fastmm::store::Backend Class Reference

#include <fastmm/store/backend.hpp>

Public Member Functions
	Backend ()=default
virtual	~Backend ()=default
	Backend (const Backend &)=delete
Backend &	operator= (const Backend &)=delete
virtual std::string_view	name () const noexcept=0
virtual Result< void, std::string >	open (const BackendOptions &opts)=0
	Opens or creates the store and brings its schema up to date.
virtual Result< void, std::string >	session_open (const SessionOpen &s)=0
virtual Result< void, std::string >	instruments (std::uint64_t session_id, std::span< const Instrument > table)=0
	The instrument table of this session, by dense id.
virtual void	begin ()=0
	One batch. StoreThread calls begin(), then zero or more records, then commit().
virtual void	fill (const FillRecord &r)=0
virtual void	order (const OrderRecord &r)=0
virtual void	position (const PositionRecord &r)=0
virtual void	kill (const KillRecord &r)=0
virtual void	funding (const FundingRecord &)
	A funding payment.
virtual void	replayed (const ReplayedRecord &)
	A venue's execution replay ended complete.
virtual void	param (const ParamRecord &)
	A strategy parameter update the engine applied. The default drops it.
virtual void	reject (const RejectRecord &)
	An order refused by the pre-trade checks or by its venue. The default drops it.
virtual void	commit ()=0
virtual Result< void, std::string >	session_close (const SessionClose &s)=0
virtual void	close ()=0
virtual std::uint64_t	rows () const noexcept=0
virtual std::uint64_t	errors () const noexcept=0
virtual std::string	last_error () const =0

Constructor & Destructor Documentation

Backend() [1/2]

fastmm::store::Backend::Backend ( )

default

~Backend()

virtual fastmm::store::Backend::~Backend ( )

virtualdefault

Backend() [2/2]

fastmm::store::Backend::Backend ( const Backend &  )

delete

Member Function Documentation

operator=()

Backend & fastmm::store::Backend::operator= ( const Backend &  )

delete

name()

virtual std::string_view fastmm::store::Backend::name ( ) const

pure virtualnoexcept

open()

virtual Result< void, std::string > fastmm::store::Backend::open ( const BackendOptions &  opts )

pure virtual

Opens or creates the store and brings its schema up to date.

A failure here stops the session from starting: an operator who does not want a store sets backend = "none".

session_open()

virtual Result< void, std::string > fastmm::store::Backend::session_open ( const SessionOpen &  s )

pure virtual

instruments()

virtual Result< void, std::string > fastmm::store::Backend::instruments ( std::uint64_t  session_id, std::span< const Instrument >  table  )

pure virtual

The instrument table of this session, by dense id.

begin()

virtual void fastmm::store::Backend::begin ( )

pure virtual

One batch. StoreThread calls begin(), then zero or more records, then commit().

fill()

virtual void fastmm::store::Backend::fill ( const FillRecord &  r )

pure virtual

order()

virtual void fastmm::store::Backend::order ( const OrderRecord &  r )

pure virtual

position()

virtual void fastmm::store::Backend::position ( const PositionRecord &  r )

pure virtual

kill()

virtual void fastmm::store::Backend::kill ( const KillRecord &  r )

pure virtual

funding()

virtual void fastmm::store::Backend::funding ( const FundingRecord &  )

inlinevirtual

A funding payment.

The default drops it: a backend written before funding was booked keeps building (its positions still carry funding inside realized).

replayed()

virtual void fastmm::store::Backend::replayed ( const ReplayedRecord &  )

inlinevirtual

A venue's execution replay ended complete.

The default drops it: a restart from such a store judges a session by whether it placed an order on the venue or shut down (Recovery).

param()

virtual void fastmm::store::Backend::param ( const ParamRecord &  )

inlinevirtual

A strategy parameter update the engine applied. The default drops it.

reject()

virtual void fastmm::store::Backend::reject ( const RejectRecord &  )

inlinevirtual

An order refused by the pre-trade checks or by its venue. The default drops it.

commit()

virtual void fastmm::store::Backend::commit ( )

pure virtual

session_close()

virtual Result< void, std::string > fastmm::store::Backend::session_close ( const SessionClose &  s )

pure virtual

close()

virtual void fastmm::store::Backend::close ( )

pure virtual

rows()

virtual std::uint64_t fastmm::store::Backend::rows ( ) const

pure virtualnoexcept

errors()

virtual std::uint64_t fastmm::store::Backend::errors ( ) const

pure virtualnoexcept

last_error()

virtual std::string fastmm::store::Backend::last_error ( ) const

pure virtual