Tick-data-receiver

This project connects to a trading server, receives market trade data, and saves it to a JSON file. It also requests any missing trade sequences from the server.

Requirements

• Windows OS
• Visual Studio (or MinGW for GCC)
• Winsock2 (included in Windows SDK)

Setup Instructions

1. Install Dependencies

Ensure you have a C++ compiler installed. If using MinGW, install it from:

• MinGW-w64

2. Clone the Repository

git clone https://github.com/your-repo/trade-data-collector.git
cd trade-data-collector

3. Compile the Code

g++ main.cpp -o trade_collector -lws2_32

Using Visual Studio Developer Command Prompt:

cl main.cpp /link ws2_32.lib

4. Run the Program

trade_collector.exe

5. Output

• The collected trade data is saved in abx_trades.json.
• Missing sequences are automatically requested from the server.
• The console logs received and recovered trade sequences.

Notes

• Ensure the trading server is running and accessible at 127.0.0.1:3000.
• Modify SERVER_ADDRESS and SERVER_PORT in the code if needed.
• Run the program with administrator privileges if required.

License

This project is licensed under the MIT License.