fastmm::InstrumentSection Struct Reference

#include <fastmm/config/config.hpp>

Public Attributes
std::string	venue
std::string	symbol
std::string	base
std::string	quote
std::string	asset_class = "spot"
std::string	tick
std::string	lot
std::string	min_qty
std::string	max_qty
std::string	min_notional
std::string	contract_multiplier = "1"
bool	enabled = true
int	price_decimals = 8
std::string	expiry
std::string	strike
std::string	option_type
std::optional< double >	maker_bps
	Per-instrument fee schedule; unset means the instrument pays its venue's [venues.
std::optional< double >	taker_bps
std::string	initial_margin
	A derivative's initial margin, fraction of the notional, decimal; empty: none configured.

Member Data Documentation

venue

std::string fastmm::InstrumentSection::venue

symbol

std::string fastmm::InstrumentSection::symbol

base

std::string fastmm::InstrumentSection::base

quote

std::string fastmm::InstrumentSection::quote

asset_class

std::string fastmm::InstrumentSection::asset_class = "spot"

tick

std::string fastmm::InstrumentSection::tick

lot

std::string fastmm::InstrumentSection::lot

min_qty

std::string fastmm::InstrumentSection::min_qty

max_qty

std::string fastmm::InstrumentSection::max_qty

min_notional

std::string fastmm::InstrumentSection::min_notional

contract_multiplier

std::string fastmm::InstrumentSection::contract_multiplier = "1"

enabled

bool fastmm::InstrumentSection::enabled = true

price_decimals

int fastmm::InstrumentSection::price_decimals = 8

expiry

std::string fastmm::InstrumentSection::expiry

strike

std::string fastmm::InstrumentSection::strike

option_type

std::string fastmm::InstrumentSection::option_type

maker_bps

std::optional<double> fastmm::InstrumentSection::maker_bps

Per-instrument fee schedule; unset means the instrument pays its venue's [venues.

<x>.fees]. Positive == a fee, negative == a rebate.

taker_bps

std::optional<double> fastmm::InstrumentSection::taker_bps

initial_margin

std::string fastmm::InstrumentSection::initial_margin

A derivative's initial margin, fraction of the notional, decimal; empty: none configured.