# FastMM public header manifest (ADR-0012, section 8). One header per line, relative to include/, # after its tier: # # tier1 strategy, testing, backtest and live API: stable within a minor version from 1.0 # tier2 venue, codec, network and configuration extension API: documented, may change before 1.0 # # Every header not listed is internal (engine internals, rings, containers, the journal writer, # simulator internals, the reference venue connectors and protocol-specific codec headers) and may # change in any release. docs/reference/public-api.md explains the tiers. Each listed header must # compile on its own (ctest docs.public_headers, label docs); `net` marks headers that need a # FASTMM_BUILD_NET build. # ---- tier 1: writing and testing strategies ------------------------------------------------------- tier1 fastmm/strategy.hpp tier1 fastmm/strategies/strategy.hpp tier1 fastmm/strategies/hooks.hpp tier1 fastmm/strategies/params.hpp tier1 fastmm/strategies/param_publisher.hpp tier1 fastmm/strategies/quoting.hpp tier1 fastmm/strategies/hedge_executor.hpp tier1 fastmm/strategies/registry.hpp tier1 fastmm/strategies/module.hpp tier1 fastmm/strategies/factories.hpp tier1 fastmm/strategies/factory_sim.hpp tier1 fastmm/strategies/factory_replay.hpp tier1 fastmm/strategies/factory_live.hpp tier1 fastmm/testing/strategy_harness.hpp tier1 fastmm/core/strategy_context.hpp tier1 fastmm/core/fixed_point.hpp tier1 fastmm/core/instrument.hpp tier1 fastmm/core/enums.hpp tier1 fastmm/core/strong_id.hpp tier1 fastmm/core/time.hpp tier1 fastmm/core/result.hpp tier1 fastmm/core/rng.hpp tier1 fastmm/core/messages.hpp tier1 fastmm/core/order.hpp tier1 fastmm/core/oms.hpp tier1 fastmm/core/session_state.hpp tier1 fastmm/core/position.hpp tier1 fastmm/core/quote_manager.hpp tier1 fastmm/core/quote_diag.hpp tier1 fastmm/core/engine_config.hpp tier1 fastmm/core/fees.hpp tier1 fastmm/core/risk_limits.hpp tier1 fastmm/core/venue_health.hpp tier1 fastmm/core/log.hpp tier1 fastmm/core/book/book_view.hpp tier1 fastmm/core/book/l2_book.hpp tier1 fastmm/core/options/black76.hpp # ---- tier 1: backtests, sweeps and replay -------------------------------------------------------- tier1 fastmm/backtest/backtest_config.hpp tier1 fastmm/backtest/backtest_runner.hpp tier1 fastmm/sim/param_schedule.hpp tier1 fastmm/backtest/result.hpp tier1 fastmm/backtest/metrics.hpp tier1 fastmm/backtest/markout.hpp tier1 fastmm/backtest/live_analysis.hpp tier1 fastmm/backtest/fee_model.hpp tier1 fastmm/backtest/sweep.hpp tier1 fastmm/backtest/replay.hpp tier1 fastmm/backtest/data_source.hpp tier1 fastmm/backtest/csv_source.hpp tier1 fastmm/backtest/journal_source.hpp tier1 fastmm/backtest/array_source.hpp tier1 fastmm/backtest/synthetic_source.hpp tier1 fastmm/cli/backtest.hpp tier1 fastmm/cli/replay.hpp # ---- tier 2: signal research ------------------------------------------------------------------------ tier2 fastmm/research/feature_table.hpp tier2 fastmm/research/extractor.hpp tier2 fastmm/research/signal_eval.hpp # ---- tier 1: live trading --------------------------------------------------------------------------- tier1 net fastmm/cli/live.hpp tier1 net fastmm/live/session.hpp tier1 net fastmm/live/live_backend.hpp # ---- tier 2: configuration -------------------------------------------------------------------------- tier2 fastmm/config/config.hpp tier2 fastmm/config/schema.hpp tier2 fastmm/config/env_subst.hpp # ---- tier 2: venue connectors ----------------------------------------------------------------------- tier2 net fastmm/venues/venue.hpp tier2 fastmm/core/transfer.hpp tier2 net fastmm/venues/registry.hpp tier2 net fastmm/venues/feed.hpp tier2 net fastmm/venues/event_sink.hpp tier2 net fastmm/venues/order_commands.hpp tier2 net fastmm/venues/order_events.hpp tier2 net fastmm/venues/error_action.hpp tier2 net fastmm/venues/symbology.hpp tier2 net fastmm/venues/rate_limiter.hpp tier2 net fastmm/venues/dead_mans_switch.hpp tier2 net fastmm/venues/rest_channel.hpp tier2 net fastmm/venues/connection_slot.hpp tier2 net fastmm/venues/blocking_http.hpp tier2 net fastmm/venues/decimal.hpp tier2 net fastmm/venues/json_writer.hpp tier2 net fastmm/venues/padded_json.hpp tier2 net fastmm/venues/request_id.hpp tier2 net fastmm/venues/raw_recorder.hpp tier2 net fastmm/venues/wire_latency.hpp tier2 fastmm/core/book/book_syncer.hpp # ---- tier 2: writing a storage backend ---------------------------------------------------------- tier2 fastmm/core/record_stream.hpp tier2 fastmm/store/backend.hpp tier2 fastmm/store/reader.hpp tier2 fastmm/store/registry.hpp tier2 fastmm/store/store_thread.hpp tier2 fastmm/store/sqlite_store.hpp # ---- tier 2: networking ----------------------------------------------------------------------------- tier2 net fastmm/net/reactor.hpp tier2 net fastmm/net/connection.hpp tier2 net fastmm/net/crypto.hpp tier2 net fastmm/net/backoff.hpp tier2 net fastmm/net/url.hpp tier2 net fastmm/net/ws_client.hpp tier2 net fastmm/net/http_client.hpp tier2 net fastmm/net/udp_socket.hpp tier2 net fastmm/net/datagram_source.hpp tier2 net fastmm/net/kernel_datagram_source.hpp tier2 net fastmm/net/xdp_datagram_source.hpp tier2 net fastmm/net/dpdk_datagram_source.hpp # ---- tier 2: binary protocols ----------------------------------------------------------------------- tier2 fastmm/codecs/codec.hpp