roq-client

Trader

template<typename S>
struct Trader

TradingFactory

An implementation of the roq::client::Dispatcher interface.

struct TradingFactory

Trader2

struct Trader2

Public Static Functions

static void dispatch(Settings2 const&, Factory const&, algo::strategy::Config const&, std::span<std::string_view const> const&)

struct Factory

Subclassed by roq::client::Simulator::Factory

Public Functions

virtual std::unique_ptr<algo::Strategy> create_strategy(algo::Strategy::Dispatcher&, algo::OrderCache&, algo::strategy::Config const&) const = 0

Simulator

struct Simulator

Public Static Functions

static std::unique_ptr<algo::Reporter> dispatch(Settings2 const&, Factory const&, algo::strategy::Config const&, roq::algo::simulator::Config const&, std::span<std::string_view const> const&)

struct Factory : public roq::client::Trader2::Factory

Public Functions

virtual std::unique_ptr<algo::Reporter> create_reporter() const = 0

virtual std::unique_ptr<algo::Matcher> create_matcher(algo::Matcher::Dispatcher&, algo::OrderCache&, algo::matcher::Config const&) const = 0

MarketByPriceFactory

An implementation of the roq::client::MarketByPriceFactory interface.

struct MarketByPriceFactory

struct Options

EventLogReaderFactory

An implementation of the roq::client::EventLogReaderFactory interface.

struct EventLogReaderFactory

Settings2

struct Settings2

Subclassed by roq::client::flags::Settings

Public Members

detail::App app

detail::Loop loop

detail::Service service

detail::Common common