fastmm::PositionRecord Struct Reference

One instrument's position and the portfolio totals at the same instant. More...

#include <fastmm/core/record_stream.hpp>

Public Attributes
RecordHeader	hdr
Position	pos
	64 -> 128
Notional	total_realized
	128
Notional	total_unrealized
	136
Notional	total_fees
	144
Notional	pnl_carry
	152 carried in from earlier sessions (EngineConfig::pnl_carry)
Notional	funding
	160 this instrument's funding so far, part of pos.realized
Notional	total_funding
	168 over every instrument, part of total_realized
std::uint8_t	pad_ [16]
	-> 192

Detailed Description

One instrument's position and the portfolio totals at the same instant.

Member Data Documentation

hdr

RecordHeader fastmm::PositionRecord::hdr

pos

Position fastmm::PositionRecord::pos

64 -> 128

total_realized

Notional fastmm::PositionRecord::total_realized

128

total_unrealized

Notional fastmm::PositionRecord::total_unrealized

136

total_fees

Notional fastmm::PositionRecord::total_fees

144

pnl_carry

Notional fastmm::PositionRecord::pnl_carry

152 carried in from earlier sessions (EngineConfig::pnl_carry)

funding

Notional fastmm::PositionRecord::funding

160 this instrument's funding so far, part of pos.realized

total_funding

Notional fastmm::PositionRecord::total_funding

168 over every instrument, part of total_realized

pad_

std::uint8_t fastmm::PositionRecord::pad_[16]

-> 192