|
FastMM C++ API 0.6.0
Public headers, tier 1 and tier 2
|
Files | |
| factories.hpp | |
| Every factory definition (Sim, Replay, Live). | |
| factory_live.hpp | |
| Definition of fastmm::live_factory<S> (declared in strategies/module.hpp): builds Engine<S, TscClock, LiveTransport, RingFeed> on the live::LiveBackend that RunnerDeps::backend points at. | |
| factory_replay.hpp | |
| Definition of fastmm::replay_factory<S> (declared in strategies/module.hpp): builds Engine<S, SimClock, ReplayTransport, JournalFeed> on the sim::ReplayBackend that RunnerDeps::backend points at. | |
| factory_sim.hpp | |
| Definition of fastmm::sim_factory<S> (declared in strategies/module.hpp): builds Engine<S, SimClock, SimTransport, InlineFeed> on the sim::SimBackend that RunnerDeps::backend points at. | |
| hedge_executor.hpp | |
| HedgeExecutor: keeps a strategy's exposure hedged with taker orders (docs/how-to/strategies/ hedge-executor.md). | |
| hooks.hpp | |
| Strategy hooks (ADR-0012): the hook table, the compile-time checker and the Fill view. | |
| module.hpp | |
| Strategy modules (ADR-0012, section 5): one registration function per strategy library. | |
| param_publisher.hpp | |
| ParamPublisher: builds ParamUpdate messages for a running engine, off the engine thread (ADR-0013). | |
| params.hpp | |
| Strategy parameter schema (8.6, ADR-0012). | |
| quoting.hpp | |
| Quoting helpers for strategies (ADR-0012): integer-only, noexcept, no allocation. | |
| registry.hpp | |
| Strategy registry (8.6, ADR-0012): name -> parameter schema + one factory per transport kind, each producing an IEngineRunner. | |
| strategy.hpp | |
| Strategy concept and the StrategyBase helper (8.6). | |