#include <fastmm/core/quote_manager.hpp>

Public Attributes
std::int64_t	min_requote_ticks = 1
	\|desired - resting\| < this -> keep

Duration	min_requote_interval = milliseconds(50)

std::int64_t	min_qty_bps = 8000
	leaves >= 80 % of desired -> qty ok

bool	supports_replace = false
	off: never replace; on: where the instrument's venue can

bool	replace_all_venues = false
	Replace only if every instrument's venue can (the engine before replace was per venue; set to replay journals recorded then).

bool	post_only = true

Duration	reject_backoff = milliseconds(1000)
	0 = no backoff after venue rejects

Duration	reject_backoff_max = milliseconds(60000)

std::int64_t	token_reserve = 0
	Order tokens ([risk] orders_per_sec) a quote that does not reduce the position leaves for the orders a strategy sends itself (hedges, unwinds) and for quotes that do.

Member Data Documentation

◆ min_requote_ticks

std::int64_t fastmm::QuoteParams::min_requote_ticks = 1

|desired - resting| < this -> keep

◆ min_requote_interval

Duration fastmm::QuoteParams::min_requote_interval = milliseconds(50)

◆ min_qty_bps

std::int64_t fastmm::QuoteParams::min_qty_bps = 8000

leaves >= 80 % of desired -> qty ok

◆ supports_replace

bool fastmm::QuoteParams::supports_replace = false

off: never replace; on: where the instrument's venue can

◆ replace_all_venues

bool fastmm::QuoteParams::replace_all_venues = false

Replace only if every instrument's venue can (the engine before replace was per venue; set to replay journals recorded then).

◆ post_only

bool fastmm::QuoteParams::post_only = true

◆ reject_backoff

Duration fastmm::QuoteParams::reject_backoff = milliseconds(1000)

0 = no backoff after venue rejects

◆ reject_backoff_max

Duration fastmm::QuoteParams::reject_backoff_max = milliseconds(60000)

◆ token_reserve

std::int64_t fastmm::QuoteParams::token_reserve = 0

Order tokens ([risk] orders_per_sec) a quote that does not reduce the position leaves for the orders a strategy sends itself (hedges, unwinds) and for quotes that do.

Read by the engine's placer; 0 = quotes may take the last token.

Public Attributes