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So this isn't that hard actually. We just need to tell our users to upload a statically linkedso library. Then we don't even have to worry about libc or libstdc++ differences. We just dlopen and call the functions we want.
I will take this issue. Goal is to get it done by the "dress rehearsal" run of NUTC. We sorta have support with #97 and #98 (but its very jank, either going cpp -> py -> cpp or requiring an execv call, respectively).
What needs to be done to get this working is:
Add algo type info to firebase (@stevenewald you'll need to help me with that one)
Make the wrapper aware of different algo types
Add code to wrapper to dlopen a shared object and run its methods
Add code to linter to check for expected functions in the shared object and test if they work
Provide sample C++ project
The API with consist of four functions:
set_order_callback
on_trade_update
on_orderbook_update
on_account_update
The first one just allows us to tell the users' code what function they need to call too place an order. We will provide this for them.
The text was updated successfully, but these errors were encountered:
So this isn't that hard actually. We just need to tell our users to upload a statically linked
so
library. Then we don't even have to worry aboutlibc
orlibstdc++
differences. We justdlopen
and call the functions we want.I will take this issue. Goal is to get it done by the "dress rehearsal" run of NUTC. We sorta have support with #97 and #98 (but its very jank, either going
cpp -> py -> cpp
or requiring anexecv
call, respectively).What needs to be done to get this working is:
dlopen
a shared object and run its methodsThe API with consist of four functions:
set_order_callback
on_trade_update
on_orderbook_update
on_account_update
The first one just allows us to tell the users' code what function they need to call too place an order. We will provide this for them.
The text was updated successfully, but these errors were encountered: