FastMM documentation
FastMM C++ API 0.6.0
Public headers, tier 1 and tier 2
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fastmm::PositionUpdateMsg Struct Reference

#include <fastmm/core/messages.hpp>

Public Attributes

EventHeader hdr
 
Qty qty
 signed net position
 
Price avg_px
 
Notional realized
 
Notional unrealized
 
Notional fees
 
std::uint8_t pad_ [24]
 

Member Data Documentation

◆ hdr

EventHeader fastmm::PositionUpdateMsg::hdr

◆ qty

Qty fastmm::PositionUpdateMsg::qty

signed net position

◆ avg_px

Price fastmm::PositionUpdateMsg::avg_px

◆ realized

Notional fastmm::PositionUpdateMsg::realized

◆ unrealized

Notional fastmm::PositionUpdateMsg::unrealized

◆ fees

Notional fastmm::PositionUpdateMsg::fees

◆ pad_

std::uint8_t fastmm::PositionUpdateMsg::pad_[24]