srfm::stream Namespace Reference

Classes
class	BetaCalculator
	Online β estimator with a sliding window of N log-returns. More...
class	CoordinateNormalizer
	Rolling z-score normaliser using Welford's online algorithm. More...
class	LorentzTransform
	Applies a 1+1D Lorentz boost to tick coordinates. More...
struct	ManifoldResult
	Result of a single manifold update — interval, regime, and signal. More...
struct	OHLCVTick
	Single OHLCV bar tick from the market data feed. More...
class	PipeTickSource
	Tick source that reads raw OHLCVTick bytes from a named pipe / FIFO. More...
class	ReconnectingTickSource
	Wraps any TickSource with automatic reconnection on read failure. More...
class	SignalConsumer
	JSON output thread owner. Non-copyable, non-movable. More...
struct	SignalConsumerCounters
	Diagnostic counters for the signal consumer thread. More...
class	SignalProcessor
	Signal processing thread owner. Non-copyable, non-movable. More...
struct	SignalProcessorCounters
	Diagnostic counters for the signal-processing thread. More...
class	SpacetimeManifold
	Minkowski interval computer for sequential Lorentz-boosted events. More...
class	SPSCRing
	Lock-free single-producer / single-consumer ring buffer. More...
struct	StreamRelativisticSignal
	Fully-characterised relativistic signal for one processed tick. More...
class	TickIngester
	Ingestion thread owner. Non-copyable, non-movable. More...
struct	TickIngesterCounters
	Diagnostic counters for the ingestion thread. More...
class	TickSource
	Abstract source of raw OHLCVTick values. More...
struct	TransformedEvent
	Lorentz-boosted spacetime event coordinates. More...

Typedefs
using	BetaCalculatorFix3 = BetaCalculator< 3u >
	Convenience alias for the default FIX-3 mode used throughout this pipeline.

Enumerations
enum class	Regime : std::uint8_t { TIMELIKE = 0 , LIGHTLIKE = 1 , SPACELIKE = 2 }
	Spacetime interval regime derived from the Lorentz-transformed coordinates of consecutive ticks. More...
enum class	TickRejectReason : std::uint8_t {   NanOrInfOpen = 0 , NanOrInfHigh = 1 , NanOrInfLow = 2 , NanOrInfClose = 3 ,   NanOrInfVolume = 4 , NonPositivePrice = 5 , NegativeVolume = 6 , InvalidTimestamp = 7 ,   OhlcInconsistent = 8 , RingFull = 9 }
	Reason codes for tick rejection (diagnostic, not returned on hot path). More...

Functions
const char *	regime_to_str (Regime r) noexcept
	Convert Regime to a null-terminated ASCII string.
bool	tick_is_valid (const OHLCVTick &t) noexcept
	Validate all fields of an OHLCVTick.

Variables
constexpr double	BETA_MAX_SAFE = 0.9999
	Maximum safe |β| — mirrors srfm::momentum::BETA_MAX_SAFE.
constexpr double	DEFAULT_C_MARKET = 0.02

Typedef Documentation

BetaCalculatorFix3

using srfm::stream::BetaCalculatorFix3 = typedef BetaCalculator<3u>

Convenience alias for the default FIX-3 mode used throughout this pipeline.

Definition at line 167 of file beta_calculator.hpp.

Enumeration Type Documentation

Regime

enum class srfm::stream::Regime : std::uint8_t

strong

Spacetime interval regime derived from the Lorentz-transformed coordinates of consecutive ticks.

The invariant spacetime interval is Δs² = Δt'² - Δx'² (c = 1 in normalised units).

TIMELIKE : Δs² > ε — causal connection; signal is meaningful. LIGHTLIKE : |Δs²| ≤ ε — on the light cone boundary. SPACELIKE : Δs² < -ε — acausal separation; signal strength is attenuated.

Enumerator
TIMELIKE
LIGHTLIKE
SPACELIKE

Definition at line 39 of file stream_signal.hpp.

TickRejectReason

enum class srfm::stream::TickRejectReason : std::uint8_t

strong

Reason codes for tick rejection (diagnostic, not returned on hot path).

Used by TickIngester to categorise dropped ticks in its counters.

Enumerator
NanOrInfOpen
NanOrInfHigh
NanOrInfLow
NanOrInfClose
NanOrInfVolume
NonPositivePrice
NegativeVolume
InvalidTimestamp
OhlcInconsistent
RingFull	Valid tick dropped because ring buffer was full.

Definition at line 97 of file tick.hpp.

Function Documentation

regime_to_str()

const char * srfm::stream::regime_to_str ( Regime  r )

inlinenoexcept

Convert Regime to a null-terminated ASCII string.

Returned pointer is to a string literal (static storage).

Definition at line 50 of file stream_signal.hpp.

tick_is_valid()

bool srfm::stream::tick_is_valid ( const OHLCVTick &  t )

inlinenoexcept

Validate all fields of an OHLCVTick.

Rejects ticks that would produce NaN or negative prices/volumes downstream. This is the single authoritative validation gate; call it exactly once at the ingestion boundary.

Returns

true iff the tick satisfies all field invariants.

false on any out-of-range, NaN, or Inf value.

Note

noexcept — safe to call in the hot path inside the ingestion thread.

Definition at line 73 of file tick.hpp.

Variable Documentation

BETA_MAX_SAFE

constexpr double srfm::stream::BETA_MAX_SAFE = 0.9999

inlineconstexpr

Maximum safe |β| — mirrors srfm::momentum::BETA_MAX_SAFE.

Definition at line 47 of file beta_calculator.hpp.

DEFAULT_C_MARKET

constexpr double srfm::stream::DEFAULT_C_MARKET = 0.02

inlineconstexpr

Default market "speed of light" calibration constant. Represents a ~2 % per-tick log-return magnitude, which saturates β → 1.

Definition at line 51 of file beta_calculator.hpp.