Strategies::Noise Class Reference

The noise trader strategy logic. More...

#include <noise.hpp>

Public Member Functions
	Noise (asio::io_context &feed_context, asio::io_context &context, nlohmann::json options)
	Initialize the strategy. More...
void	did_receive (DataFeedReceiver *receiver, const DataFeed::Messages::StartOfSession &message)
	Handle a start of session message. More...
void	did_receive (DataFeedReceiver *receiver, const DataFeed::Messages::EndOfSession &message)
	Handle an end of session message. More...
void	did_receive (DataFeedReceiver *receiver, const DataFeed::Messages::Clear &message)
	Handle a clear book message. More...
void	did_receive (DataFeedReceiver *receiver, const DataFeed::Messages::AddOrder &message)
	Handle an add order message. More...
void	did_receive (DataFeedReceiver *receiver, const DataFeed::Messages::DeleteOrder &message)
	Handle a delete order message. More...
void	did_receive (DataFeedReceiver *receiver, const DataFeed::Messages::Trade &message)
	Handle a trade message. More...

Detailed Description

The noise trader strategy logic.

Noise Agent Algorithm

Constructor & Destructor Documentation

Noise()

Strategies::Noise::Noise ( asio::io_context &  feed_context, asio::io_context &  context, nlohmann::json  options  )

inline

Initialize the strategy.

Parameters

feed_context	the IO context to create the feed with
context	the IO context to create the strategy with
options	the JSON object with strategy-dependent options

Member Function Documentation

did_receive() [1/6]

void Strategies::Noise::did_receive ( DataFeedReceiver *  receiver, const DataFeed::Messages::AddOrder &  message  )

inline

Handle an add order message.

Parameters

receiver	the receiver that is handling the message
message	the message to handle

did_receive() [2/6]

void Strategies::Noise::did_receive ( DataFeedReceiver *  receiver, const DataFeed::Messages::Clear &  message  )

inline

Handle a clear book message.

Parameters

receiver	the receiver that is handling the message
message	the message to handle

did_receive() [3/6]

void Strategies::Noise::did_receive ( DataFeedReceiver *  receiver, const DataFeed::Messages::DeleteOrder &  message  )

inline

Handle a delete order message.

Parameters

receiver	the receiver that is handling the message
message	the message to handle

did_receive() [4/6]

void Strategies::Noise::did_receive ( DataFeedReceiver *  receiver, const DataFeed::Messages::EndOfSession &  message  )

inline

Handle an end of session message.

Parameters

receiver	the receiver that is handling the message
message	the message to handle

did_receive() [5/6]

void Strategies::Noise::did_receive ( DataFeedReceiver *  receiver, const DataFeed::Messages::StartOfSession &  message  )

inline

Handle a start of session message.

Parameters

receiver	the receiver that is handling the message
message	the message to handle

did_receive() [6/6]

void Strategies::Noise::did_receive ( DataFeedReceiver *  receiver, const DataFeed::Messages::Trade &  message  )

inline

Handle a trade message.

Parameters

receiver	the receiver that is handling the message
message	the message to handle

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

• include/strategies/noise.hpp