|
| enum class | fastmm::Side : std::uint8_t { fastmm::Buy = 0
, fastmm::Sell = 1
} |
| |
| enum class | fastmm::OrderType : std::uint8_t { fastmm::Limit = 0
, fastmm::Market = 1
, fastmm::PostOnly = 2
} |
| |
| enum class | fastmm::TimeInForce : std::uint8_t { fastmm::Gtc = 0
, fastmm::Ioc = 1
, fastmm::Fok = 2
, fastmm::Day = 3
} |
| |
| enum class | fastmm::AssetClass : std::uint8_t {
fastmm::Spot = 0
, fastmm::Perpetual = 1
, fastmm::Future = 2
, fastmm::Option = 3
,
fastmm::Fx = 4
, fastmm::Equity = 5
} |
| |
| enum class | fastmm::OptionType : std::uint8_t { fastmm::None = 0
, fastmm::Call = 1
, fastmm::Put = 2
} |
| |
| enum class | fastmm::OrderState : std::uint8_t {
fastmm::PendingNew = 0
, fastmm::Live = 1
, fastmm::PartiallyFilled = 2
, fastmm::PendingCancel = 3
,
fastmm::PendingReplace = 4
, fastmm::Filled = 5
, fastmm::Canceled = 6
, fastmm::Rejected = 7
,
fastmm::Expired = 8
} |
| |
| enum class | fastmm::RejectReason : std::uint8_t {
fastmm::None = 0
, fastmm::KillSwitch = 1
, fastmm::VenueKilled = 2
, fastmm::InstrumentDisabled = 3
,
fastmm::InvalidTick = 4
, fastmm::InvalidLot = 5
, fastmm::BelowMinNotional = 6
, fastmm::StaleMarketData = 7
,
fastmm::PriceCollar = 8
, fastmm::FatFinger = 9
, fastmm::MaxOrderQty = 10
, fastmm::MaxOrderNotional = 11
,
fastmm::MaxPosition = 12
, fastmm::MaxOpenOrders = 13
, fastmm::SelfTradePrevention = 14
, fastmm::RateLimit = 15
,
fastmm::MaxLoss = 16
, fastmm::MaxGrossNotional = 17
, fastmm::MaxNetNotional = 18
, fastmm::FxRateUnknown = 19
,
fastmm::FeedLag = 20
, fastmm::MaxUnderlyingNet = 21
, fastmm::UnderlyingMarkUnknown = 22
, fastmm::BalanceShort = 23
,
fastmm::PoolExhausted = 32
, fastmm::UnknownOrder = 33
, fastmm::InvalidState = 34
, fastmm::DuplicateId = 35
,
fastmm::TransportFull = 36
, fastmm::NotReconciled = 37
, fastmm::InvalidTag = 38
, fastmm::OrderTableFull = 39
,
fastmm::InvalidAccount = 40
, fastmm::GatewayRateLimit = 48
, fastmm::GatewayOpenNotional = 49
, fastmm::GatewayNotOwner = 50
,
fastmm::GatewayAccountKilled = 51
, fastmm::GatewayGrossNotional = 52
, fastmm::GatewayNetNotional = 53
, fastmm::GatewayFxRateUnknown = 54
,
fastmm::GatewayUnderlyingNet = 55
, fastmm::GatewayUnderlyingMarkUnknown = 56
, fastmm::GatewaySelfTrade = 57
, fastmm::GatewayBalanceShort = 58
,
fastmm::VenueReject = 64
, fastmm::PostOnlyWouldCross = 65
, fastmm::InsufficientBalance = 66
, fastmm::VenueRateLimit = 67
,
fastmm::VenueUnknownOrder = 68
} |
| | Ordered exactly like RiskEngine::check_new evaluates them (5.7), followed by OMS / transport / venue reasons. More...
|
| |
| enum class | fastmm::EventType : std::uint8_t {
fastmm::Padding = 0
, fastmm::BookDelta = 1
, fastmm::BookSnapshot = 2
, fastmm::BookTicker = 3
,
fastmm::Trade = 4
, fastmm::OrderAck = 5
, fastmm::OrderReject = 6
, fastmm::OrderCancelAck = 7
,
fastmm::OrderCancelReject = 8
, fastmm::OrderFill = 9
, fastmm::OrderExpired = 10
, fastmm::PositionUpdate = 11
,
fastmm::Timer = 12
, fastmm::Control = 13
, fastmm::ConnectionState = 14
, fastmm::Reconcile = 15
,
fastmm::LatencySample = 16
, fastmm::OutNewOrder = 17
, fastmm::OutCancel = 18
, fastmm::OutReplace = 19
,
fastmm::OrderAddL3 = 20
, fastmm::OrderExecL3 = 21
, fastmm::OrderCancelL3 = 22
, fastmm::OrderReplaceL3 = 23
,
fastmm::OptionTicker = 24
, fastmm::EngineTime = 25
, fastmm::ParamUpdate = 26
, fastmm::Funding = 27
,
fastmm::Balance = 28
, fastmm::PerpState = 29
, fastmm::StrategyState = 30
, fastmm::Count = 31
} |
| | Message discriminator carried in EventHeader::type. More...
|
| |
| enum class | fastmm::ConnState : std::uint8_t {
fastmm::Disconnected = 0
, fastmm::Connecting = 1
, fastmm::Live = 2
, fastmm::Stale = 3
,
fastmm::Resyncing = 4
, fastmm::Dead = 5
} |
| |
| enum class | fastmm::FeeAsset : std::uint8_t { fastmm::Quote = 0
, fastmm::Base = 1
, fastmm::Other = 2
} |
| | The asset a fill's commission is charged in. More...
|
| |
| enum class | fastmm::Liquidity : std::uint8_t { fastmm::Unknown = 0
, fastmm::Maker = 1
, fastmm::Taker = 2
} |
| |
| enum class | fastmm::ControlCommand : std::uint8_t {
fastmm::Stop = 0
, fastmm::PullQuotes = 1
, fastmm::ResumeQuotes = 2
, fastmm::TripKill = 3
,
fastmm::ResetKill = 4
, fastmm::Reload = 5
, fastmm::FlushStats = 6
, fastmm::RecalibrateTsc = 7
,
fastmm::TripVenueKill = 8
, fastmm::Flatten = 9
, fastmm::SetLimits = 10
, fastmm::Reconcile = 11
,
fastmm::SetUnderlyingLimit = 12
, fastmm::TakeOver = 13
, fastmm::Transfer = 14
} |
| |
| enum class | fastmm::KillReason : std::uint8_t {
fastmm::None = 0
, fastmm::Requested = 1
, fastmm::MaxLoss = 2
, fastmm::TransportFull = 3
,
fastmm::JournalOverflow = 4
, fastmm::AllVenuesKilled = 5
, fastmm::VenueFatal = 6
, fastmm::VenueHardStop = 7
,
fastmm::OrderRingOverflow = 8
, fastmm::StrategyError = 9
, fastmm::FeedLost = 10
, fastmm::OrderIdsExhausted = 11
,
fastmm::DeadMansSwitchLost = 12
, fastmm::GatewayMaxLoss = 13
, fastmm::GatewayOperator = 14
} |
| | Why a kill switch (global or one venue's) was tripped. More...
|
| |
| enum class | fastmm::FlattenState : std::uint8_t {
fastmm::Off = 0
, fastmm::Working = 1
, fastmm::Flat = 2
, fastmm::TimedOut = 3
,
fastmm::Stopped = 4
} |
| | How far an operator flatten (ControlCommand::Flatten) got. More...
|
| |
| enum class | fastmm::LogLevel : std::uint8_t {
fastmm::Trace = 0
, fastmm::Debug = 1
, fastmm::Info = 2
, fastmm::Warn = 3
,
fastmm::Error = 4
, fastmm::Off = 5
} |
| |
All engine enumerations.
Every enum is enum class with a fixed underlying type so it can be embedded in trivially copyable messages; to_string() is for logs/diagnostics.
1.9.8