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8 changes: 6 additions & 2 deletions include/velox/core/symbol_engine.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -16,8 +16,8 @@ class SymbolEngine {
m_engine(symbol, risk_manager, gateway, position_manager) {}

// Called by Feed Handler thread to push an order from ITCH
void on_market_order(Order* order) {
m_engine.submit_order(order);
bool on_market_order(Order* order) {
return m_engine.submit_order(order);
}

// Called by Matching Engine thread to run matching
Expand All @@ -41,6 +41,10 @@ class SymbolEngine {
// Get symbol
const char* symbol() { return m_book.symbol(); }

OrderBook& get_order_book() {
return m_book;
}

private:
OrderBook m_book;
MatchingEngine m_engine;
Expand Down
40 changes: 40 additions & 0 deletions include/velox/sim/strategy/bot_manager.hpp
Original file line number Diff line number Diff line change
@@ -0,0 +1,40 @@
#pragma once
#include <memory>
#include <vector>
#include <unordered_map>
#include "velox/sim/strategy/bots.hpp"
#include "velox/book/book_snapshot.hpp"
#include "lockfree/spsc_queue.hpp"

namespace velox {
namespace bot {

class BotManager {
public:
using OrderQueue = lockfree::SPSCQueue<Order, 65536>;

BotManager();
~BotManager();

// Register a bot (takes ownership)
void register_bot(std::unique_ptr<TradingBot> bot);

// Called by snapshot thread to distribute snapshots to bots
void on_snapshot(const BookSnapshot& snapshot);

// Called by matching engine thread to consume orders
bool pop_order(Order& order);
void push_order(const Order& order);

// Statistics
size_t bot_count() const { return m_bots.size(); }
uint64_t orders_queued() const;

private:
std::vector<std::unique_ptr<TradingBot>> m_bots;
std::unordered_map<std::string, std::vector<TradingBot*>> m_bots_by_symbol;
OrderQueue m_order_queue;
};

}
}
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