trading_core Namespace Reference

Classes
class	CancelOrder
	A command to cancel an existing order in the trading engine. More...
class	Command
	An internal representation of a request, converted from an FIX message into this object for faster processing. More...
class	ExecutionPublisher
	A utility class for publishing execution reports, trades, and rejections. More...
class	MarketDataPublisher
class	Matcher
	The matching engine that pairs buy and sell orders. More...
class	ModifyOrder
	A command to modify an existing order in the trading engine. More...
class	NewOrder
	A command to submit a new order to the trading engine. More...
class	OrderBook
	Represents the order book for a single financial instrument. More...
class	OrderIDGenerator
	A thread-safe, database-aware generator for unique order IDs. More...
class	OrderManager
	Manages all the orders in the system. More...
class	Partition
	Encapsulates all components needed to process commands for a symbol. More...
class	RiskManager
	Performs risk validation and updates after trade execution. More...
class	TradeIDGenerator
	A thread-safe, database-aware generator for unique trade IDs. More...
class	TradingCore
	High-level manager for partitions and command dispatch. More...
class	WorkerThread
	Background worker which processes batched commands. More...

Enumerations
enum class	CommandType : uint8_t {   NewOrder ,   CancelOrder ,   ModifyOrder ,   COUNT }
	Represents the different types of commands that can be processed by the trading engine. More...

Functions
template<typename TMap >
bool	checkForSelfMatch (const common::Order &order, const TMap *oppositeMap)
CommandType	from_string (std::string_view name)
	Converts a string to its corresponding CommandType enum.
std::string	to_string (CommandType type)
	Converts a CommandType enum to its string representation.

Variables
constexpr std::array< std::string_view, static_cast< size_t >(CommandType::COUNT)>	command_type_names = {"NewOrder", "CancelOrder", "ModifyOrder"}
	An array of string representations for the CommandType enum.
constexpr double	MAX_PRICE_DEVIATION = 0.10

Enumeration Type Documentation

CommandType

enum class trading_core::CommandType : uint8_t

strong

Represents the different types of commands that can be processed by the trading engine.

Enumerator
NewOrder	A command to create a new order.
CancelOrder	A command to cancel an existing order.
ModifyOrder	A command to modify an existing order.
COUNT	Helper to get the number of command types.

Function Documentation

checkForSelfMatch()

template<typename TMap >

bool trading_core::checkForSelfMatch	(	const common::Order &	order,
		const TMap *	oppositeMap
	)

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from_string()

CommandType trading_core::from_string ( std::string_view  name )

inline

Converts a string to its corresponding CommandType enum.

Parameters

name	The string representation of the CommandType.

Returns

The CommandType enum.

Exceptions

std::invalid_argument

if the string is not a valid command type.

to_string()

std::string trading_core::to_string ( CommandType  type )

inline

Converts a CommandType enum to its string representation.

Parameters

type	The CommandType to convert.

Returns

The string representation of the CommandType.

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Variable Documentation

command_type_names

constexpr std::array<std::string_view, static_cast<size_t>(CommandType::COUNT)> trading_core::command_type_names = {"NewOrder", "CancelOrder", "ModifyOrder"}

constexpr

An array of string representations for the CommandType enum.

MAX_PRICE_DEVIATION

constexpr double trading_core::MAX_PRICE_DEVIATION = 0.10

constexpr