fastmm::VenueHealthView Struct Reference

What StrategyContext::venue_health returns. Durations are zero until the first sample. More...

#include <fastmm/core/venue_health.hpp>

Public Attributes
Duration	feed_lag {}
	recv_ts - exch_ts of the latest market-data message
Duration	feed_lag_base {}
	its minimum over the last kWindow
Duration	feed_lag_excess {}
	feed_lag - feed_lag_base
Duration	ack_rtt {}
	latest send -> first ack
Duration	ack_rtt_smoothed {}
Timestamp	md_updated {}
	engine time of the latest feed-lag sample
Timestamp	ack_updated {}
	... and of the latest ack sample
std::uint64_t	md_samples = 0
std::uint64_t	ack_samples = 0
std::uint64_t	gate_engagements = 0
	times the feed-lag gate engaged
bool	gated = false
	the feed-lag gate holds this venue now

Detailed Description

What StrategyContext::venue_health returns. Durations are zero until the first sample.

Member Data Documentation

feed_lag

Duration fastmm::VenueHealthView::feed_lag {}

recv_ts - exch_ts of the latest market-data message

feed_lag_base

Duration fastmm::VenueHealthView::feed_lag_base {}

its minimum over the last kWindow

feed_lag_excess

Duration fastmm::VenueHealthView::feed_lag_excess {}

feed_lag - feed_lag_base

ack_rtt

Duration fastmm::VenueHealthView::ack_rtt {}

latest send -> first ack

ack_rtt_smoothed

Duration fastmm::VenueHealthView::ack_rtt_smoothed {}

md_updated

Timestamp fastmm::VenueHealthView::md_updated {}

engine time of the latest feed-lag sample

ack_updated

Timestamp fastmm::VenueHealthView::ack_updated {}

... and of the latest ack sample

md_samples

std::uint64_t fastmm::VenueHealthView::md_samples = 0

ack_samples

std::uint64_t fastmm::VenueHealthView::ack_samples = 0

gate_engagements

std::uint64_t fastmm::VenueHealthView::gate_engagements = 0

times the feed-lag gate engaged

gated

bool fastmm::VenueHealthView::gated = false

the feed-lag gate holds this venue now