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FastMM C++ API 0.6.0
Public headers, tier 1 and tier 2
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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. | |