ATS library.
 
file  BinanceExchangeManager.h [code]
 This class is responsible for managing orders and interacting with the Binance exchange API. This class implements the ExchangeManager interface and provides functionality to send, modify, and cancel orders, as well as get the status of open orders, get the trade history, and get the current price of a symbol. It also provides a method to get the user's account information from the Binance API.
 
file  ExchangeManager.h [code]
 Contains an abstract class ExchangeManager The ExchangeManager class is an abstract class that defines the interface for managing orders on an exchange.
 
file  MarketData.h [code]
 Contains the declaration of the MarketData class, which handles the streaming of market data for the trading system.
 
file  OrderManager.h [code]
 Contains the declaration of the OrderManager class and related enums and structs.
 
file  PositionManager.h [code]
 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.
 
file  RiskManager.h [code]
 
file  Strategy.h [code]
 Defines an abstract interface for trading strategies.
 
file  Trade.h [code]
 Contains the Trade class definition.