fastmm::store::Recovery::TradeIdMark Struct Reference

The highest numeric trade id per (venue, symbol) the store holds up to the newest session that got past its replay on the venue (see above), and the ids above it that the sessions after that one stored. More...

#include <fastmm/store/reader.hpp>

Public Attributes
std::uint8_t	venue_id = 0
std::string	venue
	empty when the store predates schema 3
std::string	symbol
std::int64_t	last_id = 0
std::vector< std::int64_t >	known_after
	ascending

Detailed Description

The highest numeric trade id per (venue, symbol) the store holds up to the newest session that got past its replay on the venue (see above), and the ids above it that the sessions after that one stored.

Binance trade ids increase per symbol, so its replay resumes at last_id + 1 exactly and skips known_after (Venue::resume_trade_ids). No entry for a venue no session got past its replay on: it replays by time.

Member Data Documentation

venue_id

std::uint8_t fastmm::store::Recovery::TradeIdMark::venue_id = 0

venue

std::string fastmm::store::Recovery::TradeIdMark::venue

empty when the store predates schema 3

symbol

std::string fastmm::store::Recovery::TradeIdMark::symbol

last_id

std::int64_t fastmm::store::Recovery::TradeIdMark::last_id = 0

known_after

std::vector<std::int64_t> fastmm::store::Recovery::TradeIdMark::known_after

ascending