fastmm::HedgeExecutor::Status Struct Reference

#include <fastmm/strategies/hedge_executor.hpp>

Public Attributes
State	state = State::Idle
Qty	residual {}
std::uint8_t	active = 0
	index of the hedge instrument hedges go to
bool	in_flight = false
bool	held = false
bool	halted = false
bool	derisking = false
Timestamp	hold_until {}
	end of the last retry or uncertain hold

Member Data Documentation

state

State fastmm::HedgeExecutor::Status::state = State::Idle

residual

Qty fastmm::HedgeExecutor::Status::residual {}

active

std::uint8_t fastmm::HedgeExecutor::Status::active = 0

index of the hedge instrument hedges go to

in_flight

bool fastmm::HedgeExecutor::Status::in_flight = false

held

bool fastmm::HedgeExecutor::Status::held = false

halted

bool fastmm::HedgeExecutor::Status::halted = false

derisking

bool fastmm::HedgeExecutor::Status::derisking = false

hold_until

Timestamp fastmm::HedgeExecutor::Status::hold_until {}

end of the last retry or uncertain hold