book_syncer.hpp File Reference

BookSyncer: venue-agnostic snapshot/delta synchronisation FSM (5.4), instantiated per instrument on the net thread. More...

#include "fastmm/core/config_macros.hpp"
#include "fastmm/core/messages.hpp"
#include <cstddef>
#include <cstdint>
#include <cstring>
#include <memory>

Go to the source code of this file.

Classes
struct	fastmm::BinanceSpotSyncTraits
	Binance Spot: snapshot via REST (lastUpdateId = L). More...
struct	fastmm::BinanceFuturesSyncTraits
	Binance USDT-M futures: first applied delta must have U <= L and u >= L; afterwards each delta's pu must equal the previous delta's u. More...
struct	fastmm::BybitSyncTraits
	Bybit v5: the stream itself sends a snapshot first (kSnapshot flag), then deltas whose u must be strictly increasing; u == 1 means the venue restarted the book (treated as a snapshot marker -> resubscribe). More...
class	fastmm::BookSyncer< Traits, Sink >

Namespaces
namespace	fastmm

Enumerations
enum class	fastmm::SyncState : std::uint8_t { fastmm::Idle = 0 , fastmm::Buffering = 1 , fastmm::Synced = 2 , fastmm::Resync = 3 }
enum class	fastmm::SyncReason : std::uint8_t {   fastmm::None = 0 , fastmm::SequenceGap = 1 , fastmm::BufferOverflow = 2 , fastmm::SnapshotTooOld = 3 ,   fastmm::Explicit = 4 , fastmm::SnapshotMarker = 5 , fastmm::ChecksumMismatch = 6 }

Functions
constexpr const char *	fastmm::to_string (SyncReason r) noexcept
constexpr const char *	fastmm::to_string (SyncState s) noexcept

Detailed Description

BookSyncer: venue-agnostic snapshot/delta synchronisation FSM (5.4), instantiated per instrument on the net thread.

Venue rules are supplied by SyncTraits; the engine only ever sees normalised BookSnapshot / BookDelta events, so replay is protocol-free.

Idle --start()--> Buffering --snapshot ok--> Synced --gap--> Resync --start()--> Buffering

Sink interface (a struct or lambda-holder): void on_snapshot(const BookDeltaMsg&) // kSnapshot set void on_delta(const BookDeltaMsg&) void on_resync(SyncReason) // emitted before the next snapshot request void request_snapshot() // REST fetch (venues with kNeedsRestSnapshot)

Buffered deltas are copied into a fixed byte arena (no allocation after construction).