Classes
class	BatchedOrders
	The orders a venue encoded into a corked connection. More...

class	BlockingHttp

struct	BlockingHttpOptions

class	ConnectionSlot

class	CountdownDriver
	What a connector does with a countdown switch, the same for every venue that has one (Binance USDⓈ-M countdownCancelAll, OKX cancel-all-after). More...

class	CountdownSwitch
	Refresh clock for a countdown dead man's switch. More...

class	DecimalText
	Stack formatting buffer: `DecimalText t(px); send(t.view());` - no heap, no locale. More...

struct	DecodeResult

struct	ErrorMapping

class	EventSink

struct	HttpReply

class	JsonWriter

struct	OrderCommand

class	OutboundBatch
	The engine's batch handed over directly (run-to-completion, Venue::send_now) behind the consumer side of MsgRing, so drain_outbound_coalesced takes either. More...

class	PaddedJson

struct	RateBucket

struct	RateCheck

class	RateLimiter

class	RawRecorder

class	RecentSpend
	What was sent in the last couple of seconds (RateLimiter::kHeaderLagNs), in 125 ms slots. More...

class	RestChannel

struct	RestChannelConfig

class	SentWatermark
	The watermark stamped into an open-order snapshot's ReconcileMsg Begin: the engine's orders at or below it can be judged by the snapshot, the ones above it cannot. More...

struct	SharedRate
	One IP's request weight, shared by every account that sends from it (RateLimiter::share_ip). More...

class	SymbolTable

class	Venue

struct	VenueCapabilities
	What a connector declares about itself before one exists. More...

struct	VenueCaps

struct	VenueEntry

struct	VenueFactoryOptions

struct	VenueFee
	The account's own fee rates on one instrument (Venue::account_fees). More...

struct	VenueFeedStatus

struct	VenueKeySpec
	One `[venues.` More...

class	VenueRegistry

struct	VenueStatus
	Snapshot for the stats line; every field is a plain counter so it can be copied out from the control thread (the venue publishes it through a Seqlocked). More...

class	WireLatencyRecorder

struct	WireLatencyStats

struct	WireLatencyWindow
	The three over one window (WireLatencyRecorder::summarize). More...

Concepts
concept	MarketDataFeed

concept	OrderGateway

Typedefs
using	RequestId = FixedString< 16 >

Enumerations
enum class	ChannelState : std::uint8_t { Down = 0 , Connecting = 1 , Live = 2 , Stale = 3 }

enum class	FeedState : std::uint8_t { None = 0 , Down = 1 , Snapshot = 2 , Live = 3 , Lost = 4 }
	Multicast feed (nasdaq_itch, ADR-0015 section 5); zero for the WebSocket venues. More...

enum class	AddResult : std::uint8_t { Added , AlreadyPresent , Conflict , Invalid }

enum class	ParseStatus : std::uint8_t { Ok = 0 , Ignored = 1 , Malformed = 2 , UnknownSymbol = 3 , Overflow = 4 , Error = 5 }

enum class	MdKind : std::uint8_t { None = 0 , BookDelta = 1 , BookSnapshot = 2 , BookTicker = 3 , Trade = 4 , PerpState = 5 }
	What a decoder produced into the caller's scratch buffer. More...

enum class	OrderEventKind : std::uint8_t { None = 0 , Ack = 1 , Reject = 2 , CancelAck = 3 , CancelReject = 4 , Fill = 5 , Expired = 6 , Position = 7 }

enum class	SinkPolicy : std::uint8_t { Drop = 0 , Spin = 1 }

enum class	OrderCommandKind : std::uint8_t { New = 0 , Cancel = 1 , Replace = 2 }

enum class	VenueAction : std::uint8_t { None = 0 , Backoff = 1 , RateLimit = 2 , ResyncClock = 3 , Reconcile = 4 , DisableInstrument = 5 , HardStop = 6 , Fatal = 7 }
	What the connector does beyond reporting the reject to the engine. More...

enum class	RateRefusal : std::uint8_t { None , Paused , Weight , Orders }
	Why can_send refused (RateLimiter::check): the IP or account is paused (429 cooldown, 418), a weight window is at its share, or an order-count window is (RateCheck::window_ns says which). More...

enum class	DecimalError : std::uint8_t { Empty = 1 , Malformed = 2 , Overflow = 3 }

enum class	RequestKind : char { New = 'n' , Cancel = 'c' , Replace = 'r' , Amend = 'a' , Other = 'x' }
	Amend: a replace the venue applies to the resting order (Binance Spot keepPriority); its response has a different shape from a cancel-replace, so it needs its own kind. More...

Functions
constexpr std::string_view	to_string (ChannelState s) noexcept

constexpr std::string_view	to_string (FeedState s) noexcept

void	unsend (VenueStatus &s, OrderCommandKind k) noexcept
	An order counted as sent whose batch was then never written (the connection failed at uncork()): the connector rejects it, so it is taken back out of the sent counters.

net::SourceAddress	source_address (const VenueSection &s)
	Runtime knobs every connector honours, passed to the factory.

constexpr std::string_view	to_string (AddResult r) noexcept

void	register_builtin_venues (VenueRegistry &r=VenueRegistry::instance())
	Adds the connectors FastMM ships (binance_spot, binance_usdm, bybit, deribit, nasdaq_itch).

void	validate_venues (const Config &cfg, const VenueRegistry &r=VenueRegistry::instance())
	Checks every `[venues.`

std::unique_ptr< Venue >	make_venue (VenueId id, const VenueSection &section, const VenueFactoryOptions &opts)
	Builds the connector `section.kind` names.

std::unique_ptr< Venue >	make_venue (VenueId id, const VenueSection &section, const VenueFactoryOptions &opts, const VenueRegistry &r)

constexpr std::string_view	to_string (ParseStatus s) noexcept

constexpr std::string_view	to_string (OrderCommandKind k) noexcept

bool	is_reconcile_request (const EventHeader &h) noexcept
	The engine asks for a reconciliation (ControlCommand::Reconcile on the outbound ring).

void	emit_order_reject (EventSink &sink, VenueId venue, InstrumentId inst, ClientOrderId id, RejectReason reason, int code, std::string_view text) noexcept

void	emit_cancel_reject (EventSink &sink, VenueId venue, InstrumentId inst, ClientOrderId id, RejectReason reason, int code, std::string_view text) noexcept

void	emit_order_ack (EventSink &sink, VenueId venue, InstrumentId inst, ClientOrderId id, std::string_view venue_order_id, std::uint8_t flags=0, Timestamp venue_ts=Timestamp{}) noexcept
	`flags`: OrderAckMsg::kAmendedInPlace when the venue amended the resting order rather than creating a new one.

void	emit_cancel_ack (EventSink &sink, VenueId venue, InstrumentId inst, ClientOrderId id, std::string_view venue_order_id, Qty cum_qty, Timestamp venue_ts=Timestamp{}) noexcept
	`venue_ts` as for emit_order_ack.

void	emit_replayed_fill (EventSink &sink, VenueId venue, InstrumentId inst, ClientOrderId id, std::string_view venue_order_id, std::string_view exec_id, Side side, Price price, Qty qty, Notional fee, FeeAsset fee_asset, Liquidity liquidity, std::int64_t trade_time_ms, std::uint8_t extra_flags=0) noexcept
	An execution from the venue's trade history (Venue::request_executions), not from the private stream.

void	emit_funding (EventSink &sink, VenueId venue, InstrumentId inst, std::string_view funding_id, Notional amount, std::string_view asset, std::int64_t time_ms, bool replayed) noexcept
	A funding payment (FundingMsg): `amount` signed in `asset`, negative paid.

void	emit_venue_kill (EventSink &sink, VenueId venue, KillReason reason) noexcept
	The connector cannot trade on this venue any more (error map HardStop / Fatal, failed authentication): asks the engine to trip this venue's kill switch only (ControlCommand::TripVenueKill, the reason in `arg`).

void	emit_connection_state (EventSink &sink, VenueId venue, std::uint8_t channel, ConnState state, std::int32_t reason=0) noexcept
	channel: 0 = market data, 1 = order/user stream (ConnectionStateMsg contract).

constexpr std::string_view	to_string (VenueAction a) noexcept

constexpr bool	contains_ci (std::string_view hay, std::string_view needle) noexcept
	Case-insensitive substring search (venue error messages vary in case).

constexpr char	ascii_upper (char c) noexcept

constexpr char	ascii_lower (char c) noexcept

constexpr std::uint64_t	symbol_hash (std::string_view s) noexcept
	FNV-1a over the upper-cased bytes.

constexpr bool	iequals_symbol (std::string_view a, std::string_view b) noexcept

std::string	ip_weight_key (std::string_view kind, std::string_view rest_url, std::string_view source)
	The key of one IP's weight at one venue: the connector kind, its REST host and the address its connections leave from (net::source_label; empty: the host's default), so accounts sending from different addresses count apart and those sending from the same one count together.

std::shared_ptr< SharedRate >	shared_rate (std::string_view key)
	The SharedRate of `key` (ip_weight_key), made on first use; process-wide.

template<class Sleep >
void	wait_for_weight (RateLimiter &r, std::uint32_t weight, std::int64_t now_ns, std::int64_t max_wait_ns, Sleep &&sleep_ns) noexcept
	A blocking start-up request (reference data, account settings, one per symbol) waits for its weight to fit the bulk share instead of spending what the connections about to open will need; at most `max_wait_ns`, since nothing trades yet and a window is a minute.

constexpr std::size_t	rest_queue_for (std::size_t symbols) noexcept
	Queue room for a connector's REST channel with `symbols` subscribed: every connector fans some requests out per symbol (cancel-all, the USDⓈ-M countdown, execution and funding replays), and those can overlap, on top of a fixed set (reconciliation, clock, listen key, the dead man's switch, orders falling back to REST).

template<class Cfg >
RestChannelConfig	rest_channel_config (const Cfg &cfg, std::size_t symbols)
	The RestChannelConfig every connector config spells the same way.

constexpr std::string_view	to_string (DecimalError e) noexcept

template<class F >
Result< F, DecimalError >	parse_fixed (std::string_view s) noexcept

Result< Price, DecimalError >	parse_price (std::string_view s) noexcept

template<class F >
Result< F, DecimalError >	parse_rounded (std::string_view s) noexcept
	A value the venue computed rather than one an order carries can have more fraction digits than 8: Binance USDⓈ-M's positionRisk and ACCOUNT_UPDATE give an entry price of "83954.61851851852", OKX a spot commission of "-0.00000192834" BTC (fillSz times the fee rate).

Result< Price, DecimalError >	parse_avg_price (std::string_view s) noexcept
	A position's entry price, an average fill price.

Result< Notional, DecimalError >	parse_fee (std::string_view s) noexcept
	A commission, which the venue computes from the fill.

Result< Qty, DecimalError >	parse_qty (std::string_view s) noexcept

Result< Notional, DecimalError >	parse_notional (std::string_view s) noexcept

Result< std::int64_t, DecimalError >	parse_int64 (std::string_view s) noexcept
	"[-]digits" -> int64; rejects empty, signs other than a leading '-', overflow.

constexpr Timestamp	ts_from_ms (std::int64_t ms) noexcept
	Milliseconds since the Unix epoch -> Timestamp (ns).

Result< Timestamp, DecimalError >	parse_ts_ms (std::string_view s) noexcept

constexpr std::size_t	format_int64 (std::int64_t v, char *out) noexcept
	Formats an int64 into a caller buffer (>= 21 chars); returns the length.

RequestId	make_request_id (RequestKind kind, ClientOrderId id) noexcept

std::optional< std::pair< RequestKind, ClientOrderId > >	parse_request_id (std::string_view id) noexcept
	Returns the kind and id encoded by make_request_id, or nullopt for foreign ids.

template<class Ring , class Cork , class OnMessage , class Uncork >
void	drain_outbound_coalesced (Ring &ring, WireLatencyRecorder &wire, Cork &&cork, OnMessage &&on_message, Uncork &&uncork)
	Drains the engine's outbound ring (or an OutboundBatch) in batches of at most kMaxBatch messages: cork() holds the connection's writes back, on_message(header) encodes and "sends" each message into the connection's buffer, uncork() writes the batch with one system call and returns false when the connection failed (the venue rejects the batch's orders there, see BatchedOrders).

Variables
constexpr std::uint32_t	kDecoderScratchBytes = kMaxMsgBytes
	Every decoder needs a scratch area for the largest message it can produce.

constexpr std::size_t	kJsonPadding = 64
	Parsers that hand raw text frames to simdjson need SIMDJSON_PADDING (64) readable bytes after the payload; RecvBuffer::kPadding guarantees it for WebSocket frames and PaddedJson (padded_json.hpp) for fixtures/tests.

Typedef Documentation

◆ RequestId

using fastmm::venues::RequestId = typedef FixedString<16>

Enumeration Type Documentation

◆ ChannelState

enum class fastmm::venues::ChannelState : std::uint8_t

strong

Enumerator
Down
Connecting
Live
Stale

◆ FeedState

enum class fastmm::venues::FeedState : std::uint8_t

strong

Multicast feed (nasdaq_itch, ADR-0015 section 5); zero for the WebSocket venues.

Enumerator
None	not a multicast venue
Down	not joined yet
Snapshot	joined and buffering; waiting for GLIMPSE (or sequence 1)
Live	books built, messages applied as they arrive
Lost	cannot rebuild the books: the venue's kill switch is tripped (FeedLost)

◆ AddResult

enum class fastmm::venues::AddResult : std::uint8_t

strong

Enumerator
Added
AlreadyPresent
Conflict
Invalid

◆ ParseStatus

enum class fastmm::venues::ParseStatus : std::uint8_t

strong

Enumerator
Ok
Ignored	valid message we do not consume (subscription acks, pongs, ...)
Malformed	JSON error or missing/invalid field.
UnknownSymbol	symbol not in the SymbolTable
Overflow	ring full (market data) or output buffer too small
Error	venue-level error payload

◆ MdKind

enum class fastmm::venues::MdKind : std::uint8_t

strong

What a decoder produced into the caller's scratch buffer.

Enumerator
None
BookDelta
BookSnapshot
BookTicker
Trade
PerpState	PerpStateMsg (venues/perp_state.hpp)

◆ OrderEventKind

enum class fastmm::venues::OrderEventKind : std::uint8_t

strong

Enumerator
None
Ack
Reject
CancelAck
CancelReject
Fill
Expired
Position

◆ SinkPolicy

enum class fastmm::venues::SinkPolicy : std::uint8_t

strong

Enumerator
Drop	market data: return false, count, notify
Spin	order events: spin up to spin_limit before giving up

◆ OrderCommandKind

enum class fastmm::venues::OrderCommandKind : std::uint8_t

strong

Enumerator
New
Cancel
Replace

◆ VenueAction

enum class fastmm::venues::VenueAction : std::uint8_t

strong

What the connector does beyond reporting the reject to the engine.

Enumerator
None
Backoff	transient venue-side failure: retry later
RateLimit	enter RateLimiter cooldown
ResyncClock	timestamp outside the window: fetch server time, recompute offset
Reconcile	unknown order / status unknown: request open orders
DisableInstrument	precision/filter failure: config is wrong for this symbol
HardStop	IP ban: stop REST.
Fatal	bad key/signature/permissions: cannot continue

◆ RateRefusal

enum class fastmm::venues::RateRefusal : std::uint8_t

strong

Why can_send refused (RateLimiter::check): the IP or account is paused (429 cooldown, 418), a weight window is at its share, or an order-count window is (RateCheck::window_ns says which).

Enumerator
None
Paused
Weight
Orders

◆ DecimalError

enum class fastmm::venues::DecimalError : std::uint8_t

strong

Enumerator
Empty
Malformed	non-digit, exponent, whitespace, > 8 significant fraction digits
Overflow	does not fit the int64 1e-8 range

◆ RequestKind

enum class fastmm::venues::RequestKind : char

strong

Amend: a replace the venue applies to the resting order (Binance Spot keepPriority); its response has a different shape from a cancel-replace, so it needs its own kind.

Enumerator
New
Cancel
Replace
Amend
Other

Function Documentation

◆ to_string() [1/7]

constexpr std::string_view fastmm::venues::to_string ( ChannelState s )

constexprnoexcept

◆ to_string() [2/7]

constexpr std::string_view fastmm::venues::to_string ( FeedState s )

constexprnoexcept

◆ unsend()

void fastmm::venues::unsend	(	VenueStatus &	s,
		OrderCommandKind	k
	)

inlinenoexcept

An order counted as sent whose batch was then never written (the connection failed at uncork()): the connector rejects it, so it is taken back out of the sent counters.

◆ source_address()

net::SourceAddress fastmm::venues::source_address ( const VenueSection & s )

inline

Runtime knobs every connector honours, passed to the factory.

Anything venue-specific is a config key the venue owns instead. [venues.<x>] source_ip / source_interface as a net::SourceAddress.

◆ to_string() [3/7]

constexpr std::string_view fastmm::venues::to_string ( AddResult r )

constexprnoexcept

◆ register_builtin_venues()

void fastmm::venues::register_builtin_venues ( VenueRegistry & r = VenueRegistry::instance() )

Adds the connectors FastMM ships (binance_spot, binance_usdm, bybit, deribit, nasdaq_itch).

Idempotent; make_venue() and validate_venues() call it for the default registry.

◆ validate_venues()

void fastmm::venues::validate_venues	(	const Config &	cfg,
		const VenueRegistry &	r = `VenueRegistry::instance()`
	)

Checks every [venues.

<name>] section against the key table of the venue its kind names, the way the central schema checks the generic keys: a key the venue does not own, a key of the wrong type or a missing required key throws ConfigError with the line. An unknown kind throws too. Call it once after loading a configuration; fastmm-live does.

◆ make_venue() [1/2]

std::unique_ptr< Venue > fastmm::venues::make_venue	(	VenueId	id,
		const VenueSection &	section,
		const VenueFactoryOptions &	opts
	)

Builds the connector section.kind names.

Throws std::invalid_argument for an unknown kind, ConfigError for a key of the wrong type and whatever the connector throws for a bad value.

◆ make_venue() [2/2]

std::unique_ptr< Venue > fastmm::venues::make_venue	(	VenueId	id,
		const VenueSection &	section,
		const VenueFactoryOptions &	opts,
		const VenueRegistry &	r
	)

◆ to_string() [4/7]

constexpr std::string_view fastmm::venues::to_string ( ParseStatus s )

constexprnoexcept

◆ to_string() [5/7]

constexpr std::string_view fastmm::venues::to_string ( OrderCommandKind k )

constexprnoexcept

◆ is_reconcile_request()

bool fastmm::venues::is_reconcile_request ( const EventHeader & h )

inlinenoexcept

The engine asks for a reconciliation (ControlCommand::Reconcile on the outbound ring).

◆ emit_order_reject()

void fastmm::venues::emit_order_reject	(	EventSink &	sink,
		VenueId	venue,
		InstrumentId	inst,
		ClientOrderId	id,
		RejectReason	reason,
		int	code,
		std::string_view	text
	)

inlinenoexcept

< truncates to capacity

◆ emit_cancel_reject()

void fastmm::venues::emit_cancel_reject	(	EventSink &	sink,
		VenueId	venue,
		InstrumentId	inst,
		ClientOrderId	id,
		RejectReason	reason,
		int	code,
		std::string_view	text
	)

inlinenoexcept

< truncates to capacity

◆ emit_order_ack()

void fastmm::venues::emit_order_ack	(	EventSink &	sink,
		VenueId	venue,
		InstrumentId	inst,
		ClientOrderId	id,
		std::string_view	venue_order_id,
		std::uint8_t	flags = `0`,
		Timestamp	venue_ts = `Timestamp{}`
	)

inlinenoexcept

flags: OrderAckMsg::kAmendedInPlace when the venue amended the resting order rather than creating a new one.

venue_ts: a venue time the response carries, stamped as hdr.exch_ts (invalid: unstamped). The balance estimate tells from it whether a report that came first already had the order (core/balance_book.hpp), so it must not be earlier than the order's effect on the balance: a later one at worst leaves the order held twice until the next report, an earlier one could give back a hold the report did not have.

◆ emit_cancel_ack()

void fastmm::venues::emit_cancel_ack	(	EventSink &	sink,
		VenueId	venue,
		InstrumentId	inst,
		ClientOrderId	id,
		std::string_view	venue_order_id,
		Qty	cum_qty,
		Timestamp	venue_ts = `Timestamp{}`
	)

inlinenoexcept

venue_ts as for emit_order_ack.

◆ emit_replayed_fill()

void fastmm::venues::emit_replayed_fill	(	EventSink &	sink,
		VenueId	venue,
		InstrumentId	inst,
		ClientOrderId	id,
		std::string_view	venue_order_id,
		std::string_view	exec_id,
		Side	side,
		Price	price,
		Qty	qty,
		Notional	fee,
		FeeAsset	fee_asset,
		Liquidity	liquidity,
		std::int64_t	trade_time_ms,
		std::uint8_t	extra_flags = `0`
	)

inlinenoexcept

An execution from the venue's trade history (Venue::request_executions), not from the private stream.

It carries the venue's execution id, which is what lets the OMS drop the ones it already booked, and no cumulative quantity: the venue's trade history does not report one, so the OMS works out how much of the execution is new. cl_ord_id may be empty when the connector cannot map the venue's order id back to one of its own (a restarted session): the fill still reaches the position, as an unknown fill. trade_time_ms is the venue's time of the trade (Unix ms), stamped as hdr.exch_ts: fastmm-gateway tells from it whether an execution naming no live order is older than what a strategy's store holds.

< the venue's time of the trade

◆ emit_funding()

void fastmm::venues::emit_funding	(	EventSink &	sink,
		VenueId	venue,
		InstrumentId	inst,
		std::string_view	funding_id,
		Notional	amount,
		std::string_view	asset,
		std::int64_t	time_ms,
		bool	replayed
	)

inlinenoexcept

A funding payment (FundingMsg): amount signed in asset, negative paid.

replayed when it comes from the venue's history rather than its private stream.

◆ emit_venue_kill()

void fastmm::venues::emit_venue_kill	(	EventSink &	sink,
		VenueId	venue,
		KillReason	reason
	)

inlinenoexcept

The connector cannot trade on this venue any more (error map HardStop / Fatal, failed authentication): asks the engine to trip this venue's kill switch only (ControlCommand::TripVenueKill, the reason in arg).

Travels with the order events, so it is journaled and replayed like them. Connectors send it once, on the first such error.

◆ emit_connection_state()

void fastmm::venues::emit_connection_state	(	EventSink &	sink,
		VenueId	venue,
		std::uint8_t	channel,
		ConnState	state,
		std::int32_t	reason = `0`
	)

inlinenoexcept

channel: 0 = market data, 1 = order/user stream (ConnectionStateMsg contract).

◆ to_string() [6/7]

constexpr std::string_view fastmm::venues::to_string ( VenueAction a )

constexprnoexcept

◆ contains_ci()

constexpr bool fastmm::venues::contains_ci	(	std::string_view	hay,
		std::string_view	needle
	)

constexprnoexcept

Case-insensitive substring search (venue error messages vary in case).

◆ ascii_upper()

constexpr char fastmm::venues::ascii_upper ( char c )

constexprnoexcept

◆ ascii_lower()

constexpr char fastmm::venues::ascii_lower ( char c )

constexprnoexcept

◆ symbol_hash()

constexpr std::uint64_t fastmm::venues::symbol_hash ( std::string_view s )

constexprnoexcept

FNV-1a over the upper-cased bytes.

◆ iequals_symbol()

constexpr bool fastmm::venues::iequals_symbol	(	std::string_view	a,
		std::string_view	b
	)

constexprnoexcept

◆ ip_weight_key()

std::string fastmm::venues::ip_weight_key	(	std::string_view	kind,
		std::string_view	rest_url,
		std::string_view	source
	)

inline

The key of one IP's weight at one venue: the connector kind, its REST host and the address its connections leave from (net::source_label; empty: the host's default), so accounts sending from different addresses count apart and those sending from the same one count together.

◆ shared_rate()

std::shared_ptr< SharedRate > fastmm::venues::shared_rate ( std::string_view key )

inline

The SharedRate of key (ip_weight_key), made on first use; process-wide.

◆ wait_for_weight()

template<class Sleep >

void fastmm::venues::wait_for_weight	(	RateLimiter &	r,
		std::uint32_t	weight,
		std::int64_t	now_ns,
		std::int64_t	max_wait_ns,
		Sleep &&	sleep_ns
	)

noexcept

A blocking start-up request (reference data, account settings, one per symbol) waits for its weight to fit the bulk share instead of spending what the connections about to open will need; at most max_wait_ns, since nothing trades yet and a window is a minute.

◆ rest_queue_for()

constexpr std::size_t fastmm::venues::rest_queue_for ( std::size_t symbols )

constexprnoexcept

Queue room for a connector's REST channel with symbols subscribed: every connector fans some requests out per symbol (cancel-all, the USDⓈ-M countdown, execution and funding replays), and those can overlap, on top of a fixed set (reconciliation, clock, listen key, the dead man's switch, orders falling back to REST).

The queue is a deque: room costs nothing until used.

◆ rest_channel_config()

template<class Cfg >

RestChannelConfig fastmm::venues::rest_channel_config	(	const Cfg &	cfg,
		std::size_t	symbols
	)

The RestChannelConfig every connector config spells the same way.

◆ to_string() [7/7]

constexpr std::string_view fastmm::venues::to_string ( DecimalError e )

constexprnoexcept

◆ parse_fixed()

template<class F >

Result< F, DecimalError > fastmm::venues::parse_fixed ( std::string_view s )

inlinenoexcept

◆ parse_price()

Result< Price, DecimalError > fastmm::venues::parse_price ( std::string_view s )

inlinenoexcept

◆ parse_rounded()

template<class F >

Result< F, DecimalError > fastmm::venues::parse_rounded ( std::string_view s )

inlinenoexcept

A value the venue computed rather than one an order carries can have more fraction digits than 8: Binance USDⓈ-M's positionRisk and ACCOUNT_UPDATE give an entry price of "83954.61851851852", OKX a spot commission of "-0.00000192834" BTC (fillSz times the fee rate).

Rounded half away from zero to 8 decimals; anything else parse_fixed refuses is refused here too.

◆ parse_avg_price()

Result< Price, DecimalError > fastmm::venues::parse_avg_price ( std::string_view s )

inlinenoexcept

A position's entry price, an average fill price.

◆ parse_fee()

Result< Notional, DecimalError > fastmm::venues::parse_fee ( std::string_view s )

inlinenoexcept

A commission, which the venue computes from the fill.

◆ parse_qty()

Result< Qty, DecimalError > fastmm::venues::parse_qty ( std::string_view s )

inlinenoexcept

◆ parse_notional()

Result< Notional, DecimalError > fastmm::venues::parse_notional ( std::string_view s )

inlinenoexcept

◆ parse_int64()

Result< std::int64_t, DecimalError > fastmm::venues::parse_int64 ( std::string_view s )

inlinenoexcept

"[-]digits" -> int64; rejects empty, signs other than a leading '-', overflow.

◆ ts_from_ms()

constexpr Timestamp fastmm::venues::ts_from_ms ( std::int64_t ms )

constexprnoexcept

Milliseconds since the Unix epoch -> Timestamp (ns).

◆ parse_ts_ms()

Result< Timestamp, DecimalError > fastmm::venues::parse_ts_ms ( std::string_view s )

inlinenoexcept

◆ format_int64()

constexpr std::size_t fastmm::venues::format_int64	(	std::int64_t	v,
		char *	out
	)

constexprnoexcept

Formats an int64 into a caller buffer (>= 21 chars); returns the length.

◆ make_request_id()

RequestId fastmm::venues::make_request_id	(	RequestKind	kind,
		ClientOrderId	id
	)

inlinenoexcept

◆ parse_request_id()

std::optional< std::pair< RequestKind, ClientOrderId > > fastmm::venues::parse_request_id ( std::string_view id )

inlinenoexcept

Returns the kind and id encoded by make_request_id, or nullopt for foreign ids.

◆ drain_outbound_coalesced()

template<class Ring , class Cork , class OnMessage , class Uncork >

void fastmm::venues::drain_outbound_coalesced	(	Ring &	ring,
		WireLatencyRecorder &	wire,
		Cork &&	cork,
		OnMessage &&	on_message,
		Uncork &&	uncork
	)

Drains the engine's outbound ring (or an OutboundBatch) in batches of at most kMaxBatch messages: cork() holds the connection's writes back, on_message(header) encodes and "sends" each message into the connection's buffer, uncork() writes the batch with one system call and returns false when the connection failed (the venue rejects the batch's orders there, see BatchedOrders).

Every order of a batch gets the stamp taken after uncork() returned.

Variable Documentation

◆ kDecoderScratchBytes

constexpr std::uint32_t fastmm::venues::kDecoderScratchBytes = kMaxMsgBytes

inlineconstexpr

Every decoder needs a scratch area for the largest message it can produce.

◆ kJsonPadding

constexpr std::size_t fastmm::venues::kJsonPadding = 64

inlineconstexpr

Parsers that hand raw text frames to simdjson need SIMDJSON_PADDING (64) readable bytes after the payload; RecvBuffer::kPadding guarantees it for WebSocket frames and PaddedJson (padded_json.hpp) for fixtures/tests.

Classes

Concepts

Typedefs

Enumerations

Functions

Variables

Typedef Documentation

◆ RequestId

Enumeration Type Documentation

◆ ChannelState

◆ FeedState

◆ AddResult

◆ ParseStatus

◆ MdKind

◆ OrderEventKind

◆ SinkPolicy

◆ OrderCommandKind

◆ VenueAction

◆ RateRefusal

◆ DecimalError

◆ RequestKind

Function Documentation

◆ to_string() [1/7]

◆ to_string() [2/7]

◆ unsend()

◆ source_address()

◆ to_string() [3/7]

◆ register_builtin_venues()

◆ validate_venues()

◆ make_venue() [1/2]

◆ make_venue() [2/2]

◆ to_string() [4/7]

◆ to_string() [5/7]

◆ is_reconcile_request()

◆ emit_order_reject()

◆ emit_cancel_reject()

◆ emit_order_ack()

◆ emit_cancel_ack()

◆ emit_replayed_fill()

◆ emit_funding()

◆ emit_venue_kill()

◆ emit_connection_state()

◆ to_string() [6/7]

◆ contains_ci()

◆ ascii_upper()

◆ ascii_lower()

◆ symbol_hash()

◆ iequals_symbol()

◆ ip_weight_key()

◆ shared_rate()

◆ wait_for_weight()

◆ rest_queue_for()

◆ rest_channel_config()

◆ to_string() [7/7]

◆ parse_fixed()

◆ parse_price()

◆ parse_rounded()

◆ parse_avg_price()

◆ parse_fee()

◆ parse_qty()

◆ parse_notional()

◆ parse_int64()

◆ ts_from_ms()

◆ parse_ts_ms()

◆ format_int64()

◆ make_request_id()

◆ parse_request_id()

◆ drain_outbound_coalesced()

Variable Documentation

◆ kDecoderScratchBytes

◆ kJsonPadding