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Module switchboard

Module switchboard 

Source
Expand description

Built-in message bus endpoint, topic, and pattern names.

The DataEngine, ExecEngine, and RiskEngine command endpoints use a queued entry point plus a direct dispatch endpoint:

  • *.queue_execute is the normal entry point for runtime command producers. It routes through the current runner queue or channel before the engine sees the command.
  • *.execute is the lower-level dispatch point used by runner drains and internal paths that intentionally bypass the queue.

Prefer queued endpoints for runtime command producers unless the caller owns the ordering and re-entrancy implications of direct dispatch. The risk and execution queued endpoints can fall back to direct dispatch when no trading command sender is installed.

Structs§

MessagingSwitchboard
Represents a switchboard of built-in messaging endpoint names.

Constants§

CLOSE_TOPIC
TIME_EVENT_TOPIC

Functions§

get_bars_topic
get_book_deltas_pattern
Returns the subscription pattern for order book deltas on instrument_id.
get_book_deltas_topic
get_book_depth10_pattern
Returns the subscription pattern for order book depth10 snapshots on instrument_id.
get_book_depth10_topic
get_book_snapshots_pattern
Returns the subscription pattern for periodic order book snapshots on instrument_id.
get_book_snapshots_topic
get_custom_topic
get_event_order_topic
get_event_position_topic
get_funding_rate_topic
get_funding_settlement_topic
get_index_price_topic
get_instrument_close_topic
get_instrument_status_topic
get_instrument_topic
get_instruments_pattern
Returns a wildcard subscription pattern that matches all instrument topics for the given venue.
get_instruments_topic
get_mark_price_topic
get_option_chain_topic
get_option_greeks_topic
get_order_cancel_rejected_topic
get_order_canceled_topic
get_order_filled_topic
get_order_modify_rejected_topic
get_order_pending_cancel_topic
get_order_pending_update_topic
get_order_rejected_topic
get_order_submitted_topic
get_pipeline_bars_topic
get_pipeline_book_deltas_topic
get_pipeline_book_depth10_topic
get_pipeline_custom_topic
get_pipeline_funding_rate_topic
get_pipeline_index_price_topic
get_pipeline_instrument_close_topic
get_pipeline_instrument_status_topic
get_pipeline_mark_price_topic
get_pipeline_option_greeks_topic
get_pipeline_quotes_topic
get_pipeline_trades_topic
get_quotes_topic
get_signal_pattern
Returns the signal subscription pattern for name (data.Signal<TitleName>*).
get_signal_topic
Returns the exact signal publish topic for name (data.Signal<TitleName>).
get_snapshot_order_topic
get_snapshot_position_topic
get_trades_topic