fastmm::FundingMsg Struct Reference

A perpetual funding payment the venue booked on the account's position in hdr.instrument (EventType::Funding). More...

#include <fastmm/core/messages.hpp>

Public Attributes
EventHeader	hdr
Notional	amount
	64
ExecId	funding_id
	72 -> 113
FixedString< 8 >	asset
	113 -> 122
std::uint8_t	flags
	122 kReplayed
std::uint8_t	pad_ [5]
	-> 128

Static Public Attributes
static constexpr std::uint8_t	kReplayed = 1U << 0
	From the venue's history (Venue::request_executions), not the private stream.

Detailed Description

A perpetual funding payment the venue booked on the account's position in hdr.instrument (EventType::Funding).

amount is signed, in asset (the settlement currency): negative paid, positive received. hdr.exch_ts is the venue's time of the payment. funding_id is the venue's id of it (Binance tranId, Bybit execId); the engine and the gateway book one id per instrument once, so the private stream and a replay from the venue's history may both deliver it.

Member Data Documentation

kReplayed

constexpr std::uint8_t fastmm::FundingMsg::kReplayed = 1U << 0

staticconstexpr

From the venue's history (Venue::request_executions), not the private stream.

hdr

EventHeader fastmm::FundingMsg::hdr

amount

Notional fastmm::FundingMsg::amount

64

funding_id

ExecId fastmm::FundingMsg::funding_id

72 -> 113

asset

FixedString<8> fastmm::FundingMsg::asset

113 -> 122

flags

std::uint8_t fastmm::FundingMsg::flags

122 kReplayed

pad_

std::uint8_t fastmm::FundingMsg::pad_[5]

-> 128