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FastMM C++ API 0.6.0
Public headers, tier 1 and tier 2
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This is the complete list of members for fastmm::HedgeExecutor, including all inherited members.
| active() const noexcept | fastmm::HedgeExecutor | inline |
| add_hedge(InstrumentId id, Ratio tolerance) noexcept | fastmm::HedgeExecutor | inline |
| add_source(InstrumentId id) noexcept | fastmm::HedgeExecutor | inline |
| can_hedge(const Ctx &ctx) const noexcept | fastmm::HedgeExecutor | inline |
| derisking() const noexcept | fastmm::HedgeExecutor | inline |
| fit_risk(const RiskHeadroom &h, const Instrument &inst, NewOrderRequest &r) noexcept | fastmm::HedgeExecutor | inlinestatic |
| halted() const noexcept | fastmm::HedgeExecutor | inline |
| hedge_count() const noexcept | fastmm::HedgeExecutor | inline |
| hedge_id(std::size_t i) const noexcept | fastmm::HedgeExecutor | inline |
| hedge_order(const Instrument &inst, Qty residual, Price best_bid, Price best_ask, Ratio tolerance, std::uint32_t tag) noexcept | fastmm::HedgeExecutor | inlinestatic |
| held() const noexcept | fastmm::HedgeExecutor | inline |
| involves(VenueId v) const noexcept | fastmm::HedgeExecutor | inline |
| is_hedge(InstrumentId id) const noexcept | fastmm::HedgeExecutor | inline |
| is_leg(InstrumentId id) const noexcept | fastmm::HedgeExecutor | inline |
| is_source(InstrumentId id) const noexcept | fastmm::HedgeExecutor | inline |
| kMaxFailures | fastmm::HedgeExecutor | static |
| kMaxHedges | fastmm::HedgeExecutor | static |
| kMaxSources | fastmm::HedgeExecutor | static |
| on_balance(Ctx &ctx, const BalanceMsg &m) noexcept | fastmm::HedgeExecutor | inline |
| on_book(Ctx &ctx, InstrumentId id) noexcept | fastmm::HedgeExecutor | inline |
| on_connection(Ctx &, const ConnectionStateMsg &m) noexcept | fastmm::HedgeExecutor | inline |
| on_fill(Ctx &ctx, const Fill &fill) noexcept | fastmm::HedgeExecutor | inline |
| on_order_update(Ctx &ctx, const OmsUpdate &u) noexcept | fastmm::HedgeExecutor | inline |
| on_timer(Ctx &ctx) noexcept | fastmm::HedgeExecutor | inline |
| qty_within(const Instrument &inst, Price price, Notional cap) noexcept | fastmm::HedgeExecutor | inlinestatic |
| ready() const noexcept | fastmm::HedgeExecutor | inline |
| Reason enum name | fastmm::HedgeExecutor | |
| reset() noexcept | fastmm::HedgeExecutor | inline |
| residual(const Ctx &ctx) const noexcept | fastmm::HedgeExecutor | inline |
| restart() noexcept | fastmm::HedgeExecutor | inline |
| risk_room(const RiskHeadroom &h, const Instrument &inst, Side side, Price price) noexcept | fastmm::HedgeExecutor | inlinestatic |
| set_config(const Config &cfg) noexcept | fastmm::HedgeExecutor | inline |
| set_target(Qty base) noexcept | fastmm::HedgeExecutor | inline |
| set_tolerance(std::size_t hedge, Ratio tolerance) noexcept | fastmm::HedgeExecutor | inline |
| start(Ctx &ctx, const Config &cfg) noexcept | fastmm::HedgeExecutor | inline |
| state() const noexcept | fastmm::HedgeExecutor | inline |
| State enum name | fastmm::HedgeExecutor | |
| stats() const noexcept | fastmm::HedgeExecutor | inline |
| status(const Ctx &ctx) const noexcept | fastmm::HedgeExecutor | inline |
| target() const noexcept | fastmm::HedgeExecutor | inline |
| to_base(const Instrument &inst, Qty contracts) noexcept | fastmm::HedgeExecutor | inlinestatic |
| to_contracts(const Instrument &inst, Qty base) noexcept | fastmm::HedgeExecutor | inlinestatic |
| to_string(Reason r) noexcept | fastmm::HedgeExecutor | inlinestatic |
| to_string(State s) noexcept | fastmm::HedgeExecutor | inlinestatic |
| uncertain(const OmsUpdate &u) noexcept | fastmm::HedgeExecutor | inlinestatic |
| update(Ctx &ctx) noexcept | fastmm::HedgeExecutor | inline |
| why(const Ctx &ctx, std::size_t i, std::int64_t now) const noexcept | fastmm::HedgeExecutor | inline |