ohlc::CandleAggregator Class Reference

Aggregates trade updates into OHLC candles and persists them. More...

#include <CandleAggregator.h>

Collaboration diagram for ohlc::CandleAggregator:

Classes
struct	Aggregate

Public Types
using	CandleCallback = std::function< void(int interval, const Candle &)>

Public Member Functions
	CandleAggregator (MarketHistoryRepository &repo)
	~CandleAggregator ()=default
void	onTrade (const std::string &symbol, double price, uint64_t qty, int64_t timestampNs)
void	setCandleCallback (CandleCallback cb)

Private Member Functions
void	updateAggregate (Aggregate &agg, int interval, const std::string &symbol, double price, uint64_t qty, int64_t timestampNs)

Private Attributes
std::map< std::string, std::map< int, Aggregate > >	mAggregates
CandleCallback	mCallback
std::mutex	mMutex
MarketHistoryRepository &	mRepo

Detailed Description

Aggregates trade updates into OHLC candles and persists them.

Member Typedef Documentation

CandleCallback

using ohlc::CandleAggregator::CandleCallback = std::function<void(int interval, const Candle&)>

Constructor & Destructor Documentation

CandleAggregator()

ohlc::CandleAggregator::CandleAggregator

(

MarketHistoryRepository &

repo

)

~CandleAggregator()

ohlc::CandleAggregator::~CandleAggregator ( )

default

Member Function Documentation

onTrade()

void ohlc::CandleAggregator::onTrade	(	const std::string &	symbol,
		double	price,
		uint64_t	qty,
		int64_t	timestampNs
	)

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setCandleCallback()

void ohlc::CandleAggregator::setCandleCallback ( CandleCallback  cb )

inline

updateAggregate()

void ohlc::CandleAggregator::updateAggregate ( Aggregate &  agg, int  interval, const std::string &  symbol, double  price, uint64_t  qty, int64_t  timestampNs  )

private

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Member Data Documentation

mAggregates

std::map<std::string, std::map<int, Aggregate> > ohlc::CandleAggregator::mAggregates

private

mCallback

CandleCallback ohlc::CandleAggregator::mCallback

private

mMutex

std::mutex ohlc::CandleAggregator::mMutex

private

mRepo

MarketHistoryRepository& ohlc::CandleAggregator::mRepo

private

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

• client/client_ohlc/include/ohlc/CandleAggregator.h
• client/client_ohlc/src/CandleAggregator.cpp