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zubrobot-ws

C++ ZUBR exchange trading robot sample
Orders price calculated as:

BUY = (current best purchase price + current best sale price) / 2 - interest - shift * position
SELL = (current best purchase price + current best sale price) / 2 + interest - shift * position

For educational purpose ONLY. Don't use for real trading!

dependencies

  • WebSocket++
  • Boost.System
  • Boost.Log
  • RapidJSON
  • OpenSSL
  • pthreads

build tools

  • CMake