fastmm::venues::VenueStatus Struct Reference

Snapshot for the stats line; every field is a plain counter so it can be copied out from the control thread (the venue publishes it through a Seqlocked). More...

#include <fastmm/venues/venue.hpp>

Public Attributes
ChannelState	md = ChannelState::Down
ChannelState	user = ChannelState::Down
ChannelState	order = ChannelState::Down
std::uint32_t	books_synced = 0
std::uint32_t	books_total = 0
std::uint64_t	md_messages = 0
std::uint64_t	md_malformed = 0
std::uint64_t	md_dropped = 0
	ring overflow
std::uint64_t	resyncs = 0
std::uint64_t	orders_sent = 0
std::uint64_t	cancels_sent = 0
std::uint64_t	replaces_sent = 0
std::uint64_t	order_events = 0
std::uint64_t	order_send_failures = 0
std::uint64_t	shadows = 0
	order shadows held: orders working, in flight, or not yet swept
std::uint64_t	shadows_swept
	order shadows a reconciliation proved dead (lost terminal events)
std::uint64_t	shadows_refused = 0
	orders not sent: no room for a shadow (OrderTableFull)
std::uint64_t	rest_requests = 0
std::uint64_t	rest_errors = 0
std::uint64_t	rate_limit_cooldowns = 0
std::uint64_t	refused_weight = 0
	Orders and replaces the connector's rate limiter refused (VenueRateLimit, never sent), by the limit that refused them (RateLimiter::check): the IP's request weight, the order-count windows of up to 10 s, up to a minute and longer (the day), and a pause (429, 418).
std::uint64_t	refused_orders_10s = 0
std::uint64_t	refused_orders_1m = 0
std::uint64_t	refused_orders_1d = 0
std::uint64_t	refused_paused = 0
std::int64_t	clock_offset_ms = 0
	venue - local
std::uint64_t	reconnects = 0
std::uint64_t	executions_fetched = 0
	trade-history rows replayed into the order sink
std::uint64_t	execution_queries = 0
std::uint64_t	execution_query_errors = 0
	a reconciliation that could not be made exact
std::uint64_t	funding_fetched = 0
	funding payments replayed from the venue
std::int64_t	last_md_rx_ns = 0
	reactor clock
WireLatencyStats	wire_tick_to_trade
	Network-thread order latency (wire_latency.hpp), cumulative for the session.
WireLatencyStats	order_encode
	JSON encoding + signing.
WireLatencyStats	order_send
	WebSocket write / REST request call.
WireLatencyWindow	wire_1m
	the same three over the last minute (60-70 s)
WireLatencyWindow	wire_1h
	and over the last hour (60-70 min)
VenueFeedStatus	feed
	multicast venues only

Detailed Description

Snapshot for the stats line; every field is a plain counter so it can be copied out from the control thread (the venue publishes it through a Seqlocked).

Member Data Documentation

md

ChannelState fastmm::venues::VenueStatus::md = ChannelState::Down

user

ChannelState fastmm::venues::VenueStatus::user = ChannelState::Down

order

ChannelState fastmm::venues::VenueStatus::order = ChannelState::Down

books_synced

std::uint32_t fastmm::venues::VenueStatus::books_synced = 0

books_total

std::uint32_t fastmm::venues::VenueStatus::books_total = 0

md_messages

std::uint64_t fastmm::venues::VenueStatus::md_messages = 0

md_malformed

std::uint64_t fastmm::venues::VenueStatus::md_malformed = 0

md_dropped

std::uint64_t fastmm::venues::VenueStatus::md_dropped = 0

ring overflow

resyncs

std::uint64_t fastmm::venues::VenueStatus::resyncs = 0

orders_sent

std::uint64_t fastmm::venues::VenueStatus::orders_sent = 0

cancels_sent

std::uint64_t fastmm::venues::VenueStatus::cancels_sent = 0

replaces_sent

std::uint64_t fastmm::venues::VenueStatus::replaces_sent = 0

order_events

std::uint64_t fastmm::venues::VenueStatus::order_events = 0

order_send_failures

std::uint64_t fastmm::venues::VenueStatus::order_send_failures = 0

shadows

std::uint64_t fastmm::venues::VenueStatus::shadows = 0

order shadows held: orders working, in flight, or not yet swept

shadows_swept

std::uint64_t fastmm::venues::VenueStatus::shadows_swept

Initial value:

=
      0

order shadows a reconciliation proved dead (lost terminal events)

shadows_refused

std::uint64_t fastmm::venues::VenueStatus::shadows_refused = 0

orders not sent: no room for a shadow (OrderTableFull)

rest_requests

std::uint64_t fastmm::venues::VenueStatus::rest_requests = 0

rest_errors

std::uint64_t fastmm::venues::VenueStatus::rest_errors = 0

rate_limit_cooldowns

std::uint64_t fastmm::venues::VenueStatus::rate_limit_cooldowns = 0

refused_weight

std::uint64_t fastmm::venues::VenueStatus::refused_weight = 0

Orders and replaces the connector's rate limiter refused (VenueRateLimit, never sent), by the limit that refused them (RateLimiter::check): the IP's request weight, the order-count windows of up to 10 s, up to a minute and longer (the day), and a pause (429, 418).

refused_orders_10s

std::uint64_t fastmm::venues::VenueStatus::refused_orders_10s = 0

refused_orders_1m

std::uint64_t fastmm::venues::VenueStatus::refused_orders_1m = 0

refused_orders_1d

std::uint64_t fastmm::venues::VenueStatus::refused_orders_1d = 0

refused_paused

std::uint64_t fastmm::venues::VenueStatus::refused_paused = 0

clock_offset_ms

std::int64_t fastmm::venues::VenueStatus::clock_offset_ms = 0

venue - local

reconnects

std::uint64_t fastmm::venues::VenueStatus::reconnects = 0

executions_fetched

std::uint64_t fastmm::venues::VenueStatus::executions_fetched = 0

trade-history rows replayed into the order sink

execution_queries

std::uint64_t fastmm::venues::VenueStatus::execution_queries = 0

execution_query_errors

std::uint64_t fastmm::venues::VenueStatus::execution_query_errors = 0

a reconciliation that could not be made exact

funding_fetched

std::uint64_t fastmm::venues::VenueStatus::funding_fetched = 0

funding payments replayed from the venue

last_md_rx_ns

std::int64_t fastmm::venues::VenueStatus::last_md_rx_ns = 0

reactor clock

wire_tick_to_trade

WireLatencyStats fastmm::venues::VenueStatus::wire_tick_to_trade

Network-thread order latency (wire_latency.hpp), cumulative for the session.

The ns percentiles need a calibration source (Venue::set_tsc_calibration_source); counts do not. inbound receive (t0_cycles) -> send call returned

order_encode

WireLatencyStats fastmm::venues::VenueStatus::order_encode

JSON encoding + signing.

order_send

WireLatencyStats fastmm::venues::VenueStatus::order_send

WebSocket write / REST request call.

wire_1m

WireLatencyWindow fastmm::venues::VenueStatus::wire_1m

the same three over the last minute (60-70 s)

wire_1h

WireLatencyWindow fastmm::venues::VenueStatus::wire_1h

and over the last hour (60-70 min)

feed

VenueFeedStatus fastmm::venues::VenueStatus::feed

multicast venues only