fastmm::venues::VenueCapabilities Struct Reference

What a connector declares about itself before one exists. More...

#include <fastmm/venues/registry.hpp>

Public Attributes
bool	credentials = true
	needs api_key / api_secret outside a dry run
bool	order_entry = true
	can send orders at all
bool	replace = false
	can amend a resting order in place
bool	positions = false
	reports positions from the venue
bool	polls = false
	Venue::poll() drives its sockets; the reactor never wakes for them.
bool	executions = false
	Can fetch what the account executed since a point in time, so a reconciliation replays the fills the private stream missed instead of inferring them from a cum_qty jump.
bool	account_pools = false
	Runs as a member of an account pool ([venues.
bool	bind_source = false
	Binds every outbound connection (WebSocket, REST, the blocking control requests) to the section's source address ([venues.
bool	internal_transfer = false
	Can move an asset between the accounts of a pool (Venue::transfer, VenueCaps::internal_transfer) once it is given the credentials: a pool treasury ([venues.

Detailed Description

What a connector declares about itself before one exists.

The session and the engine read these instead of testing kind. replace and order_entry say what the connector can do; whether a given instance does is Venue::caps() (a dry run, order_entry = "none", missing credentials).

Member Data Documentation

credentials

bool fastmm::venues::VenueCapabilities::credentials = true

needs api_key / api_secret outside a dry run

order_entry

bool fastmm::venues::VenueCapabilities::order_entry = true

can send orders at all

replace

bool fastmm::venues::VenueCapabilities::replace = false

can amend a resting order in place

positions

bool fastmm::venues::VenueCapabilities::positions = false

reports positions from the venue

polls

bool fastmm::venues::VenueCapabilities::polls = false

Venue::poll() drives its sockets; the reactor never wakes for them.

executions

bool fastmm::venues::VenueCapabilities::executions = false

Can fetch what the account executed since a point in time, so a reconciliation replays the fills the private stream missed instead of inferring them from a cum_qty jump.

False: a fill that finished an order while the stream was down is not recoverable on this venue, and the engine says so (EngineStats::estimated_reconciles) rather than assuming it did not happen.

account_pools

bool fastmm::venues::VenueCapabilities::account_pools = false

Runs as a member of an account pool ([venues.

<x>] pool_of, core/account_pool.hpp): the order path alone, for the primary's instruments, without market data of its own.

bind_source

bool fastmm::venues::VenueCapabilities::bind_source = false

Binds every outbound connection (WebSocket, REST, the blocking control requests) to the section's source address ([venues.

<x>] source_ip / source_interface, net/source_address.hpp).

internal_transfer

bool fastmm::venues::VenueCapabilities::internal_transfer = false

Can move an asset between the accounts of a pool (Venue::transfer, VenueCaps::internal_transfer) once it is given the credentials: a pool treasury ([venues.

<primary>.treasury]) needs it.