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

Files

 blocking_http.hpp
 BlockingHttp: one synchronous HTTPS request on a private Reactor + HttpClient.
 
 connection_slot.hpp
 ConnectionSlot<Handler>: owns either a plain-TCP or a TLS net::Connection depending on the URL scheme (ws:// for the local simulator, wss:// for the testnets) and forwards the control operations.
 
 dead_mans_switch.hpp
 Venue-side dead man's switch: the venue cancels the account's resting orders when the connector stops talking to it, whatever the reason.
 
 decimal.hpp
 Exact decimal helpers for venue payloads (6.2).
 
 error_action.hpp
 Venue error classification shared by every connector's error map: the engine-facing RejectReason plus what the connector itself must do (cool down, resync the clock, reconcile, stop).
 
 event_sink.hpp
 EventSink (5.15): the net -> engine seam.
 
 feed.hpp
 Hot-path connector concepts (6.2).
 
 json_writer.hpp
 JsonWriter: append-only JSON builder over a caller-provided fixed buffer (no heap).
 
 order_commands.hpp
 OrderCommand: a uniform, non-owning view over the three outbound engine messages (OutNewOrderMsg / OutCancelMsg / OutReplaceMsg) so encoders switch on one enum instead of three message types.
 
 order_events.hpp
 Helpers that build the normalised order/connection events a connector emits from its control logic (WebSocket API responses, REST replies, local rejects).
 
 padded_json.hpp
 PaddedJson: owns a copy of a JSON text with kJsonPadding zero bytes behind it so the decoders (which assume RecvBuffer-style padding) can be driven from fixtures, tests and benchmarks.
 
 rate_limiter.hpp
 RateLimiter (6.4/6.5): client-side accounting of venue rate limits so we refuse to send before the venue does.
 
 raw_recorder.hpp
 RawRecorder: appends every raw WebSocket frame to <dir>/<venue>-<channel>.jsonl (one frame per line, prefixed with the receive timestamp; binary frames as hex) so fixtures can be captured from a live session (fastmm-live --record-raw DIR, plan 8.8).
 
 registry.hpp
 Venue registry: [venues.
 
 request_id.hpp
 Request ids shared by the JSON order-entry encoders: "\<kind\>\<cl_ord_id\>" with kind n/c/r/a (1 + 14 chars), so a WebSocket API response maps back to the command with no lookup table.
 
 rest_channel.hpp
 RestChannel: reactor-driven keep-alive HTTP(S) client with lazy (re)connection, for the venue control requests that run on the net thread (depth snapshots, openOrders, listenKey keepalive, order-entry REST fallback).
 
 symbology.hpp
 SymbolTable (6.2): venue symbol <-> InstrumentId.
 
 venue.hpp
 Venue: the control-path interface every exchange connector implements (6.2).
 
 wire_latency.hpp
 Network-thread order latency: what happens to an outbound order after the engine pushed it into the venue's outbound ring.