config.hpp File Reference

Typed configuration (8.7). More...

#include "fastmm/core/account_pool.hpp"
#include "fastmm/core/balance_book.hpp"
#include "fastmm/core/enums.hpp"
#include "fastmm/core/fees.hpp"
#include "fastmm/core/fx.hpp"
#include "fastmm/core/instrument.hpp"
#include "fastmm/core/perp_book.hpp"
#include "fastmm/core/quote_manager.hpp"
#include "fastmm/core/risk.hpp"
#include "fastmm/core/thread_utils.hpp"
#include "fastmm/core/treasury.hpp"
#include "fastmm/core/underlying.hpp"
#include "fastmm/strategies/params.hpp"
#include <cstdint>
#include <map>
#include <optional>
#include <stdexcept>
#include <string>
#include <string_view>
#include <vector>

Go to the source code of this file.

Classes
class	fastmm::ConfigError
struct	fastmm::EngineSection
struct	fastmm::FeesSection
struct	fastmm::TreasurySection
	[venues. More...
struct	fastmm::VenueSection
struct	fastmm::InstrumentSection
struct	fastmm::StrategySection
struct	fastmm::RiskSection
struct	fastmm::GatewaySection
	fastmm-gateway's account guards: one venue's account, shared by every attached strategy. More...
struct	fastmm::LoggingSection
struct	fastmm::GenericSection
	Free-form section used by the sim / backtest libraries: dotted keys -> stringified value. More...
struct	fastmm::ConfigLoadOptions
class	fastmm::Config

Namespaces
namespace	fastmm

Functions
InstrumentTable	fastmm::load_instruments (const Config &cfg)
	Builds the dense instrument table (src/core/instrument_loader.cpp). Throws ConfigError.
FeeTable	fastmm::fee_table (const Config &cfg, const InstrumentTable *table=nullptr, const std::vector< std::string > *venue_names=nullptr)
	The fee rates of each instrument: its [[instruments]] maker_bps / taker_bps, else its venue's [venues.
BalanceConfig	fastmm::balance_config (const Config &cfg, const InstrumentTable *table=nullptr, const std::vector< std::string > *venue_names=nullptr)
	[risk] check_balance and each instrument's [[instruments]] initial_margin, the instruments mapped as fee_table() maps them.
PerpConfig	fastmm::perp_config (const Config &cfg)
	[accounting] mark, stale_mark_ms and stale_funding_ms.

Variables
constexpr std::size_t	fastmm::kMaxVenuesConfig = 8
	== kMaxVenues (transport.hpp)
constexpr int	fastmm::kMinFillAuditIntervalS = 10
	The shortest [venues.<name>] fill_audit_interval_s: an audit reads every subscribed symbol.

Detailed Description

Typed configuration (8.7).

TOML parsing lives in src/core/config.cpp (toml++ is a private dependency of fastmm_core); this header exposes only plain structs.

Sections: [engine] [venues.<x>] [venues.<x>.fees] [[instruments]] [strategy] [strategy.params] [risk] [gateway] [accounting] [accounting.fx] [logging] [sim] [backtest] [storage] A [venues.<x>] key the generic parser does not read is kept verbatim in VenueSection::extra: the connector kind names owns it (include/fastmm/venues/registry.hpp). Rules: ${VAR} is substituted only inside [venues.*] strings; a value that looks like an inline secret (> 32 chars, no ${) is rejected unless allow_inline_secrets; redacted() prints the config with secrets masked; validation errors carry line:col.