FastMM documentation
FastMM C++ API 0.6.0
Public headers, tier 1 and tier 2
Loading...
Searching...
No Matches
fastmm::HedgeExecutor Member List

This is the complete list of members for fastmm::HedgeExecutor, including all inherited members.

active() const noexceptfastmm::HedgeExecutorinline
add_hedge(InstrumentId id, Ratio tolerance) noexceptfastmm::HedgeExecutorinline
add_source(InstrumentId id) noexceptfastmm::HedgeExecutorinline
can_hedge(const Ctx &ctx) const noexceptfastmm::HedgeExecutorinline
derisking() const noexceptfastmm::HedgeExecutorinline
fit_risk(const RiskHeadroom &h, const Instrument &inst, NewOrderRequest &r) noexceptfastmm::HedgeExecutorinlinestatic
halted() const noexceptfastmm::HedgeExecutorinline
hedge_count() const noexceptfastmm::HedgeExecutorinline
hedge_id(std::size_t i) const noexceptfastmm::HedgeExecutorinline
hedge_order(const Instrument &inst, Qty residual, Price best_bid, Price best_ask, Ratio tolerance, std::uint32_t tag) noexceptfastmm::HedgeExecutorinlinestatic
held() const noexceptfastmm::HedgeExecutorinline
involves(VenueId v) const noexceptfastmm::HedgeExecutorinline
is_hedge(InstrumentId id) const noexceptfastmm::HedgeExecutorinline
is_leg(InstrumentId id) const noexceptfastmm::HedgeExecutorinline
is_source(InstrumentId id) const noexceptfastmm::HedgeExecutorinline
kMaxFailuresfastmm::HedgeExecutorstatic
kMaxHedgesfastmm::HedgeExecutorstatic
kMaxSourcesfastmm::HedgeExecutorstatic
on_balance(Ctx &ctx, const BalanceMsg &m) noexceptfastmm::HedgeExecutorinline
on_book(Ctx &ctx, InstrumentId id) noexceptfastmm::HedgeExecutorinline
on_connection(Ctx &, const ConnectionStateMsg &m) noexceptfastmm::HedgeExecutorinline
on_fill(Ctx &ctx, const Fill &fill) noexceptfastmm::HedgeExecutorinline
on_order_update(Ctx &ctx, const OmsUpdate &u) noexceptfastmm::HedgeExecutorinline
on_timer(Ctx &ctx) noexceptfastmm::HedgeExecutorinline
qty_within(const Instrument &inst, Price price, Notional cap) noexceptfastmm::HedgeExecutorinlinestatic
ready() const noexceptfastmm::HedgeExecutorinline
Reason enum namefastmm::HedgeExecutor
reset() noexceptfastmm::HedgeExecutorinline
residual(const Ctx &ctx) const noexceptfastmm::HedgeExecutorinline
restart() noexceptfastmm::HedgeExecutorinline
risk_room(const RiskHeadroom &h, const Instrument &inst, Side side, Price price) noexceptfastmm::HedgeExecutorinlinestatic
set_config(const Config &cfg) noexceptfastmm::HedgeExecutorinline
set_target(Qty base) noexceptfastmm::HedgeExecutorinline
set_tolerance(std::size_t hedge, Ratio tolerance) noexceptfastmm::HedgeExecutorinline
start(Ctx &ctx, const Config &cfg) noexceptfastmm::HedgeExecutorinline
state() const noexceptfastmm::HedgeExecutorinline
State enum namefastmm::HedgeExecutor
stats() const noexceptfastmm::HedgeExecutorinline
status(const Ctx &ctx) const noexceptfastmm::HedgeExecutorinline
target() const noexceptfastmm::HedgeExecutorinline
to_base(const Instrument &inst, Qty contracts) noexceptfastmm::HedgeExecutorinlinestatic
to_contracts(const Instrument &inst, Qty base) noexceptfastmm::HedgeExecutorinlinestatic
to_string(Reason r) noexceptfastmm::HedgeExecutorinlinestatic
to_string(State s) noexceptfastmm::HedgeExecutorinlinestatic
uncertain(const OmsUpdate &u) noexceptfastmm::HedgeExecutorinlinestatic
update(Ctx &ctx) noexceptfastmm::HedgeExecutorinline
why(const Ctx &ctx, std::size_t i, std::int64_t now) const noexceptfastmm::HedgeExecutorinline