ExchangeConnector

The ExchangeConnector class defines an abstract interface for connecting to and receiving data from external trading venues.
It serves as the foundation for real or simulated exchange integrations.

Purpose

To provide a standard API for: - Subscribing to order book and trade data - Starting/stopping market data streams - Identifying the source of data

Class Definition

class ExchangeConnector {
public:
  virtual ~ExchangeConnector() = default;

  using BookUpdateCallback = std::function<void(const BookUpdate &)>;
  using TradeCallback = std::function<void(const Trade &)>;

  virtual void start() = 0;
  virtual void stop() = 0;

  virtual std::string exchangeId() const = 0;

  virtual void setCallbacks(BookUpdateCallback onBookUpdate,
                            TradeCallback onTrade);
};

Responsibilities

• Implements start() and stop() lifecycle for data streaming
• Delivers BookUpdate and Trade data via registered callbacks
• Identifies itself via exchangeId()

Usage

• Subclasses (e.g. BybitConnector, MockConnector) override the abstract methods
• setCallbacks() connects internal emitters to external handlers
• Use emitBookUpdate(...) and emitTrade(...) to dispatch data

Notes

• Callbacks are optional but should be set before start()
• Thread safety and reconnect logic are the responsibility of the derived class