fastmm::OmsStats Struct Reference

#include <fastmm/core/oms.hpp>

Public Attributes
std::uint32_t	open = 0
std::uint64_t	submitted = 0
std::uint64_t	acked = 0
std::uint64_t	rejected = 0
std::uint64_t	canceled = 0
std::uint64_t	filled = 0
std::uint64_t	fills = 0
std::uint64_t	expired = 0
std::uint64_t	unknown_ids = 0
std::uint64_t	duplicates = 0
std::uint64_t	late_fills = 0
std::uint64_t	unsolicited_cancels = 0
std::uint64_t	missed_fills = 0
	cum_qty jumps a fill message never reported
std::uint64_t	corrected_fills = 0
	Missed fills a replayed execution later named, so their price and fee stopped being estimates.
std::uint64_t	synthetic_forgotten = 0
	Missed fills whose entry was evicted before an execution named them: their price and fee stay estimates, and an execution for them would now be counted twice.
std::uint64_t	ack_timeouts = 0
	PendingNew orders swept by sweep_pending()
std::uint64_t	reconcile_unresolved = 0
	Orders a reconciliation snapshot did not report that still had working quantity: the venue ended them and never said how, so the position may be short by up to that much.

Member Data Documentation

open

std::uint32_t fastmm::OmsStats::open = 0

submitted

std::uint64_t fastmm::OmsStats::submitted = 0

acked

std::uint64_t fastmm::OmsStats::acked = 0

rejected

std::uint64_t fastmm::OmsStats::rejected = 0

canceled

std::uint64_t fastmm::OmsStats::canceled = 0

filled

std::uint64_t fastmm::OmsStats::filled = 0

fills

std::uint64_t fastmm::OmsStats::fills = 0

expired

std::uint64_t fastmm::OmsStats::expired = 0

unknown_ids

std::uint64_t fastmm::OmsStats::unknown_ids = 0

duplicates

std::uint64_t fastmm::OmsStats::duplicates = 0

late_fills

std::uint64_t fastmm::OmsStats::late_fills = 0

unsolicited_cancels

std::uint64_t fastmm::OmsStats::unsolicited_cancels = 0

missed_fills

std::uint64_t fastmm::OmsStats::missed_fills = 0

cum_qty jumps a fill message never reported

corrected_fills

std::uint64_t fastmm::OmsStats::corrected_fills = 0

Missed fills a replayed execution later named, so their price and fee stopped being estimates.

synthetic_forgotten

std::uint64_t fastmm::OmsStats::synthetic_forgotten = 0

Missed fills whose entry was evicted before an execution named them: their price and fee stay estimates, and an execution for them would now be counted twice.

ack_timeouts

std::uint64_t fastmm::OmsStats::ack_timeouts = 0

PendingNew orders swept by sweep_pending()

reconcile_unresolved

std::uint64_t fastmm::OmsStats::reconcile_unresolved = 0

Orders a reconciliation snapshot did not report that still had working quantity: the venue ended them and never said how, so the position may be short by up to that much.