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
	Manages market data subscriptions and broadcasts updates. More...
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.
uint32_t	stoul_safe_ep (const std::string &s)
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
	)

Here is the call graph for this function:

Here is the caller graph for this function:

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.

stoul_safe_ep()

uint32_t trading_core::stoul_safe_ep

(

const std::string &

s

)

Here is the caller graph for this function:

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.

Here is the caller graph for this function:

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