fastmm::FeeTable Class Reference

#include <fastmm/core/fees.hpp>

Public Member Functions
constexpr	FeeTable () noexcept=default
void	set_default (FeeRates s) noexcept
	Rates of every instrument without an override.
void	set_instrument (InstrumentId id, FeeRates s) noexcept
constexpr bool	has_override (InstrumentId id) const noexcept
constexpr const FeeRates &	default_schedule () const noexcept
constexpr const FeeRates &	schedule (InstrumentId id) const noexcept
constexpr bool	is_uniform () const noexcept
	True when every override equals the default, so one line describes the whole run.
constexpr std::int64_t	maker_cbps () const noexcept
constexpr std::int64_t	taker_cbps () const noexcept
constexpr Notional	fee (InstrumentId id, Price px, Qty qty, Liquidity l) const noexcept
constexpr Notional	fee (Price px, Qty qty, Liquidity l) const noexcept
	The default rates; for callers without an instrument (the sim exchange server).
constexpr Notional	fee (Notional n, Liquidity l) const noexcept

Static Public Member Functions
static FeeTable	from_bps (double maker_bps, double taker_bps) noexcept
	Every instrument pays the same rates.
static FeeTable	uniform (FeeRates s) noexcept

Constructor & Destructor Documentation

FeeTable()

constexpr fastmm::FeeTable::FeeTable ( )

constexprdefaultnoexcept

Member Function Documentation

from_bps()

static FeeTable fastmm::FeeTable::from_bps ( double  maker_bps, double  taker_bps  )

inlinestaticnoexcept

Every instrument pays the same rates.

uniform()

static FeeTable fastmm::FeeTable::uniform ( FeeRates  s )

inlinestaticnoexcept

set_default()

void fastmm::FeeTable::set_default ( FeeRates  s )

inlinenoexcept

Rates of every instrument without an override.

set_instrument()

void fastmm::FeeTable::set_instrument ( InstrumentId  id, FeeRates  s  )

inlinenoexcept

has_override()

constexpr bool fastmm::FeeTable::has_override ( InstrumentId  id ) const

inlineconstexprnoexcept

default_schedule()

constexpr const FeeRates & fastmm::FeeTable::default_schedule ( ) const

inlineconstexprnoexcept

schedule()

constexpr const FeeRates & fastmm::FeeTable::schedule ( InstrumentId  id ) const

inlineconstexprnoexcept

is_uniform()

constexpr bool fastmm::FeeTable::is_uniform ( ) const

inlineconstexprnoexcept

True when every override equals the default, so one line describes the whole run.

maker_cbps()

constexpr std::int64_t fastmm::FeeTable::maker_cbps ( ) const

inlineconstexprnoexcept

taker_cbps()

constexpr std::int64_t fastmm::FeeTable::taker_cbps ( ) const

inlineconstexprnoexcept

fee() [1/3]

constexpr Notional fastmm::FeeTable::fee ( InstrumentId  id, Price  px, Qty  qty, Liquidity  l  ) const

inlineconstexprnoexcept

fee() [2/3]

constexpr Notional fastmm::FeeTable::fee ( Price  px, Qty  qty, Liquidity  l  ) const

inlineconstexprnoexcept

The default rates; for callers without an instrument (the sim exchange server).

fee() [3/3]

constexpr Notional fastmm::FeeTable::fee ( Notional  n, Liquidity  l  ) const

inlineconstexprnoexcept