ExchangeConnector (interface)

Abstract base class that adapts a specific exchange’s WebSocket/REST feed to FLOX.

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;       // connect / subscribe
  virtual void stop()   = 0;       // disconnect / clean up
  virtual std::string exchangeId() const = 0;  // “bybit-btcusdt”, etc.

  virtual void setCallbacks(BookUpdateCallback onBookUpdate,
                            TradeCallback      onTrade);

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

private:
  BookUpdateCallback _onBookUpdate;
  TradeCallback      _onTrade;
};

Purpose

• Provide a uniform interface so the engine can treat all exchanges the same.
• Forward raw market data as strongly typed events (BookUpdateEvent, TradeEvent).

Key Points

Method	Role
start() / stop()	Lifecycle hooks called by ConnectorManager.
exchangeId()	Returns unique ID used as map key and log prefix.
setCallbacks()	Injects lambdas that publish into EventBus instances.
emitBookUpdate() / emitTrade()	Protected helpers that invoke the stored callbacks.

Implementation Sketch

class BybitConnector : public ExchangeConnector {
  void start() override { /* open ws, auth, subscribe */ }
  void stop()  override { /* close ws */                }
  std::string exchangeId() const override { return "bybit"; }

  // on incoming WS frame:
  void onMessage(...) {
    BookUpdateEvent ev{arena};
    // fill ev…
    emitBookUpdate(ev);
  }
};

Notes

• Callbacks are std::move_only_function → avoids accidental copies of heavy lambdas.
• Thread safety left to concrete implementation (each connector may run its own I/O thread).