fastmm::StatePosition Struct Reference

One instrument's position in a StrategyStateMsg's kPositionsPart: on the account (venue) whose Reconcile Position would set it. More...

#include <fastmm/core/messages.hpp>

Public Attributes
std::uint32_t	instrument
std::uint8_t	venue
std::uint8_t	pad_ [3]
std::int64_t	qty_raw
std::int64_t	avg_px_raw

Detailed Description

One instrument's position in a StrategyStateMsg's kPositionsPart: on the account (venue) whose Reconcile Position would set it.

Member Data Documentation

instrument

std::uint32_t fastmm::StatePosition::instrument

venue

std::uint8_t fastmm::StatePosition::venue

pad_

std::uint8_t fastmm::StatePosition::pad_[3]

qty_raw

std::int64_t fastmm::StatePosition::qty_raw

avg_px_raw

std::int64_t fastmm::StatePosition::avg_px_raw