synthetic_source.hpp File Reference

SyntheticSource: a MarketGenerator run against its own MatchingEngine, published through MdAggregator as a plain market-data stream (snapshot, 100 ms depth batches, trades, book tickers). More...

#include "fastmm/backtest/data_source.hpp"
#include "fastmm/core/msg_ring.hpp"
#include "fastmm/sim/market_generator.hpp"
#include "fastmm/sim/matching_engine.hpp"
#include "fastmm/sim/md_aggregator.hpp"
#include <cstdint>
#include <memory>

Go to the source code of this file.

Classes
struct	fastmm::bt::SyntheticSourceConfig
class	fastmm::bt::SyntheticSource

Namespaces
namespace	fastmm
namespace	fastmm::bt

Detailed Description

SyntheticSource: a MarketGenerator run against its own MatchingEngine, published through MdAggregator as a plain market-data stream (snapshot, 100 ms depth batches, trades, book tickers).

Same seed => byte-identical stream. Use it to record fixtures / CSVs or to backtest with the L2 queue model; the coupled mode (strategy orders in the same book) is BacktestRunner's default for source = "synthetic" with the matching fill model.