fastmm::QuoteStats Struct Reference

#include <fastmm/core/quote_manager.hpp>

Public Attributes
std::uint64_t	news = 0
std::uint64_t	cancels = 0
std::uint64_t	replaces = 0
std::uint64_t	kept_hysteresis = 0
std::uint64_t	kept_interval = 0
std::uint64_t	skipped_pending = 0
std::uint64_t	rejected = 0
std::uint64_t	reject_backoffs = 0
	venue rejects that started or extended a side backoff
std::uint64_t	kept_backoff = 0
	News withheld because their side was backing off.
std::uint64_t	kept_balance = 0
	deferred News withheld: the balance no longer covers them
std::uint64_t	kept_rate_limit = 0
	News / Replaces held back for want of an order token.
std::uint64_t	retries = 0
	retry() calls that re-applied a starved instrument's quotes

Member Data Documentation

news

std::uint64_t fastmm::QuoteStats::news = 0

cancels

std::uint64_t fastmm::QuoteStats::cancels = 0

replaces

std::uint64_t fastmm::QuoteStats::replaces = 0

kept_hysteresis

std::uint64_t fastmm::QuoteStats::kept_hysteresis = 0

kept_interval

std::uint64_t fastmm::QuoteStats::kept_interval = 0

skipped_pending

std::uint64_t fastmm::QuoteStats::skipped_pending = 0

rejected

std::uint64_t fastmm::QuoteStats::rejected = 0

reject_backoffs

std::uint64_t fastmm::QuoteStats::reject_backoffs = 0

venue rejects that started or extended a side backoff

kept_backoff

std::uint64_t fastmm::QuoteStats::kept_backoff = 0

News withheld because their side was backing off.

kept_balance

std::uint64_t fastmm::QuoteStats::kept_balance = 0

deferred News withheld: the balance no longer covers them

kept_rate_limit

std::uint64_t fastmm::QuoteStats::kept_rate_limit = 0

News / Replaces held back for want of an order token.

retries

std::uint64_t fastmm::QuoteStats::retries = 0

retry() calls that re-applied a starved instrument's quotes