Namespace List

Here is a list of all namespaces with brief descriptions:

[detail level 1234]

►Nfastmm
►Nbt
CArrayColumns
CArraySource
CBacktestConfig
CBacktestResult
CBacktestRunner	Convenience wrapper that owns the config
CBacktestSession
CBacktestTreasury	The pool treasuries of a run ([venues
CChainSource	Concatenation of sources that cover consecutive spans of time (one file per day)
CCsvSource
CEquityRows
CFillQuality	Diagnostics of how the fills were obtained, next to the markouts
CFillRows
CInstrumentEquityRows	One instrument's columns of EquityRows, one row per bar
CJournalInfo
CJournalSource
CLiveAnalysis
CLiveAnalysisInstrument
CMarkoutBucket
CMarkoutHorizon	Buckets of one horizon, all over the same measured fills
CMergedSource	K-way merge of several sources by event time (stable: lower source index first on ties)
CMetrics
CMetricsInputs
COrderRows
COwnedMergedSource	MergedSource over sources it owns: open_data() of several specs ("a; b"), one per venue
CPnlDecomposition	How the net PnL of the run splits into the parts a market maker can act on: net == spread_capture + mid_drift - fees_paid + rebates_received + residual mid_drift is the move of the mid from each fill to the end of the run, valued at the signed quantity of the fill: adverse selection plus the mark-to-market of whatever is still open
CReplayOptions
CReplayResult
CReplayStrategy	A strategy outside the registry (a Python hot strategy): the name for the result, the parameter schema that ParamUpdate fields are matched against, and a factory that builds the runner on the sim::ReplayBackend that deps.backend points at
CRow
CRowAssembler	Builds messages from a row stream. Provider is bool(Row&) returning false at end
CSlowMethodTiming	Wall time of one slow method of a Python strategy over a backtest
CSweepPoint
CSyntheticSource
CSyntheticSourceConfig
CTimeSliceSource	The events of inner in [t0, t1) of event time (exch_ts, recv_ts when unset), for walk-forward folds
CWalkForwardFold
CWalkForwardReport
RDataSourceLike
Ncli
►Ncodecs
CFrameView	One complete application frame carved out of a byte stream
RFramer	Splits a byte stream into frames without copying. Must be re-entrant on partial input
RDecoder	Turns one frame into zero or more normalised engine events written to the sink
REncoder	Serialises one outbound command into wire bytes. Returns bytes written; 0 on failure
RSessionLayer	Session-level protocol machinery (FIX Logon/Heartbeat/Resend, SoupBinTCP login, MoldUDP gap requests)
Nliterals	Exact literals, parsed at compile time: 100.25_px, 0.01_qty (up to 8 decimals), 5_bps, 0.25_bps (up to 4 decimals). More decimals, or a value out of range, is a compile error. An inline namespace, so using namespace fastmm; brings them in too (like std::literals)
►Nlive
CLiveBackend
CLiveOptions
CLiveStrategy	A strategy the caller builds instead of the registry's [strategy] name
►Nnet
CBackoffConfig
CConnection
►CConnectionConfig
CTls
CConnectionStats
CDatagramHandlerArchetype	A handler that accepts every datagram: the shape poll() is checked against
CDatagramSourceStats
CDatagramSubscription
CDpdkConfig
CDpdkDatagramSource
CDpdkStats
CDpdkSubscription
CEcdsaP256Key
CEd25519Key	A parsed Ed25519 key (private, or public only for verification). Move-only
CExponentialBackoff
CFixedHexString	Fixed-capacity, NUL-terminated hex string (no heap). size() excludes the terminator
CHmacSha256Key	HMAC-SHA256 with the key schedule precomputed (see the header comment)
CHttpClient
CHttpClientConfig
CHttpClientStats
CHttpResponse
CIoHandler
CKernelDatagramSource
CKernelSourceConfig
CKernelSourceOpen	Outcome of open(). err is 0 or -errno of the step that failed, for subscription line
CMcastInterface	Interface for multicast membership and IP_MULTICAST_IF: an IPv4 address or an interface index
CQueryBuilder	Builds "k1=v1\&k2=v2" into a fixed buffer, percent-encoding values
CReactor
CRxMeta
CUdpSocket
CUrl
CWsClient
CWsClientConfig
CWsStats
CXdpConfig
CXdpDatagramSource
CXdpFilter	The BPF objects of one interface: subscription hash map, XSKMAP, per-CPU fallback counter and the program, plus its XDP link once attached
CXdpInterfaceQueues
CXdpInterfaceStatus
CXdpSocketStats	XDP_STATISTICS of one socket, as of the last refresh_stats()
CXdpStats
CXdpSubscription
RConnectionHandler
RWsClientHandler
RDatagramSource
►Noptions
CGreeks
CIvResult
►Nresearch
CEvalConfig
CFeatureConfig
CFeatureRows
CFeatureTable
CHorizonCoverage	Per horizon, how many rows got a forward mid and why the rest did not
CHorizonEval
CSignalBucket
CSignalEval
►Nsim
CHarnessOptions
CParamSchedule
CStrategyHarness
►Nstore
CBackend
CBackendOptions	What a backend is built with
CBookedFillQuery	The executions an engine stored for one venue (Reader::booked_fills): the engine's side of a fill audit (core/fill_audit.hpp)
CParamQuery	Every query takes the same filter; a backend ignores the fields its query has no use for
CQueryFilter
CReader
►CRecovery	What the previous session left behind, for the operator who is about to start a new one
CDuplicate	Executions and funding payments the engine's store holds more than once (Reader::duplicates): a restart booked them a second time, so the positions and the PnL of the sessions holding the copies count them twice
CPastOrder	The orders of those sessions that were not terminal at their last record and that the venue had acknowledged (a venue order id), newest first, at most kMaxPastOrders
CPositionState	The positions a session carries over (fastmm-live restores them before it connects; see Venue::resume_executions): per venue and symbol, the last one the engine's store holds, from this session or, for a venue and symbol it recorded nothing about (it crashed first), the newest earlier session that did
CTradeIdMark	The highest numeric trade id per (venue, symbol) the store holds up to the newest session that got past its replay on the venue (see above), and the ids above it that the sessions after that one stored
CVenueResume
CRows
CSessionClose	Written once, after the last record
►CSessionOpen	Written once, before any record
CParamField	The strategy's parameter table in schema order: a ParamRecord's field index names an entry
CParamValue	The parameters the session starts with
CStoreEntry
CStoreRegistry
CStoreThread
CStoreThreadOptions
CStoreThreadStats
►Nvenues
►CBatchedOrders	The orders a venue encoded into a corked connection
CEntry
CBlockingHttp
CBlockingHttpOptions
CConnectionSlot
CCountdownDriver	What a connector does with a countdown switch, the same for every venue that has one (Binance USDⓈ-M countdownCancelAll, OKX cancel-all-after)
CCountdownSwitch	Refresh clock for a countdown dead man's switch
CDecimalText	Stack formatting buffer: DecimalText t(px); send(t.view()); - no heap, no locale
CDecodeResult
CErrorMapping
CEventSink
CHttpReply
CJsonWriter
COrderCommand
COutboundBatch	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
CPaddedJson
CRateBucket
CRateCheck
CRateLimiter
CRawRecorder
CRecentSpend	What was sent in the last couple of seconds (RateLimiter::kHeaderLagNs), in 125 ms slots
CRestChannel
CRestChannelConfig
►CSentWatermark	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
CMark	The watermark for a snapshot: the id, for the engine, and its send sequence (0: none sent)
CSharedRate	One IP's request weight, shared by every account that sends from it (RateLimiter::share_ip)
CSymbolTable
CVenue
CVenueCapabilities	What a connector declares about itself before one exists
CVenueCaps
CVenueEntry
CVenueFactoryOptions
CVenueFee	The account's own fee rates on one instrument (Venue::account_fees)
CVenueFeedStatus
CVenueKeySpec	One [venues
CVenueRegistry
CVenueStatus	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)
CWireLatencyRecorder
CWireLatencyStats
CWireLatencyWindow	The three over one window (WireLatencyRecorder::summarize)
RMarketDataFeed
ROrderGateway
CBalanceMsg	The account's holding of one asset on one venue (EventType::Balance), as the venue reports it at its time hdr.exch_ts
CBinanceFuturesSyncTraits	Binance USDT-M futures: first applied delta must have U <= L and u >= L; afterwards each delta's pu must equal the previous delta's u
CBinanceSpotSyncTraits	Binance Spot: snapshot via REST (lastUpdateId = L)
CBookDeltaMsg	Bids then asks follow the fixed part as a flexible array of Level (bid_count + ask_count)
CBookSyncer
CBookTickerMsg
CBybitSyncTraits	Bybit v5: the stream itself sends a snapshot first (kSnapshot flag), then deltas whose u must be strictly increasing; u == 1 means the venue restarted the book (treated as a snapshot marker -> resubscribe)
CClockReadings	Clock readings used by TscCalibrator
CConfig
CConfigError
CConfigLoadOptions
CConnectionStateMsg
CControlLimitsMsg	ControlCommand::SetLimits: a ControlMsg with the new limits after it
CControlMsg
CControlTransferMsg	ControlCommand::Transfer: one step of a pool treasury's transfer (core/treasury.hpp), on the treasury's ring into the engine, which journals it
CControlUnderlyingMsg	ControlCommand::SetUnderlyingLimit: a ControlMsg whose arg is the new max_net (raw Qty, base units; 0 lifts the limit) of the underlying at index underlying of the session's plan (core/underlying.hpp), named in name for the log and a journal reader
CCycles
CDesiredQuotes
CDuration
CEngineConfig
CEngineSection
CEngineTimeMsg	Journal only (format v2): the engine clock as an absolute value
CEventHeader
CFeeRates	One maker/taker pair. 1 cbps == 0.01 bps == 1e-6 of the notional
CFeesSection
CFeeTable
CFill	One execution as a strategy sees it (on_fill)
CFillRecord	One execution
CFixed
CFundingMsg	A perpetual funding payment the venue booked on the account's position in hdr.instrument (EventType::Funding)
CFundingRecord	A funding payment the engine booked (FundingMsg): amount in the instrument's settlement currency, negative paid
CGatewaySection	Fastmm-gateway's account guards: one venue's account, shared by every attached strategy
CGenericSection	Free-form section used by the sim / backtest libraries: dotted keys -> stringified value
CHandle
►CHedgeExecutor
CConfig
CStats
CStatus
CHookInfo
CInstrument
CInstrumentSection
►CInstrumentTable	Dense-by-id table built at startup; symbol lookup is a sorted FlatMap keyed by (venue, symbol)
CKey
CKeySpec
CKillRecord	A kill switch trip. hdr.flags & kVenue marks a per-venue trip (hdr.venue names it)
CKillState	Cumulative risk state across sessions
CKillStateStore
CL2Book
CLatencySampleMsg
CLevel	One price level. Shared by book messages and the L2 book
CLimitOrder	Chainable builder returned by NewOrderRequest::limit(); converts to NewOrderRequest
CLiveMetric	A number the strategy publishes by name (ctx.metric): a budget split, a model state
CLiveQuoteInstrument
CLiveQuoteSide	One side of an instrument as the engine publishes it (EngineLiveStats::quotes)
CLogDescriptor
CLogger	Process-wide registry of per-thread rings + the sink thread. Implemented in log_sink.cpp
CLoggingSection
CLogRecord
CNewOrderRequest
COms
COmsStats
COmsUpdate
COptionTickerMsg	Options ticker (EventType::OptionTicker): the venue's mark, implied volatilities and greeks for one option instrument
COrder
COrderAckMsg
COrderAddL3Msg
COrderCancelAckMsg
COrderCancelL3Msg
COrderCancelRejectMsg
COrderExecL3Msg
COrderExpiredMsg
COrderFillMsg
COrderRecord	The OMS record after a transition
COrderRejectMsg
COrderReplaceL3Msg
COrderTimes	When the order's working leg (the order, or its latest replacement once acknowledged) was sent and accepted
COutCancelMsg
COutNewOrderMsg
COutReplaceMsg
CParamDesc
►CParamPublisher
CBlockOps	Copying and freeing a parameter block whose layout is known only at run time (strategies/hot_params.hpp); validate runs after the schema's parsers
CValue	Every parameter of the copy, in schema order: one instrument's, or the shared set
CParamRecord	A strategy parameter update the engine applied (ParamUpdateMsg): after the header, the message's bytes past its own header, so the fields sit at the same offsets
CParamSchema
CParamSink	Where a built update goes; push returns false when it was not accepted (full)
CParamUpdateMsg	New strategy parameter values (ADR-0013): up to kMaxFields (field index, raw value) pairs, built and validated off the engine thread (strategies/param_publisher.hpp)
CPerpStateMsg	The venue's reference prices and funding of one derivative (EventType::PerpState), from its public market data
CPortfolio	PnL totals over every instrument (StrategyContext::portfolio()), in the reporting currency when the tracker converts (PositionTracker::set_accounting)
CPosition
CPositionRecord	One instrument's position and the portfolio totals at the same instant
►CPositionTracker
CTotals	Totals of one currency, in that currency (converting() only)
CPositionUpdateMsg
CQuoteAction
CQuoteManager
CQuoteNote	What the strategy says about a side (ctx.note_quote): a short reason ("inventory_cap", "model_off", "cooldown"; empty: none) and the budget it gave the side, in the settlement currency (raw 1e-8; 0: none given)
CQuoteParams
CQuoteStats
CReconcileMsg	Control thread injects the venue's view after a reconnect (5.8)
CRecordHeader
CRecordWriter	Engine-side producer
CRejectRecord	One order refused: by the pre-trade checks (the engine's) or by its venue (an OrderReject), with the account's order budget as the engine saw it then (ctx.order_budget)
CReplayedRecord	A venue's execution replay ended complete (a reconciliation began with ReconcileMsg::kExecutionsExact): every execution the venue made before it is in the records before this one
CResult
CResult< void, E >	Result<void, E>: success carries nothing
CRiskHeadroom	How much more each limit admits for one instrument now: the largest order (or number of orders) that passes that limit's check at this instant, the others aside
CRiskLimits
CRiskReject	A new order or replace the engine's own risk check refused (RiskEngine, [risk]): nothing was sent and no order exists for it
CRiskSection
CRunnerDeps	Everything a factory needs that is backend-independent
CSecret	Wrap a value to have it rendered as "***"
CSessionEpochStore	The 16-bit session epoch is the high half of every ClientOrderId, so two sessions that share one would let a venue's late message from the earlier session match an order of the later one
CSettlementMix	Instruments do not all settle in the same currency: an inverse contract settles in its base coin, a linear one in its quote currency
CSimClock	Deterministic clock for sim/backtest/replay. 1 cycle == 1 ns
CStatePosition	One instrument's position in a StrategyStateMsg's kPositionsPart: on the account (venue) whose Reconcile Position would set it
CStrategyBase
CStrategyConflict	Thrown by register_strategy when a name is already registered with a different schema or factory
CStrategyContext
CStrategyEntry
CStrategyRegistry
CStrategySection
CStrategyStateMsg	Journal only: what a replay or a backtest over the journal can start from
CStrongId
CTimerMsg
CTimestamp
CTopLevels	Fixed-size result of top<N>()
CTradeMsg
CTransferRequest
CTransferResult
CTreasurySection	[venues
CTscAnchor	One simultaneous reading of the three clocks (the TSC is the midpoint of a tight bracket)
CTscCalibration
CTscCalibrator	Long-baseline TSC calibration for the calibrator (control) thread
CTscClock	Periodic recalibration (see docs/explanation/architecture.md, "Clock calibration"): a calibrator thread measures with calibrate_tsc() and publishes into a Seqlocked<TscCalibration>; every TscClock user keeps its own copy and calls refresh() from its loop
CTscRecalibration
CUnexpected
CVenueHealth
CVenueHealthView	What StrategyContext::venue_health returns. Durations are zero until the first sample
CVenueSection
CXoshiro256ss
RStrategyLike
RKeepsState	Optional state the engine keeps across sessions ([strategy] state_file): std::string_view state() returns the bytes to save (valid until the strategy's next hook; the engine copies them at once) and bool restore(std::string_view) takes the bytes saved before, false when they are not this strategy's (it then starts fresh)
RClockLike
RMessageLike	Every message: trivially copyable with the EventHeader first
RFixedSizeMessage
RBookView