strategy.hpp File Reference

Everything a strategy header needs (ADR-0012): More...

#include "fastmm/core/book/book_view.hpp"
#include "fastmm/core/enums.hpp"
#include "fastmm/core/fixed_point.hpp"
#include "fastmm/core/instrument.hpp"
#include "fastmm/core/log.hpp"
#include "fastmm/core/messages.hpp"
#include "fastmm/core/oms.hpp"
#include "fastmm/core/quote_manager.hpp"
#include "fastmm/core/time.hpp"
#include "fastmm/strategies/hedge_executor.hpp"
#include "fastmm/strategies/hooks.hpp"
#include "fastmm/strategies/params.hpp"
#include "fastmm/strategies/quoting.hpp"
#include "fastmm/strategies/strategy.hpp"

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Detailed Description

Everything a strategy header needs (ADR-0012):

fixed point and literals Price, Qty, Notional, Ratio, 100.25_px, 0.01_qty, 5_bps instruments and time Instrument, InstrumentId, Timestamp, Duration, milliseconds() messages and books Level, TradeMsg, BookTickerMsg, ConnectionStateMsg, BookView quotes and helpers DesiredQuotes, mid, microprice, inventory_allows, keep_passive, ... orders NewOrderRequest, OmsUpdate, Order parameters FASTMM_PARAMS, FASTMM_PARAM, FASTMM_PARAM_BPS, FASTMM_PARAM_MS hooks Fill, verify_strategy, StrategyBase, StrategyLike hedging HedgeExecutor logging FASTMM_LOG_INFO, FASTMM_LOG_WARN, ...

#include "fastmm/strategy.hpp" using namespace fastmm::literals; // or using namespace fastmm;, which includes them