session.hpp File Reference

run_live(): wires venues, rings, the engine and the journal into the plan 5.1 thread model and runs a session (fastmm::live, src/live/session.cpp). More...

#include "fastmm/config/config.hpp"
#include "fastmm/core/strong_id.hpp"
#include <cstdint>
#include <functional>
#include <memory>
#include <string>
#include <utility>
#include <vector>

Go to the source code of this file.

Classes
struct	fastmm::live::LiveStrategy
	A strategy the caller builds instead of the registry's [strategy] name. More...
struct	fastmm::live::LiveOptions

Namespaces
namespace	fastmm
namespace	fastmm::live

Functions
int	fastmm::live::run_live (const Config &cfg, const LiveOptions &opts)
	Runs one session; returns the process exit code.
bool	fastmm::live::resolve_venue_env (Config &cfg, bool dry_run, const char *prog)
	Resolves ${VAR} in every venue string.
void	fastmm::live::restore_signal_handlers () noexcept
	Restores the SIGINT/SIGTERM handlers run_live replaced; a no-op when none are replaced.

Variables
constexpr int	fastmm::live::kExitOk = 0
	Process exit codes (listed in fastmm-live --help and docs/how-to/operations/).
constexpr int	fastmm::live::kExitUsage = 2
	bad command line, missing API keys
constexpr int	fastmm::live::kExitConfig = 3
	bad config, strategy or parameters
constexpr int	fastmm::live::kExitVenue = 4
	venue reference data failed
constexpr int	fastmm::live::kExitRuntime = 5
	cancel_all failed, journal, ring overflow, uncaught error
constexpr int	fastmm::live::kExitKilled = 6
	engine-tripped kill switch with [engine] on_kill = "exit"
constexpr int	fastmm::live::kExitSlowTier = 7
	LiveOptions::watchdog (a Python slow tier failed)
constexpr int	fastmm::live::kExitLocked = 8
	Another process holds the instance lock, or a takeover failed; nothing was traded.
constexpr std::int64_t	fastmm::live::kKilledReminderNs = 10'000'000'000
	How often a session that stays up after a kill ([engine] on_kill = "stay") repeats its ERROR.

Detailed Description

run_live(): wires venues, rings, the engine and the journal into the plan 5.1 thread model and runs a session (fastmm::live, src/live/session.cpp).

fastmm::cli::live (cli/live.hpp) is the command line around it.

fm-net-<i> one per venue: net::Reactor loop (connections, parsing into the venue's md and order rings, draining the venue's outbound ring when the engine wakes it) fm-engine Engine<S, TscClock, LiveTransport, RingFeed>::run() (pinned / spin mode from [engine] cpu / spin_mode) fm-journal JournalFileWriter drain thread (when journaling) log sink Logger::start(): formats and writes log records from every thread's ring main thread control: posts Venue::on_timer every second, prints stats, recalibrates the TSC every [engine] tsc_recalibrate_s and publishes it (the engine and the venues pick it up), handles SIGINT/SIGTERM and --duration: kill switch -> cancel_all on every venue over an independent REST connection -> stop, all within ~5 s. It also watches the engine's kill switch: a kill the engine trips itself (risk limit, full ring, every venue killed) runs the same shutdown and exits with kExitKilled when [engine] on_kill = "exit" (the default); with "stay" the session keeps running and logs an ERROR line every 10 s. Venue kills are logged once per venue.

[engine] threading = "single" (one venue): no fm-net-0; fm-engine runs the venue's reactor iteration between engine steps (Engine::run_inline), takes each market-data event as the venue commits it (EventSink drain hook -> Engine::drain) and hands its orders to Venue::send_now.

The thread set is fixed for the whole session (the logger keeps a ring per thread). The strategy is built by the StrategyRegistry's TransportKind::Live factory for [strategy] name; register it (register_builtin_strategies, a strategy module) before calling run_live, or pass a LiveStrategy (fastmm_live._live runs Python hot strategies that way). run_live installs process-wide SIGINT/SIGTERM handlers and restores the previous ones when it returns.