fastmm::Position Struct Reference

#include <fastmm/core/position.hpp>

Public Member Functions
Notional	net_pnl () const noexcept
bool	flat () const noexcept
Qty	abs_qty () const noexcept

Public Attributes
Qty	qty {}
	signed net position (+ long / - short)
Price	avg_px {}
	average entry price of the open position
Notional	realized {}
	closed PnL (before fees)
Notional	unrealized {}
	mark-to-market of the open position at the last mark()
Notional	fees {}
	cumulative fees paid (negative = rebates)
Price	last_mark {}
Qty	gross_traded {}
	sum of |fill qty|
std::uint32_t	fills = 0
std::uint32_t	pad_ = 0

Member Function Documentation

net_pnl()

Notional fastmm::Position::net_pnl ( ) const

inlinenoexcept

flat()

bool fastmm::Position::flat ( ) const

inlinenoexcept

abs_qty()

Qty fastmm::Position::abs_qty ( ) const

inlinenoexcept

Member Data Documentation

qty

Qty fastmm::Position::qty {}

signed net position (+ long / - short)

avg_px

Price fastmm::Position::avg_px {}

average entry price of the open position

realized

Notional fastmm::Position::realized {}

closed PnL (before fees)

unrealized

Notional fastmm::Position::unrealized {}

mark-to-market of the open position at the last mark()

fees

Notional fastmm::Position::fees {}

cumulative fees paid (negative = rebates)

last_mark

Price fastmm::Position::last_mark {}

gross_traded

Qty fastmm::Position::gross_traded {}

sum of |fill qty|

fills

std::uint32_t fastmm::Position::fills = 0

pad_

std::uint32_t fastmm::Position::pad_ = 0