fastmm::ParamUpdateMsg Struct Reference

New strategy parameter values (ADR-0013): up to kMaxFields (field index, raw value) pairs, built and validated off the engine thread (strategies/param_publisher.hpp). More...

#include <fastmm/core/messages.hpp>

Public Types
enum class	Origin : std::uint8_t { Strategy = 0 , Control = 1 }

Public Member Functions
bool	all_instruments () const noexcept
std::string_view	source_view () const noexcept
void	set_source (std::string_view s) noexcept
	Copies s into source, cut to kSourceLen - 1 bytes.

Public Attributes
EventHeader	hdr
std::uint32_t	count
	pairs used
Origin	origin
std::uint8_t	pad0_ [3]
std::uint64_t	publish_seq
	the publisher's sequence number, from 1
std::uint16_t	field [kMaxFields]
	schema index of each pair
char	source [kSourceLen]
	who asked for it, e.g. "manual", "scheduled:drain"
std::uint8_t	pad1_ [8]
std::int64_t	value [kMaxFields]
	raw value of each pair

Static Public Attributes
static constexpr std::size_t	kMaxFields = 32
static constexpr std::size_t	kSourceLen = 40
	source, NUL-terminated
static constexpr InstrumentId	kAllInstruments {}
	hdr.instrument of an update for every instrument: the invalid id.

Detailed Description

New strategy parameter values (ADR-0013): up to kMaxFields (field index, raw value) pairs, built and validated off the engine thread (strategies/param_publisher.hpp).

The engine applies them together at one event, journals the message and calls on_params. A field index is the position of the parameter in the strategy's schema; the journal header records the schema, so a replay resolves indices by name. A raw value is the field's int64 form (ParamDesc::get_raw): the value of an integer or bool, the raw fixed-point value of Price, Qty, Notional and Ratio, the nanoseconds of a Duration and the IEEE-754 bits of a double. origin names the publisher (the control socket's sequence is the one fastmm-ctl waits on) and source who asked for the change (fastmm-ctl param --source), both zero in journals written before they existed.

Member Enumeration Documentation

Origin

enum class fastmm::ParamUpdateMsg::Origin : std::uint8_t

strong

Enumerator
Strategy	the strategy's own publisher (a slow tier, a model), or not recorded
Control	the control socket (fastmm-ctl param)

Member Function Documentation

all_instruments()

bool fastmm::ParamUpdateMsg::all_instruments ( ) const

inlinenoexcept

source_view()

std::string_view fastmm::ParamUpdateMsg::source_view ( ) const

inlinenoexcept

set_source()

void fastmm::ParamUpdateMsg::set_source ( std::string_view  s )

inlinenoexcept

Copies s into source, cut to kSourceLen - 1 bytes.

Member Data Documentation

kMaxFields

constexpr std::size_t fastmm::ParamUpdateMsg::kMaxFields = 32

staticconstexpr

kSourceLen

constexpr std::size_t fastmm::ParamUpdateMsg::kSourceLen = 40

staticconstexpr

source, NUL-terminated

kAllInstruments

constexpr InstrumentId fastmm::ParamUpdateMsg::kAllInstruments {}

staticconstexpr

hdr.instrument of an update for every instrument: the invalid id.

hdr

EventHeader fastmm::ParamUpdateMsg::hdr

count

std::uint32_t fastmm::ParamUpdateMsg::count

pairs used

origin

Origin fastmm::ParamUpdateMsg::origin

pad0_

std::uint8_t fastmm::ParamUpdateMsg::pad0_[3]

publish_seq

std::uint64_t fastmm::ParamUpdateMsg::publish_seq

the publisher's sequence number, from 1

field

std::uint16_t fastmm::ParamUpdateMsg::field[kMaxFields]

schema index of each pair

source

char fastmm::ParamUpdateMsg::source[kSourceLen]

who asked for it, e.g. "manual", "scheduled:drain"

pad1_

std::uint8_t fastmm::ParamUpdateMsg::pad1_[8]

value

std::int64_t fastmm::ParamUpdateMsg::value[kMaxFields]

raw value of each pair