BetaTrader
A HFT Eco-System
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CandleAggregator.h File Reference
#include "common/Types.h"
#include "data/MarketHistoryRepository.h"
#include <map>
#include <mutex>
#include <vector>
#include <functional>
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Classes

struct  ohlc::CandleAggregator::Aggregate
 
class  ohlc::CandleAggregator
 Aggregates trade updates into OHLC candles and persists them. More...
 

Namespaces

namespace  ohlc