Hi all, I am working on a project for automated trading, and we are looking to integrate Lime API. Our existing strategy code is in python, and requires synchronous api calls. Lime's API is in C++, and is largely asynchronous. We plan to use boost.python as a wrapper for the C++ code, and to use promises (std::future) to handle the async. Is this a good approach? If not, what are some recommended alternatives?
This is one the most famous libraries for another broker. The author handles async responses there. https://github.com/erdewit/ib_insync They seem to be using asyncio.