ores.synthetic.fx_spot_generation_config

Surrogate UUID uniquely identifying this configuration.

Owning party (legal entity) this configuration belongs to.

uuid_gen()

Parent market_data_generation_config this sub-config belongs to.

uuid_gen()

Base currency ISO code of the FX spot pair (soft FK to currencies).

std::string("EUR")

Quote currency ISO code of the FX spot pair (soft FK to currencies).

std::string("USD")

Stable source name carried as provenance of generated observations (e.g. "synthetic.eurusd"). Derived from the currency pair; unique per tenant and party.

std::string("synthetic.") + std::string(faker::finance::currencyCode())

The oresmd quote URI of the FX spot rate this feed produces (e.g. "oresmd://fx/EUR?type=quote&instrument=fx_spot&quote=rate&ccy=USD"). Derived from the currency pair; not entered directly. A feed built from the config reads it with the strict oresmd codec, and refuses a URI that is not an fx_spot quote or whose currencies differ from the base and the quote currency.

std::string("oresmd://fx/EUR?type=quote&instrument=fx_spot&quote=rate&ccy=USD")

Where this feed's initial spot price comes from: "fixed" (use gmm_initial_price as entered) or "fixing" (start from the first of the config's fx_spot_fixing_item rows that has a fixing, and size the mixture to the spread of its fixings, keeping gmm_initial_price when none has one). A fixing item is a pointer to observed data: a feed pinned to a past day names that day in the item's policy.

std::string("fixed")

Optional per-feed override of the class calibration window, in days. Empty means the feed follows its asset class's policy, or the 90-day default when there is no policy. It is the one per-feed exception that has nowhere else to live: a pinned item or an explicit item list is an fx_spot_fixing_item.

faker::number::integer(30, 180)

Initial spot price the generated process starts from, > 0: the price a "fixed" feed starts from, and the level a "fixing" feed keeps when no item has a fixing.

faker::number::decimal(0.5, 2.0)

Number of synthetic ticks produced per hour.

faker::number::integer(1, 3600)

Price-process engine: "geometric" (multiplicative), "arithmetic" (additive), or "ornstein_uhlenbeck" (Ornstein-Uhlenbeck, mean-reverting).

std::string("geometric")

Whether the configuration is active and eligible for generation.

faker::datatype::boolean()

Whether this config starts automatically when the service comes up, as opposed to manual-start-only. Orthogonal to enabled: a config can be enabled=true, auto_start=false (valid, manually startable, but never auto-started – e.g. a legacy/alternate-index variant living alongside a currency's primary config so the two never silently fight over the same published qualifier at boot). Starting a feed – whether auto-start-at-boot or a manual Start – is rejected outright if another feed is already running for the same oresmd_uri; nothing auto-disables the running one, so switching requires an explicit Stop then Start.

faker::datatype::boolean()

The folder this feed lives under (the instrument-type folder, e.g. "FX Rates", nested under an asset-class folder under this feed's owning collection). Real, queryable hierarchy position – not parsed out of source_name, which stays a display/NATS-subject string. Nullable for now: only the publish-from-dq path populates it; manual creation (the New FX Rate action) doesn't yet resolve/create folders – follow-up work.

std::nullopt

The asset class the feed belongs to (soft FK to asset_class_code.code): Every FX spot feed is fx. A screen filters the feeds by it. The catalogue ores.refdata.asset_class_catalogue declares the codes.

std::string("fx")

How the feed's ticks arrive. "periodic" gives equal gaps, "poisson" gives exponential gaps and "hawkes" gives gaps that cluster. The long-run mean rate is ticks_per_hour in every mode, so switching mode changes only how the same load is spread in time.

std::string("periodic")

For "hawkes": how much one tick raises the rate of the next, as the expected number of further ticks. At least zero and strictly below one; one or more has no stationary rate and is refused. Ignored by the other modes.

0.0

For "hawkes": how fast a burst fades, in units of one over a second, so a value means the same thing at any tick rate. Finite and strictly positive. Ignored by the other modes.

1.0

How strongly the market-wide arrival factor moves this row, where one is the average series and a value below one makes it calmer than the market. Finite and strictly positive. It does nothing until the market factor lands; a value of one leaves today's behaviour unchanged.

1.0

How the feed's daily variance moves: "constant", the mixture's own variance on every day, or "gjr_garch", a GJR-GARCH(1,1) variance carried from one market day to the next that scales the mixture's shocks, with the shape of the approved calibration the config names. "gjr_garch" needs an engine that can scale its law, geometric or arithmetic.

std::string("constant")

For "gjr_garch": the approved variance_calibration the feed runs. Naming it here makes each change of calibration a new version of the config, so the feed's history shows when every calibration came into use; approving a later calibration of the pair re-points the feeds that named the earlier one. A feed whose calibration is no longer approved does not start, and says why.

std::nullopt

How the feed's ticks arrive: periodic, poisson or hawkes.

For hawkes: the expected number of further ticks per tick, below one.

For hawkes: how fast a burst fades, per second.

How strongly a market-wide regime moves this row, where one is the average.

How the daily variance moves: constant or gjr_garch.

For gjr_garch: the reaction to a day's move. The four GARCH columns are the authored shape the publish installs as the pair's approved calibration, when the pair has none; the live config names that calibration instead of holding them.

For gjr_garch: the extra reaction to a fall.

For gjr_garch: the carry-over of a day's variance.

For gjr_garch: the days of fixings the fit reads.

The installation's system collections, their feeds and the provider catalogue ship under the system tenant, and every tenant reads them, which :system_tenant_visible: true states on the repository. The row-level security policy still decides which system rows a tenant sees and who may write them.