fastmm-gateway's account guards: one venue's account, shared by every attached strategy. More...

#include <fastmm/config/config.hpp>

Public Member Functions
bool	any () const noexcept

Public Attributes
int	orders_per_sec = 0
	new orders and replaces per venue, 0 = off

int	burst = 0
	token-bucket capacity, 0 = orders_per_sec

std::string	max_open_notional
	notional working at a venue, decimal; empty = off

std::string	max_loss
	The account over every attached strategy, decimals in the settlement currency; empty = off.

std::string	max_gross_notional
	sum of \|position\| at the marks

std::string	max_net_notional
	\|signed sum\| of the positions at the marks

UnderlyingSpec	underlying
	[gateway.underlying.<BASE>] max_net: the account's net position per base asset, base units.

std::map< std::string, std::string >	shared
	[gateway.shared.

bool	check_balance = true
	the account's balance covers every strategy's orders

Detailed Description

fastmm-gateway's account guards: one venue's account, shared by every attached strategy.

Member Function Documentation

◆ any()

bool fastmm::GatewaySection::any ( ) const

inlinenoexcept

Member Data Documentation

◆ orders_per_sec

int fastmm::GatewaySection::orders_per_sec = 0

new orders and replaces per venue, 0 = off

◆ burst

int fastmm::GatewaySection::burst = 0

token-bucket capacity, 0 = orders_per_sec

◆ max_open_notional

std::string fastmm::GatewaySection::max_open_notional

notional working at a venue, decimal; empty = off

◆ max_loss

std::string fastmm::GatewaySection::max_loss

The account over every attached strategy, decimals in the settlement currency; empty = off.

net PnL, carried in <journal_dir>/<name>.kill

◆ max_gross_notional

std::string fastmm::GatewaySection::max_gross_notional

sum of |position| at the marks

◆ max_net_notional

std::string fastmm::GatewaySection::max_net_notional

|signed sum| of the positions at the marks

◆ underlying

UnderlyingSpec fastmm::GatewaySection::underlying

[gateway.underlying.<BASE>] max_net: the account's net position per base asset, base units.

◆ shared

std::map<std::string, std::string> fastmm::GatewaySection::shared

[gateway.shared.

"\<venue\>:\<symbol\>"]: an instrument several strategies may trade at once, and the [engine] name of its primary strategy (empty: none), which books the events naming no order.

◆ check_balance

bool fastmm::GatewaySection::check_balance = true

the account's balance covers every strategy's orders

Public Member Functions

Public Attributes