Open xchg-rax-rax opened 1 year ago
After some playing around I've concluded that the best approach is start out by creating classes specific to a few exchange that we wish to connect to and then once we have gained a better understanding of what the requirements of this class truly is and the correct abstractions required to support them, we will then create this class.
For now we will create a number of new issues to cover creating QuoteService classes for the different exchanges
Overview
The QuoteService class will be the core class of this application. It will be responsible for the following:
Implementation
QuoteService should be implemented in a modular fashion which permits it to be used to manage the interaction with essentially any crypto exchange's websocket API. The best way of doing this is not trivially obvious in advanced so one aught to be willing to experiment during this process. The two options I see are:
std::function
s which define it's exchange specific behaviorMy inclination (bias) is towards the former, but it may be better to opt for the latter in this situation