fastmm::HedgeExecutor::Stats Struct Reference

#include <fastmm/strategies/hedge_executor.hpp>

Public Attributes
std::uint64_t	hedges_sent = 0
std::uint64_t	hedge_failures = 0
	ended with nothing filled, or refused by the engine
std::uint64_t	uncertain_ends = 0
	ended without the venue saying how
std::uint64_t	halts = 0
std::uint64_t	hedges_held = 0
	episodes of a hedge no balance or margin could cover
std::uint64_t	failovers = 0
	hedging moved to a later instrument in the list
std::uint64_t	benches = 0
	instruments benched after max_failures
std::uint64_t	derisk_episodes = 0
std::uint64_t	derisk_orders = 0

Member Data Documentation

hedges_sent

std::uint64_t fastmm::HedgeExecutor::Stats::hedges_sent = 0

hedge_failures

std::uint64_t fastmm::HedgeExecutor::Stats::hedge_failures = 0

ended with nothing filled, or refused by the engine

uncertain_ends

std::uint64_t fastmm::HedgeExecutor::Stats::uncertain_ends = 0

ended without the venue saying how

halts

std::uint64_t fastmm::HedgeExecutor::Stats::halts = 0

hedges_held

std::uint64_t fastmm::HedgeExecutor::Stats::hedges_held = 0

episodes of a hedge no balance or margin could cover

failovers

std::uint64_t fastmm::HedgeExecutor::Stats::failovers = 0

hedging moved to a later instrument in the list

benches

std::uint64_t fastmm::HedgeExecutor::Stats::benches = 0

instruments benched after max_failures

derisk_episodes

std::uint64_t fastmm::HedgeExecutor::Stats::derisk_episodes = 0

derisk_orders

std::uint64_t fastmm::HedgeExecutor::Stats::derisk_orders = 0