fastmm::FundingRecord Struct Reference

A funding payment the engine booked (FundingMsg): amount in the instrument's settlement currency, negative paid. More...

#include <fastmm/core/record_stream.hpp>

Public Attributes
RecordHeader	hdr
Notional	amount
	64
Qty	position_qty
	72 the position it was paid on
Notional	position_realized
	80 the instrument's realized after it
Notional	position_funding
	88 the instrument's funding after it
Notional	total_funding
	96 over every instrument
ExecId	funding_id
	104 -> 145
FixedString< 8 >	asset
	145 -> 154
std::uint8_t	pad_ [38]
	-> 192

Detailed Description

A funding payment the engine booked (FundingMsg): amount in the instrument's settlement currency, negative paid.

hdr.exch_ts is the venue's time of it; hdr.flags kReplayed when it came from the venue's history. A position record follows it.

Member Data Documentation

hdr

RecordHeader fastmm::FundingRecord::hdr

amount

Notional fastmm::FundingRecord::amount

64

position_qty

Qty fastmm::FundingRecord::position_qty

72 the position it was paid on

position_realized

Notional fastmm::FundingRecord::position_realized

80 the instrument's realized after it

position_funding

Notional fastmm::FundingRecord::position_funding

88 the instrument's funding after it

total_funding

Notional fastmm::FundingRecord::total_funding

96 over every instrument

funding_id

ExecId fastmm::FundingRecord::funding_id

104 -> 145

asset

FixedString<8> fastmm::FundingRecord::asset

145 -> 154

pad_

std::uint8_t fastmm::FundingRecord::pad_[38]

-> 192