API Reference¶
Complete technical documentation for all FLOX components.
Component Categories¶
| Category | Description |
|---|---|
| Engine | Core orchestration and lifecycle management |
| Book | Order book structures and market data |
| Execution | Order management and execution |
| Replay | Data recording and playback |
| Util | Utilities, memory pools, event buses |
| Connector | Exchange connectivity |
| Strategy | Strategy interfaces |
| Risk | Risk management |
Quick Links¶
Core¶
- Engine — System orchestration
- EngineConfig — Configuration structure
- SymbolRegistry — Symbol management
Market Data¶
- Trade — Trade structure
- BookUpdate — Order book updates
- NLevelOrderBook — Order book implementation
- TradeBus — Trade event bus
- BookUpdateBus — Book update event bus
Execution¶
- Order — Order structure
- AbstractExecutor — Executor interface
- OrderExecutionBus — Execution event bus
Utilities¶
- EventBus — Disruptor-style event bus
- Pool — Object pool
- Decimal — Fixed-point decimal
- SPSCQueue — Lock-free queue
Replay¶
- BinaryLogReader — Log reader
- ReplayConnector — Replay connector
- Binary Format — File format specification
Header Organization¶
include/flox/
├── book/ # Order book, trades, events
├── connector/ # Exchange connectivity
├── engine/ # Core engine components
├── execution/ # Order execution
├── replay/ # Recording and playback
├── strategy/ # Strategy interfaces
└── util/ # Utilities
See Also¶
- Architecture — How components fit together
- Integration Flow — Wiring components