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
Backtest	Backtesting and optimization
Util	Utilities, memory pools, event buses
Connector	Exchange connectivity
Strategy	Strategy interfaces
Risk	Risk management
Aggregator	Bar aggregation, footprint, volume and market profiles
Position	Position tracking and reconciliation
CEX	Multi-exchange primitives: composite book, order router, split orders
C API	The C FFI surface every binding calls into
Metrics	PnL and execution trackers
Log	Logging
Net	HTTP and WebSocket transports
KillSwitch	Kill-switch interface
Validation	Order validation interface
Sink	Storage sink interface
Common	Shared enums, identifiers and fixed-point types

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

Backtest¶

BacktestRunner — Backtest executor with interactive mode
BacktestResult — Results container and stats
BacktestOptimizer — Grid search optimizer
OptimizationStatistics — Statistical analysis
MmapBarStorage — Memory-mapped bar data

Header Organization¶

include/flox/ has 27 subdirectories plus common.h. The ones with reference pages here:

include/flox/
├── aggregator/     # Bar aggregation, footprint, volume/market profiles
├── backtest/       # Backtesting and optimization
├── book/           # Order book, trades, events
├── capi/           # C FFI surface
├── connector/      # Exchange connectivity
├── engine/         # Core engine components
├── exchange/       # Exchange metadata
├── execution/      # Order execution, order router, split orders
├── killswitch/     # Kill-switch interface
├── log/            # Logging
├── metrics/        # Metrics collection
├── net/            # HTTP / WebSocket transports
├── position/       # Position tracking and reconciliation
├── replay/         # Recording and playback
├── risk/           # Risk management
├── sink/           # Storage sinks
├── strategy/       # Strategy interfaces, signals, symbol context
├── util/           # Utilities
├── validation/     # Order validation
└── common.h        # Shared enums, ids, fixed-point types

The remaining directories — error/, feed/, indicator/, pricing/, report/, run/, stats/, target/, testing/ — have no page under docs/reference/api/ yet; read the headers directly.

Two documentation directories do not map one-to-one onto a header directory: cex/ collects the multi-exchange primitives that live under execution/, position/ and exchange/, and aggregator/custom/ headers are documented under aggregator/.