fastmm::VenueSection Struct Reference

#include <fastmm/config/config.hpp>

Public Attributes
std::string	name
std::string	kind
std::string	ws_url
std::string	ws_api_url
std::string	rest_url
std::string	api_key
std::string	api_secret
std::string	api_passphrase
	OKX: the passphrase chosen with the API key.
bool	testnet = true
bool	supports_replace = false
bool	public_only = false
	Market data only: no keys needed, no private sessions, no orders, not awaited at start, not cancelled at stop.
std::string	pool_of
	Another account of the venue named: this one takes orders for that venue's instruments with its own keys, balances and order-count windows, and has no instruments or market data of its own (core/account_pool.hpp).
bool	insecure_tls = false
std::string	ca_file
int	recv_window_ms = 3000
std::string	source_ip
	Where this venue's connections leave the host from: one of its addresses, or the address of a network interface (net/source_address.hpp).
std::string	source_interface
int	fill_audit_interval_s = 0
	Fill audit (live/fill_auditor.hpp): every fill_audit_interval_s seconds fastmm-live compares the venue's trade history with the fills the store holds for this venue, up to fill_audit_lag_s ago.
int	fill_audit_lag_s = 180
std::string	fill_audit_mode = "report"
FeesSection	fees
TreasurySection	treasury
std::map< std::string, std::string >	extra
	Every key the generic parser does not interpret, stringified.
std::map< std::string, int >	extra_lines

Member Data Documentation

name

std::string fastmm::VenueSection::name

kind

std::string fastmm::VenueSection::kind

ws_url

std::string fastmm::VenueSection::ws_url

ws_api_url

std::string fastmm::VenueSection::ws_api_url

rest_url

std::string fastmm::VenueSection::rest_url

api_key

std::string fastmm::VenueSection::api_key

api_secret

std::string fastmm::VenueSection::api_secret

api_passphrase

std::string fastmm::VenueSection::api_passphrase

OKX: the passphrase chosen with the API key.

testnet

bool fastmm::VenueSection::testnet = true

supports_replace

bool fastmm::VenueSection::supports_replace = false

public_only

bool fastmm::VenueSection::public_only = false

Market data only: no keys needed, no private sessions, no orders, not awaited at start, not cancelled at stop.

For a venue that is only a price leader for a strategy on another venue.

pool_of

std::string fastmm::VenueSection::pool_of

Another account of the venue named: this one takes orders for that venue's instruments with its own keys, balances and order-count windows, and has no instruments or market data of its own (core/account_pool.hpp).

Empty: a venue of its own.

insecure_tls

bool fastmm::VenueSection::insecure_tls = false

ca_file

std::string fastmm::VenueSection::ca_file

recv_window_ms

int fastmm::VenueSection::recv_window_ms = 3000

source_ip

std::string fastmm::VenueSection::source_ip

Where this venue's connections leave the host from: one of its addresses, or the address of a network interface (net/source_address.hpp).

Empty: the kernel chooses.

source_interface

std::string fastmm::VenueSection::source_interface

fill_audit_interval_s

int fastmm::VenueSection::fill_audit_interval_s = 0

Fill audit (live/fill_auditor.hpp): every fill_audit_interval_s seconds fastmm-live compares the venue's trade history with the fills the store holds for this venue, up to fill_audit_lag_s ago.

0: off. "report" only reports a difference; "book" also books the executions the engine missed, through the execution replay.

fill_audit_lag_s

int fastmm::VenueSection::fill_audit_lag_s = 180

fill_audit_mode

std::string fastmm::VenueSection::fill_audit_mode = "report"

fees

FeesSection fastmm::VenueSection::fees

treasury

TreasurySection fastmm::VenueSection::treasury

extra

std::map<std::string, std::string> fastmm::VenueSection::extra

Every key the generic parser does not interpret, stringified.

The venue kind names owns them: it declares them, validates them and reports an unknown one (fastmm::venues::validate_venues, include/fastmm/venues/registry.hpp), which is why the central schema knows none of them. extra_lines is the line each key came from, absent for a key set in code, so the owner can report with a position the way the schema does.

extra_lines

std::map<std::string, int> fastmm::VenueSection::extra_lines