session_state.hpp File Reference

State that survives a process restart: the session epoch (client order ids) and the latched risk state (kill switch and cumulative PnL). More...

#include "fastmm/core/enums.hpp"
#include "fastmm/core/fixed_point.hpp"
#include "fastmm/core/result.hpp"
#include <cstdint>
#include <string>
#include <string_view>

Go to the source code of this file.

Classes
class	fastmm::SessionEpochStore
	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. More...
struct	fastmm::KillState
	Cumulative risk state across sessions. More...
class	fastmm::KillStateStore

Namespaces
namespace	fastmm

Functions
Result< void, std::string >	fastmm::write_file_atomic (const std::string &path, std::string_view contents)
	Writes contents to path atomically: <path>.tmp, fsync, rename, fsync of the directory.
Result< bool, std::string >	fastmm::load_strategy_state (const std::string &path, std::string &out)
	The strategy state file ([strategy] state_file, written by write_file_atomic): its bytes, true when it exists, false when there is no such file (a first start); an error when it cannot be read.

Detailed Description

State that survives a process restart: the session epoch (client order ids) and the latched risk state (kill switch and cumulative PnL).

Both are text files next to the journal, written through a temporary file + fsync + rename, so a crash leaves the old file or the new one, never a truncated one. Both stores fail closed: a session that cannot read or bump them must not trade.