FastMM documentation
FastMM C++ API 0.6.0
Public headers, tier 1 and tier 2
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strategies Directory Reference

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).