TradeBus

TradeBus distributes TradeEvent objects to subscribers. It is implemented via the generic EventBus template.

Definition

#ifdef USE_SYNC_MARKET_BUS
using TradeBus = EventBus<TradeEvent, SyncPolicy<TradeEvent>>;
#else
using TradeBus = EventBus<TradeEvent, AsyncPolicy<TradeEvent>>;
#endif

Responsibilities

• Broadcast trades to strategies and analytics modules
• Provide sequence numbering when publishing

Notes

• Combined with BookUpdateBus in MarketDataBus
• Controlled by the USE_SYNC_MARKET_BUS compile definition