fastmm::EngineSection Struct Reference

#include <fastmm/config/config.hpp>

Public Attributes
std::string	name = "fastmm"
int	cpu = -1
std::vector< int >	net_cpus
std::string	spin_mode = "adaptive"
bool	restore_position = true
	Carry the previous session's positions over from the store (venues that replay executions).
std::string	net_backend = "epoll"
	net::Reactor backend: "epoll" | "io_uring"
std::string	threading = "split"
	fastmm-live: "split" runs the engine and each venue's network loop on their own threads; "single" runs the one venue's network loop, the engine and order sending on the engine thread.
bool	journal = true
std::string	journal_dir = "runs"
std::string	journal_sync = "async"
	"async" | "fdatasync" (core/journal.hpp)
std::size_t	journal_max_bytes = 0
	roll over to the next part at this size (0: never)
int	journal_retention_days = 0
	delete .fmj files older than this at start (0: keep)
std::string	epoch_file = "runs/session_epoch"
std::string	kill_file
	Latched kill switch and cumulative PnL; empty = "\<journal_dir\>/\<name\>.kill".
bool	instance_lock = false
	fastmm-live: an exclusive flock(2) on lock_file (empty = "\<journal_dir\>/\<name\>.lock") taken before the session touches the account, so one process of this engine name trades at a time (live/instance_lock.hpp).
std::string	lock_file
int	handoff_timeout_ms = 75'000
	--takeover: how long the new process waits for the running one to release the lock after it accepted handoff, ms.
std::uint64_t	rng_seed = 1
std::size_t	md_ring_bytes = 4U << 20
std::size_t	order_ring_bytes = 1U << 20
std::size_t	journal_ring_bytes = 16U << 20
std::uint32_t	max_events_per_step = 64
std::uint32_t	feed_budget_per_ring = 64
	RingFeed: events per ring before the next one's turn.
bool	net_spin_dedicated = false
	Adaptive: a network thread alone on its pinned core never blocks (net_never_blocks).
int	crossed_grace_ms = 100
int	ack_timeout_ms = 0
	force-cancel an order without an ack after this long; 0 = off
int	flatten_interval_ms = 500
	Operator flatten (fastmm-ctl flatten): the sweep period, how long the engine keeps working the position off (0 = until it is flat or an operator stops it) and the default slippage.
int	flatten_timeout_ms = 60000
int	flatten_slippage_bps = 25
double	queue_conservatism = 1.0
	queue position estimate (ctx.queue_ahead), 0..1
int	latency_publish_ms = 1000
int	tsc_recalibrate_s = 10
	fastmm-live: TSC recalibration period, 0 = never
std::int64_t	timer_slack_ns = 0
	fastmm-live: PR_SET_TIMERSLACK of its threads, 0 = kernel's
bool	lock_memory = false
	fastmm-live: mlockall(MCL_CURRENT | MCL_FUTURE)
int	cpu_dma_latency_us = -1
	fastmm-live: PM QoS CPU latency request (/dev/cpu_dma_latency) held for the session, us; -1 = none.
int	rt_priority = 0
	fastmm-live: SCHED_FIFO priority of the engine thread and of the network threads, 0 = off.
int	net_rt_priority = 0
bool	log_irq_affinity = false
	fastmm-live: log the NICs' interrupt CPUs against the pinned ones.
int	min_requote_ticks = 1
int	min_requote_interval_ms = 50
int	min_qty_bps = 8000
bool	post_only = true
bool	supports_replace = true
int	reject_backoff_ms = 1000
	QuoteManager: pause a side after a venue reject (0 = off)
int	reject_backoff_max_ms = 60000
	doubling cap
int	quote_token_reserve = 0
	[risk] order tokens quotes that add risk leave to others
std::string	on_kill = "exit"
	fastmm-live after a kill switch it did not ask for (risk limit, internal failure, every venue killed): "exit" shuts down like SIGTERM and exits with code 6; "stay" keeps running with quoting off and logs an ERROR line every 10 s.

Member Data Documentation

name

std::string fastmm::EngineSection::name = "fastmm"

cpu

int fastmm::EngineSection::cpu = -1

net_cpus

std::vector<int> fastmm::EngineSection::net_cpus

spin_mode

std::string fastmm::EngineSection::spin_mode = "adaptive"

restore_position

bool fastmm::EngineSection::restore_position = true

Carry the previous session's positions over from the store (venues that replay executions).

net_backend

std::string fastmm::EngineSection::net_backend = "epoll"

net::Reactor backend: "epoll" | "io_uring"

threading

std::string fastmm::EngineSection::threading = "split"

fastmm-live: "split" runs the engine and each venue's network loop on their own threads; "single" runs the one venue's network loop, the engine and order sending on the engine thread.

journal

bool fastmm::EngineSection::journal = true

journal_dir

std::string fastmm::EngineSection::journal_dir = "runs"

journal_sync

std::string fastmm::EngineSection::journal_sync = "async"

"async" | "fdatasync" (core/journal.hpp)

journal_max_bytes

std::size_t fastmm::EngineSection::journal_max_bytes = 0

roll over to the next part at this size (0: never)

journal_retention_days

int fastmm::EngineSection::journal_retention_days = 0

delete .fmj files older than this at start (0: keep)

epoch_file

std::string fastmm::EngineSection::epoch_file = "runs/session_epoch"

kill_file

std::string fastmm::EngineSection::kill_file

Latched kill switch and cumulative PnL; empty = "\<journal_dir\>/\<name\>.kill".

instance_lock

bool fastmm::EngineSection::instance_lock = false

fastmm-live: an exclusive flock(2) on lock_file (empty = "\<journal_dir\>/\<name\>.lock") taken before the session touches the account, so one process of this engine name trades at a time (live/instance_lock.hpp).

--standby and --takeover take it whatever this says.

lock_file

std::string fastmm::EngineSection::lock_file

handoff_timeout_ms

int fastmm::EngineSection::handoff_timeout_ms = 75'000

--takeover: how long the new process waits for the running one to release the lock after it accepted handoff, ms.

rng_seed

std::uint64_t fastmm::EngineSection::rng_seed = 1

md_ring_bytes

std::size_t fastmm::EngineSection::md_ring_bytes = 4U << 20

order_ring_bytes

std::size_t fastmm::EngineSection::order_ring_bytes = 1U << 20

journal_ring_bytes

std::size_t fastmm::EngineSection::journal_ring_bytes = 16U << 20

max_events_per_step

std::uint32_t fastmm::EngineSection::max_events_per_step = 64

feed_budget_per_ring

std::uint32_t fastmm::EngineSection::feed_budget_per_ring = 64

RingFeed: events per ring before the next one's turn.

net_spin_dedicated

bool fastmm::EngineSection::net_spin_dedicated = false

Adaptive: a network thread alone on its pinned core never blocks (net_never_blocks).

crossed_grace_ms

int fastmm::EngineSection::crossed_grace_ms = 100

ack_timeout_ms

int fastmm::EngineSection::ack_timeout_ms = 0

force-cancel an order without an ack after this long; 0 = off

flatten_interval_ms

int fastmm::EngineSection::flatten_interval_ms = 500

Operator flatten (fastmm-ctl flatten): the sweep period, how long the engine keeps working the position off (0 = until it is flat or an operator stops it) and the default slippage.

flatten_timeout_ms

int fastmm::EngineSection::flatten_timeout_ms = 60000

flatten_slippage_bps

int fastmm::EngineSection::flatten_slippage_bps = 25

queue_conservatism

double fastmm::EngineSection::queue_conservatism = 1.0

queue position estimate (ctx.queue_ahead), 0..1

latency_publish_ms

int fastmm::EngineSection::latency_publish_ms = 1000

tsc_recalibrate_s

int fastmm::EngineSection::tsc_recalibrate_s = 10

fastmm-live: TSC recalibration period, 0 = never

timer_slack_ns

std::int64_t fastmm::EngineSection::timer_slack_ns = 0

fastmm-live: PR_SET_TIMERSLACK of its threads, 0 = kernel's

lock_memory

bool fastmm::EngineSection::lock_memory = false

fastmm-live: mlockall(MCL_CURRENT | MCL_FUTURE)

cpu_dma_latency_us

int fastmm::EngineSection::cpu_dma_latency_us = -1

fastmm-live: PM QoS CPU latency request (/dev/cpu_dma_latency) held for the session, us; -1 = none.

rt_priority

int fastmm::EngineSection::rt_priority = 0

fastmm-live: SCHED_FIFO priority of the engine thread and of the network threads, 0 = off.

net_rt_priority

int fastmm::EngineSection::net_rt_priority = 0

log_irq_affinity

bool fastmm::EngineSection::log_irq_affinity = false

fastmm-live: log the NICs' interrupt CPUs against the pinned ones.

min_requote_ticks

int fastmm::EngineSection::min_requote_ticks = 1

min_requote_interval_ms

int fastmm::EngineSection::min_requote_interval_ms = 50

min_qty_bps

int fastmm::EngineSection::min_qty_bps = 8000

post_only

bool fastmm::EngineSection::post_only = true

supports_replace

bool fastmm::EngineSection::supports_replace = true

reject_backoff_ms

int fastmm::EngineSection::reject_backoff_ms = 1000

QuoteManager: pause a side after a venue reject (0 = off)

reject_backoff_max_ms

int fastmm::EngineSection::reject_backoff_max_ms = 60000

doubling cap

quote_token_reserve

int fastmm::EngineSection::quote_token_reserve = 0

[risk] order tokens quotes that add risk leave to others

on_kill

std::string fastmm::EngineSection::on_kill = "exit"

fastmm-live after a kill switch it did not ask for (risk limit, internal failure, every venue killed): "exit" shuts down like SIGTERM and exits with code 6; "stay" keeps running with quoting off and logs an ERROR line every 10 s.