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 |