fastmm::EventHeader Struct Reference

#include <fastmm/core/messages.hpp>

Public Types
enum	Flags : std::uint8_t {   kSynthetic = 1U << 0 , kReplayed = 1U << 1 , kSnapshot = 1U << 2 , kOutbound = 1U << 3 ,   kEngineTime = 1U << 4 , kDropped = 1U << 5 , kTruncatedBids = 1U << 6 , kTruncatedAsks = 1U << 7 }

Public Attributes
std::uint32_t	len
	total bytes incl. header, multiple of 64 (offset 0)
EventType	type
	(offset 4)
std::uint8_t	version
	kMessageVersion
VenueId	venue
std::uint8_t	flags
InstrumentId	instrument
	dense id, invalid for non-instrument events (offset 8)
std::uint32_t	reserved0
	journal: engine-time delta when kEngineTime (offset 12)
std::uint64_t	seq
	engine consumption order; assigned by JournalWriter (16)
std::uint64_t	venue_seq
	venue update id / sequence number (24)
Timestamp	exch_ts
	venue event time (32)
Timestamp	recv_ts
	T0 wall-clock (40)
Cycles	t0_cycles
	T0 raw TSC at recv (48)
std::uint32_t	t1_delta
	cycles T0->T1 (decoded) (56)
std::uint32_t	t2_delta
	cycles T0->T2 (book applied) (60)

Member Enumeration Documentation

Flags

enum fastmm::EventHeader::Flags : std::uint8_t

Enumerator
kSynthetic	generated locally (reconcile fill, sim), not from the venue
kReplayed	came from a journal
kSnapshot	BookDelta carries a full snapshot.
kOutbound	engine -> venue message copied into the journal
kEngineTime	Journal only (format v2, ADR-0010): reserved0 holds the engine clock at consumption as a signed ns delta from the previous kEngineTime record or EngineTimeMsg.
kDropped	journal only: outbound message the transport did not accept
kTruncatedBids	BookDelta: the venue's update changed more levels on this side than the message carries, and the side holds the ones nearest the touch (LevelSpill). A book level behind the last one it carries may be stale; L2Book drops those.
kTruncatedAsks

Member Data Documentation

len

std::uint32_t fastmm::EventHeader::len

total bytes incl. header, multiple of 64 (offset 0)

type

EventType fastmm::EventHeader::type

(offset 4)

version

std::uint8_t fastmm::EventHeader::version

kMessageVersion

venue

VenueId fastmm::EventHeader::venue

flags

std::uint8_t fastmm::EventHeader::flags

instrument

InstrumentId fastmm::EventHeader::instrument

dense id, invalid for non-instrument events (offset 8)

reserved0

std::uint32_t fastmm::EventHeader::reserved0

journal: engine-time delta when kEngineTime (offset 12)

seq

std::uint64_t fastmm::EventHeader::seq

engine consumption order; assigned by JournalWriter (16)

venue_seq

std::uint64_t fastmm::EventHeader::venue_seq

venue update id / sequence number (24)

exch_ts

Timestamp fastmm::EventHeader::exch_ts

venue event time (32)

recv_ts

Timestamp fastmm::EventHeader::recv_ts

T0 wall-clock (40)

t0_cycles

Cycles fastmm::EventHeader::t0_cycles

T0 raw TSC at recv (48)

t1_delta

std::uint32_t fastmm::EventHeader::t1_delta

cycles T0->T1 (decoded) (56)

t2_delta

std::uint32_t fastmm::EventHeader::t2_delta

cycles T0->T2 (book applied) (60)