Arbitrage

struct Factory

Public Static Functions

static std::unique_ptr<Strategy> create(Strategy::Dispatcher&, OrderCache&, strategy::Config const&, Parameters const&)
static std::unique_ptr<Strategy> create(Strategy::Dispatcher&, OrderCache&, strategy::Config const&, std::string_view const &parameters)
static std::span<strategy::Meta const> get_meta()
struct Parameters

Public Members

MarketDataSource market_data_source = {}
std::chrono::nanoseconds max_age = {}
double threshold = NaN
double quantity_0 = NaN
double min_position_0 = NaN
double max_position_0 = NaN
uint8_t publish_source = {}