EngineConfig

EngineConfig holds top-level runtime configuration for the trading engine, including exchange definitions, kill switch limits, and logging preferences.

struct EngineConfig
{
  std::vector<ExchangeConfig> exchanges;
  KillSwitchConfig killSwitchConfig;
  std::string logLevel = "info";
  std::string logFile;
  uint32_t drainTimeoutMs = 5000;
};

Purpose

• Aggregate all user-specified engine parameters into a single loadable structure.

Fields

Field	Description
exchanges	List of exchanges and symbols to connect (via ExchangeConfig).
killSwitchConfig	Limits for order size, frequency, and loss (see KillSwitchConfig).
logLevel	Runtime log verbosity (info, debug, trace, etc.).
logFile	Optional path to write logs to disk.
drainTimeoutMs	Timeout for draining subsystems during shutdown (default: 5000ms).

Substructures

ExchangeConfig

struct ExchangeConfig
{
  std::string name;
  std::string type;
  std::vector<SymbolConfig> symbols;
};

Field	Description
name	Display name or label (e.g. "Bybit").
type	Connector type (used by ConnectorFactory).
symbols	List of SymbolConfig entries.

SymbolConfig

struct SymbolConfig
{
  std::string symbol;
  double tickSize;
  double expectedDeviation;
};

Field	Description
symbol	Symbol name (e.g. "DOTUSDT").
tickSize	Price resolution used by the order book.
expectedDeviation	Max allowed distance from center price.

KillSwitchConfig

struct KillSwitchConfig
{
  double maxOrderQty = 10'000.0;
  double maxLoss = -1e6;
  int maxOrdersPerSecond = -1;
};

Field	Default	Description
maxOrderQty	10,000	Per-order size limit.
maxLoss	-1,000,000	Hard loss cap per session.
maxOrdersPerSecond	-1	Throttling limit for message rate (≤ 0 = disabled).

Global Constants

The header also defines compile-time defaults via flox::config namespace:

namespace config
{
  inline constexpr size_t DEFAULT_EVENTBUS_CAPACITY = 4096;
  inline constexpr size_t DEFAULT_EVENTBUS_MAX_CONSUMERS = 128;

  // Connector pool capacity (must be > EventBus capacity to prevent exhaustion)
  inline constexpr size_t DEFAULT_CONNECTOR_POOL_CAPACITY = 8191;

  // CPU Affinity Priority Constants
  inline constexpr int ISOLATED_CORE_PRIORITY_BOOST = 5;
  inline constexpr int DEFAULT_REALTIME_PRIORITY = 80;
  inline constexpr int FALLBACK_REALTIME_PRIORITY = 90;

  // Component-specific priority constants
  inline constexpr int MARKET_DATA_PRIORITY = 90;
  inline constexpr int EXECUTION_PRIORITY = 85;
  inline constexpr int STRATEGY_PRIORITY = 80;
  inline constexpr int RISK_PRIORITY = 75;
  inline constexpr int GENERAL_PRIORITY = 70;

  // Order tracker capacity
  inline constexpr int ORDER_TRACKER_CAPACITY = 4096;
}

These can be overridden via preprocessor defines:

• FLOX_DEFAULT_EVENTBUS_CAPACITY
• FLOX_DEFAULT_EVENTBUS_MAX_CONSUMERS
• FLOX_DEFAULT_ORDER_TRACKER_CAPACITY
• FLOX_DEFAULT_CONNECTOR_POOL_CAPACITY

Important: DEFAULT_CONNECTOR_POOL_CAPACITY must be greater than DEFAULT_EVENTBUS_CAPACITY. EventBus only reclaims events on wrap-around, so if pool capacity ≤ bus capacity, the pool will exhaust before any events are returned.

Notes

• Typically loaded from JSON during engine bootstrap.
• Used by multiple components: symbol registry, kill switch, connector setup, and logging.
• Priority constants are used for CPU affinity and thread scheduling when FLOX_ENABLE_CPU_AFFINITY is enabled.