reader.hpp File Reference

Query side of a storage backend: what fastmm-pnl and a restarting session read back. More...

#include "fastmm/core/fill_audit.hpp"
#include "fastmm/core/result.hpp"
#include "fastmm/store/backend.hpp"
#include <cstdint>
#include <string>
#include <vector>

Go to the source code of this file.

Classes
struct	fastmm::store::BookedFillQuery
	The executions an engine stored for one venue (Reader::booked_fills): the engine's side of a fill audit (core/fill_audit.hpp). More...
struct	fastmm::store::Rows
struct	fastmm::store::ParamQuery
	Every query takes the same filter; a backend ignores the fields its query has no use for. More...
struct	fastmm::store::QueryFilter
struct	fastmm::store::Recovery
	What the previous session left behind, for the operator who is about to start a new one. More...
struct	fastmm::store::Recovery::PositionState
	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. More...
struct	fastmm::store::Recovery::PastOrder
	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. More...
struct	fastmm::store::Recovery::VenueResume
struct	fastmm::store::Recovery::TradeIdMark
	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. More...
struct	fastmm::store::Recovery::Duplicate
	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. More...
class	fastmm::store::Reader

Namespaces
namespace	fastmm
namespace	fastmm::store

Detailed Description

Query side of a storage backend: what fastmm-pnl and a restarting session read back.

Rows are strings. The store is queried by people and by tools, never on a hot path, and a string column keeps the interface small enough for a backend to implement in an afternoon; raw fixed-point columns are rendered as exact decimals (Fixed::to_string).