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Reference

Technical specifications and API documentation.

Overview

Section Contents
Engine & Lifecycle Core engine, subsystems, configuration
Market Data Events, buses, order books
Execution Orders, executors, listeners
Replay System Recording, playback, segment operations
Utilities Pools, queues, decimal types

Quick Reference

Common Types

using SymbolId = uint32_t;
using OrderId = uint64_t;
using UnixNanos = int64_t;
using SubscriberId = uintptr_t;

Key Interfaces

Interface Purpose
ISubsystem Lifecycle management (start(), stop())
IStrategy Trading strategy
IMarketDataSubscriber Receives market data events
IExchangeConnector Exchange connection
IOrderExecutor Order submission
IRiskManager Risk checks

Event Buses

Bus Event Type Header
TradeBus TradeEvent flox/book/bus/trade_bus.h
BookUpdateBus pool::Handle<BookUpdateEvent> flox/book/bus/book_update_bus.h
CandleBus CandleEvent flox/aggregator/bus/candle_bus.h
OrderExecutionBus OrderEvent flox/execution/bus/order_execution_bus.h