strategy_context.hpp File Reference

StrategyContext: the API a strategy sees (ADR-0012, section 2). More...

#include "fastmm/core/account_pool.hpp"
#include "fastmm/core/balance_book.hpp"
#include "fastmm/core/book/l2_book.hpp"
#include "fastmm/core/config_macros.hpp"
#include "fastmm/core/enums.hpp"
#include "fastmm/core/fees.hpp"
#include "fastmm/core/fixed_point.hpp"
#include "fastmm/core/instrument.hpp"
#include "fastmm/core/oms.hpp"
#include "fastmm/core/order.hpp"
#include "fastmm/core/order_budget.hpp"
#include "fastmm/core/perp_book.hpp"
#include "fastmm/core/position.hpp"
#include "fastmm/core/quote_manager.hpp"
#include "fastmm/core/result.hpp"
#include "fastmm/core/risk_limits.hpp"
#include "fastmm/core/rng.hpp"
#include "fastmm/core/strong_id.hpp"
#include "fastmm/core/time.hpp"
#include "fastmm/core/venue_health.hpp"
#include <cstdint>
#include <optional>
#include <string_view>

Go to the source code of this file.

Classes
class	fastmm::StrategyContext< Engine >

Namespaces
namespace	fastmm

Detailed Description

StrategyContext: the API a strategy sees (ADR-0012, section 2).

A thin, non-owning facade over the Engine, so strategies never include engine.hpp and cannot reach into internals. Every order-API call marks the strategy's decision time for the serialize latency interval.