EngineConfig

The EngineConfig struct defines the top-level configuration for the Flox engine.
It includes exchange setups, risk parameters, and logging preferences.

Purpose

To provide a unified and structured way to configure system behavior and enabled components at startup.

Struct Definitions

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

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

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

struct EngineConfig {
  std::vector<ExchangeConfig> exchanges;
  KillSwitchConfig killSwitchConfig;

  std::string logLevel = "info";
  std::string logFile;
};

Configuration Fields

Exchanges

• Each ExchangeConfig describes one exchange to connect:
• name: logical identifier
• type: connector type (e.g. "mock", "bybit")
• symbols: list of SymbolConfig describing symbols and tick parameters

KillSwitchConfig

• maxOrderQty: hard limit on order size
• maxLoss: max PnL drawdown before triggering kill switch
• maxOrdersPerSecond: order rate limit (disabled if < 0)

Logging

• logLevel: desired logging level (e.g., "info", "debug")
• logFile: path to output log file

Use Cases

• Loaded during engine initialization
• Passed to components like the builder, kill switch, and symbol registry
• Used to control runtime constraints and outputs

Notes

• Engine assumes config is preloaded from JSON or other formats
• Supports both production and testing environments