fastmm::BalanceMsg Struct Reference

The account's holding of one asset on one venue (EventType::Balance), as the venue reports it at its time hdr.exch_ts. More...

#include <fastmm/core/messages.hpp>

Public Attributes
EventHeader	hdr
Notional	free
	64
Notional	locked
	72
Notional	total
	80
Notional	equity
	88
Notional	maintenance
	96
FixedString< 8 >	asset
	104 -> 113
std::uint8_t	flags
	113
std::uint8_t	pad_ [6]
	-> 120
Notional	withdrawable
	120, with kWithdrawable

Static Public Attributes
static constexpr std::uint8_t	kSnapshot = 1U << 0
static constexpr std::uint8_t	kSnapshotEnd = 1U << 1
static constexpr std::uint8_t	kAccount = 1U << 2
static constexpr std::uint8_t	kWithdrawable = 1U << 3

Detailed Description

The account's holding of one asset on one venue (EventType::Balance), as the venue reports it at its time hdr.exch_ts.

Every amount is absolute, in asset: a venue update replaces the last one (a delta would turn one lost message into a lasting error). hdr.instrument is invalid. spot free (spendable now) and locked (held by open orders); total = free + locked; equity = total; maintenance 0. derivatives free = available for new orders, locked = initial margin in use (positions and orders), total = wallet balance, equity = wallet + unrealised PnL, maintenance = maintenance margin. kAccount: the account's cross-collateral margin (Bybit's unified account, OKX's multi-currency modes, Binance USD-M multi-assets mode) valued in asset, usually USD; the derivatives of the venue draw on it instead of their settlement asset. A snapshot (the balance leg of a reconciliation, a REST refresh) is a run of messages flagged kSnapshot whose last one also carries kSnapshotEnd: an asset of the venue it did not name holds nothing. A snapshot naming no asset is one message with an empty asset. kWithdrawable: withdrawable is what the venue lets leave the account now by an internal transfer (Binance USD-M maxWithdrawAmount, which unrealised profit does not count towards). Without the flag a venue reports none and free is what can leave.

Member Data Documentation

kSnapshot

constexpr std::uint8_t fastmm::BalanceMsg::kSnapshot = 1U << 0

staticconstexpr

kSnapshotEnd

constexpr std::uint8_t fastmm::BalanceMsg::kSnapshotEnd = 1U << 1

staticconstexpr

kAccount

constexpr std::uint8_t fastmm::BalanceMsg::kAccount = 1U << 2

staticconstexpr

kWithdrawable

constexpr std::uint8_t fastmm::BalanceMsg::kWithdrawable = 1U << 3

staticconstexpr

hdr

EventHeader fastmm::BalanceMsg::hdr

free

Notional fastmm::BalanceMsg::free

64

locked

Notional fastmm::BalanceMsg::locked

72

total

Notional fastmm::BalanceMsg::total

80

equity

Notional fastmm::BalanceMsg::equity

88

maintenance

Notional fastmm::BalanceMsg::maintenance

96

asset

FixedString<8> fastmm::BalanceMsg::asset

104 -> 113

flags

std::uint8_t fastmm::BalanceMsg::flags

113

pad_

std::uint8_t fastmm::BalanceMsg::pad_[6]

-> 120

withdrawable

Notional fastmm::BalanceMsg::withdrawable

120, with kWithdrawable