Public API

Which headers and CMake targets a project outside FastMM may use, and what may change. The list of headers is docs/api/public-headers.txt.

Tiers

Tier	Contents	Promise
1	Writing, testing, registering and running strategies: fastmm/strategy.hpp, strategies/{strategy,hooks,params,param_publisher,quoting,registry,module,factories,factory_*}.hpp, testing/strategy_harness.hpp, the core types a strategy sees (core/{strategy_context,fixed_point,instrument,enums,strong_id,time,result,rng,messages,order,oms,position,quote_manager,engine_config,fees,risk_limits,venue_health,log}.hpp, core/book/{book_view,l2_book}.hpp, core/options/black76.hpp), backtests and replay (backtest/*, sim/param_schedule.hpp, cli/backtest.hpp, cli/replay.hpp) and live trading (cli/live.hpp, live/session.hpp, live/live_backend.hpp)	Stable within a minor version from 1.0. Before 1.0, breaking changes are listed under Breaking in the CHANGELOG
2	Extending FastMM: configuration (config/*), venue connectors (venues/*.hpp outside the venue subdirectories), core/book/book_syncer.hpp, storage backends (core/record_stream.hpp, store/*.hpp), signal research (research/*.hpp), networking (net/{reactor,connection,crypto,backoff,url,ws_client,http_client,udp_socket,datagram_source,kernel_datagram_source}.hpp) and codecs/codec.hpp	Documented; may change in any release before 1.0
internal	Everything else: engine internals (core/engine.hpp, rings, containers, the journal writer, timers, latency, the status segment), the simulator (sim/*), the connectors (venues/<venue>/), protocol-specific codec headers and the built-in strategies	No promise; may change in any release

• Use the built-in strategies (strategies/basic_mm.hpp, avellaneda_stoikov.hpp, options_mm.hpp, lead_mm.hpp, xmm.hpp) by name through the registry; their parameters and behaviour may change.
• A tier 1 header may include internal headers; only the names the reference pages document are public. Engine<...> is internal even though StrategyHarness::engine() returns it; use it for inspection in tests.
• Everything is in namespace fastmm (backtests in fastmm::bt, the harness in fastmm::sim, command lines in fastmm::cli); detail namespaces are internal.

CMake targets

Installed FastMM exports these targets through find_package(fastmm); add_subdirectory and FetchContent create the same names.

Target	Contents	Needs
fastmm::core	engine, books, OMS, risk, journal, configuration	fmt
fastmm::sim	matching engine, simulated transport, the strategy harness	fastmm::core
fastmm::strategies	the built-in strategies and their registration	fastmm::sim
fastmm::backtest	backtests, sweeps, replay, cli::backtest, cli::replay	fastmm::strategies
fastmm::research	the feature and forward-markout extractor, and signal evaluation (Judging a signal)	fastmm::backtest
fastmm::store	storage backends and the SQLite one (Storage)	fastmm::core
fastmm::codecs	ITCH, OUCH, SoupBinTCP, MoldUDP64; FIX 4.4 with FASTMM_CODEC_FIX=ON, MDP 3.0 with FASTMM_CODEC_MDP3=ON	fastmm::core
fastmm::net	reactor, TLS, WebSocket, HTTP, UDP multicast receive	OpenSSL (FASTMM_BUILD_NET=ON)
fastmm::venues	venue connectors	fastmm::net, simdjson
fastmm::live	run_live, cli::live, cli::gateway	fastmm::venues, fastmm::strategies
fastmm::lowlatency	FastMM's code generation flags (link privately where you instantiate engines)

find_package(fastmm CONFIG REQUIRED COMPONENTS live) fails when the install was built without networking. A release install contains GCC LTO objects: build against it with the same compiler. The install has no programs or configurations. Version policy: Versions and compatibility.

Checks

• Every header in the manifest compiles on its own in its own translation unit (ctest docs.public_headers, label docs, not built under sanitizers).
• tests/docs/strategy_api_doc_test.cpp pins the documented strategy API (Strategy API).
• examples/external-project/ builds against an install in CI (scripts/ci-external-project.sh).

When you add a header that projects should use, add it to the manifest with its tier; when you remove or rename a tier 1 name, record it under Breaking in the CHANGELOG.