record_stream.hpp File Reference

Record stream: the engine's second outbound queue, next to the journal. More...

#include "fastmm/core/config_macros.hpp"
#include "fastmm/core/enums.hpp"
#include "fastmm/core/fixed_point.hpp"
#include "fastmm/core/messages.hpp"
#include "fastmm/core/msg_ring.hpp"
#include "fastmm/core/order.hpp"
#include "fastmm/core/position.hpp"
#include "fastmm/core/strong_id.hpp"
#include "fastmm/core/time.hpp"
#include <cstddef>
#include <cstdint>
#include <cstring>
#include <string_view>
#include <type_traits>

Go to the source code of this file.

Classes
struct	fastmm::RecordHeader
struct	fastmm::FillRecord
	One execution. More...
struct	fastmm::OrderRecord
	The OMS record after a transition. More...
struct	fastmm::PositionRecord
	One instrument's position and the portfolio totals at the same instant. More...
struct	fastmm::FundingRecord
	A funding payment the engine booked (FundingMsg): amount in the instrument's settlement currency, negative paid. More...
struct	fastmm::KillRecord
	A kill switch trip. hdr.flags & kVenue marks a per-venue trip (hdr.venue names it). More...
struct	fastmm::ReplayedRecord
	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. More...
struct	fastmm::ParamRecord
	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. More...
struct	fastmm::RejectRecord
	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). More...
class	fastmm::RecordWriter
	Engine-side producer. More...

Namespaces
namespace	fastmm

Enumerations
enum class	fastmm::RecordType : std::uint8_t {   fastmm::Fill = 1 , fastmm::Order = 2 , fastmm::Position = 3 , fastmm::Kill = 4 ,   fastmm::Funding = 5 , fastmm::Replayed = 6 , fastmm::Param = 7 , fastmm::Reject = 8 }
	Never 0: the ring reserves type 0 for padding. More...
enum class	fastmm::RejectSource : std::uint8_t {   fastmm::Risk = 0 , fastmm::RiskBucket = 1 , fastmm::AccountPaused = 2 , fastmm::AccountOrders10s = 3 ,   fastmm::AccountOrders1m = 4 , fastmm::AccountOrders1d = 5 , fastmm::VenueLocal = 6 , fastmm::Venue = 7 }
	What refused an order (RejectRecord::source): the limit behind a rate-limit refusal, or the side that refused it otherwise. More...

Functions
constexpr std::string_view	fastmm::to_string (RecordType t) noexcept
constexpr std::string_view	fastmm::to_string (RejectSource s) noexcept

Variables
constexpr std::uint8_t	fastmm::kRecordVersion = 1

Detailed Description

Record stream: the engine's second outbound queue, next to the journal.

engine thread --RecordWriter--> MsgRing --store thread--> a storage backend

The journal is the byte-exact stream a replay consumes; this is the interpreted one, the fills, orders, positions and kill events a store turns into rows. Both are written the same way: the engine copies a trivially copyable record into an SPSC ring and never waits. A full ring drops the record and counts it (EngineStats::records_dropped); nothing in the trading path depends on a record being consumed, so a slow or broken store cannot stall or kill a session. The journal is the authority for anything a drop lost (docs/reference/storage.md).

Records share the MsgRing prefix (4-byte length, 1-byte non-zero type) and are a multiple of 64 bytes, like the event messages, but they carry their own RecordType space and version: the store format is free to change without touching the journal format.