fastmm::KillRecord Struct Reference

A kill switch trip. hdr.flags & kVenue marks a per-venue trip (hdr.venue names it). More...

#include <fastmm/core/record_stream.hpp>

Public Attributes
RecordHeader	hdr
KillReason	reason
	64
std::uint8_t	pad0_ [3]
	-> 68
std::uint32_t	kill_flags
	68 RiskEngine::kill_flags()
std::uint64_t	kills
	72 global trips so far
std::uint64_t	venue_kills
	80
Notional	realized
	88
Notional	unrealized
	96
Notional	fees
	104
Notional	pnl_carry
	112
std::uint8_t	pad_ [8]
	-> 128

Detailed Description

A kill switch trip. hdr.flags & kVenue marks a per-venue trip (hdr.venue names it).

Member Data Documentation

hdr

RecordHeader fastmm::KillRecord::hdr

reason

KillReason fastmm::KillRecord::reason

64

pad0_

std::uint8_t fastmm::KillRecord::pad0_[3]

-> 68

kill_flags

std::uint32_t fastmm::KillRecord::kill_flags

68 RiskEngine::kill_flags()

kills

std::uint64_t fastmm::KillRecord::kills

72 global trips so far

venue_kills

std::uint64_t fastmm::KillRecord::venue_kills

80

realized

Notional fastmm::KillRecord::realized

88

unrealized

Notional fastmm::KillRecord::unrealized

96

fees

Notional fastmm::KillRecord::fees

104

pnl_carry

Notional fastmm::KillRecord::pnl_carry

112

pad_

std::uint8_t fastmm::KillRecord::pad_[8]

-> 128