ExchangeConnector

ExchangeConnector is the abstract interface for real-time market data adapters. It provides lifecycle control and typed callback delivery for BookUpdateEvent and TradeEvent.

class ExchangeConnector {
public:
  using BookUpdateCallback = std::move_only_function<void(const BookUpdateEvent&)>;
  using TradeCallback      = std::move_only_function<void(const TradeEvent&)>;

  virtual ~ExchangeConnector() = default;

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

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

  virtual void setCallbacks(BookUpdateCallback onBookUpdate, TradeCallback onTrade);

protected:
  void emitBookUpdate(const BookUpdateEvent& bu);
  void emitTrade(const TradeEvent& t);
};

Purpose

• Abstract base for all exchange-specific connectors (e.g. Bybit, Mock, Replay), handling event emission and lifecycle.

Responsibilities

Aspect	Details
Lifecycle	start() and stop() control external connectivity and data flow.
Identity	exchangeId() provides a stable identifier for the connector instance.
Callbacks	setCallbacks() binds downstream handlers for book and trade events.
Event Routing	emitBookUpdate() and emitTrade() dispatch data to subscribers.

Notes

• Callbacks use std::move_only_function to avoid std::function overhead and enable capturing closures with ownership.
• Implementations must call emit*() manually from internal processing (e.g. websocket handler).
• The class is intentionally non-copyable and non-thread-safe — connectors are expected to run in isolated threads.