fastmm::store::Recovery::Duplicate Struct Reference

Executions and funding payments the engine's store holds more than once (Reader::duplicates): a restart booked them a second time, so the positions and the PnL of the sessions holding the copies count them twice. More...

#include <fastmm/store/reader.hpp>

Public Attributes
std::string	venue
	its [venues.<name>]; "\#\<id\>" when the store predates schema 3
std::string	symbol
std::string	id
	the venue's trade id or funding id
std::string	qty
	decimal: the execution's quantity, the funding payment's amount
std::string	side
	empty for a funding payment
std::string	sessions
	the sessions holding it, oldest first, space separated
std::uint32_t	copies = 0
bool	funding = false

Detailed Description

Executions and funding payments the engine's store holds more than once (Reader::duplicates): a restart booked them a second time, so the positions and the PnL of the sessions holding the copies count them twice.

Reported, never repaired: the rows stay as they were written. At most kMaxDuplicates are listed; duplicate_count is how many there are.

Member Data Documentation

venue

std::string fastmm::store::Recovery::Duplicate::venue

its [venues.<name>]; "\#\<id\>" when the store predates schema 3

symbol

std::string fastmm::store::Recovery::Duplicate::symbol

id

std::string fastmm::store::Recovery::Duplicate::id

the venue's trade id or funding id

qty

std::string fastmm::store::Recovery::Duplicate::qty

decimal: the execution's quantity, the funding payment's amount

side

std::string fastmm::store::Recovery::Duplicate::side

empty for a funding payment

sessions

std::string fastmm::store::Recovery::Duplicate::sessions

the sessions holding it, oldest first, space separated

copies

std::uint32_t fastmm::store::Recovery::Duplicate::copies = 0

funding

bool fastmm::store::Recovery::Duplicate::funding = false