#include <fastmm/config/config.hpp>

Public Attributes
std::string	max_order_qty

std::string	max_order_notional

std::string	max_position

int	max_open_orders = 0

int	price_collar_bps = 0

int	fat_finger_bps = 0

int	stale_md_ms = 0

std::string	max_loss

std::string	max_gross_notional

std::string	max_net_notional

int	orders_per_sec = 0

int	burst = 0

bool	stp = true

int	max_feed_lag_ms = 0
	0 = off

bool	check_balance = true
	refuse what the venue's balance cannot cover

UnderlyingSpec	underlying
	[risk.underlying.

Member Data Documentation

◆ max_order_qty

std::string fastmm::RiskSection::max_order_qty

◆ max_order_notional

std::string fastmm::RiskSection::max_order_notional

◆ max_position

std::string fastmm::RiskSection::max_position

◆ max_open_orders

int fastmm::RiskSection::max_open_orders = 0

◆ price_collar_bps

int fastmm::RiskSection::price_collar_bps = 0

◆ fat_finger_bps

int fastmm::RiskSection::fat_finger_bps = 0

◆ stale_md_ms

int fastmm::RiskSection::stale_md_ms = 0

◆ max_loss

std::string fastmm::RiskSection::max_loss

◆ max_gross_notional

std::string fastmm::RiskSection::max_gross_notional

◆ max_net_notional

std::string fastmm::RiskSection::max_net_notional

◆ orders_per_sec

int fastmm::RiskSection::orders_per_sec = 0

◆ burst

int fastmm::RiskSection::burst = 0

◆ stp

bool fastmm::RiskSection::stp = true

◆ max_feed_lag_ms

int fastmm::RiskSection::max_feed_lag_ms = 0

0 = off

◆ check_balance

bool fastmm::RiskSection::check_balance = true

refuse what the venue's balance cannot cover

◆ underlying

UnderlyingSpec fastmm::RiskSection::underlying

[risk.underlying.

<BASE>] max_net: net position per base asset over every instrument, base units.

Public Attributes