I am using quantconnect engine, which is written in C#, I have a library for broker messaging system written in C++, basically a class with setup, run, send message methods.
What I am trying to do is to somehow use the class written in C++ in C#. How can I do it? One of ideas is to convert C++ to C and then C to C++.
I know that there is easy way to do so in windows but I think on Linux it's not available. https://docs.microsoft.com/en-us/cpp/dotnet/how-to-wrap-native-class-for-use-by-csharp?view=msvc-170
I was also thinking that maybe instead of trying to port C++ class I could make some kind of binary that is running as a separate process and C# code is communicating, calling its functions. Is there any technology that enables me it?
Thanks for help and please keep in mind that I am a beginner so the easiest solutions are the best for me.