Every value below is the exact integer of the C++ alternative it names, pinned by static_asserts in src/native_c_host.cpp. More...

Enumerations
enum	pf_native_intent_t { PF_NATIVE_INTENT_FLATTEN = 0 , PF_NATIVE_INTENT_REDUCE = 1 , PF_NATIVE_INTENT_TRANSACT = 2 , PF_NATIVE_INTENT_REVERSE_TO = 3 , PF_NATIVE_INTENT_HOST_SIZED = 4 , PF_NATIVE_INTENT_SIZED = 5 }
	Order intent — the alternative index of `native_order::OrderIntent`. More...

enum	pf_native_reduction_t { PF_NATIVE_REDUCE_EXPLICIT_UNITS = 0 , PF_NATIVE_REDUCE_OWNER_OPENED = 1 , PF_NATIVE_REDUCE_SCOPE_FRACTION = 2 }
	Reduction size — the alternative index of `native_order::ReductionSize`. More...

enum	pf_native_scope_claim_t { PF_NATIVE_SCOPE_GROSS = 0 , PF_NATIVE_SCOPE_NET_OF_SIBLINGS = 1 }
	Scope claim of a fractional reduce. More...

enum	pf_native_side_t { PF_NATIVE_SIDE_LONG = 0 , PF_NATIVE_SIDE_SHORT = 1 }
	Side of a kernel-sized opening. More...

enum	pf_native_size_basis_t { PF_NATIVE_SIZE_BASIS_CASH = 0 , PF_NATIVE_SIZE_BASIS_EQUITY_FRACTION = 1 }
	Sizing basis — the alternative index of `native_order::SizeBasis`. More...

enum	pf_native_size_time_t { PF_NATIVE_SIZE_AT_MATCH = 0 , PF_NATIVE_SIZE_AT_ACCEPTANCE = 1 }
	When a sizing basis resolves. More...

enum	pf_native_grid_policy_t { PF_NATIVE_GRID_SNAP = 0 , PF_NATIVE_GRID_EXPLICIT_UNITS = 1 }
	Whether resolved sizing snaps onto the run's quantity grid. More...

enum	pf_native_trigger_t { PF_NATIVE_TRIGGER_MARKET = 0 , PF_NATIVE_TRIGGER_LIMIT = 1 , PF_NATIVE_TRIGGER_STOP = 2 , PF_NATIVE_TRIGGER_STOP_LIMIT = 3 , PF_NATIVE_TRIGGER_TRAIL = 4 }
	Trigger — the alternative index of `native_order::Trigger`. More...

enum	pf_native_anchor_t { PF_NATIVE_ANCHOR_ABSOLUTE = 0 , PF_NATIVE_ANCHOR_FROM_OWNER_FILL = 1 }
	Where a trigger level comes from — `native_order::TriggerAnchor` (L7). More...

enum	pf_native_anchor_rounding_t { PF_NATIVE_ANCHOR_ROUNDING_RAW = 0 , PF_NATIVE_ANCHOR_ROUNDING_HALF_UP = 1 , PF_NATIVE_ANCHOR_ROUNDING_DIRECTIONAL = 2 }
	How a materialized anchored level snaps onto the run's price tick ladder — `native_order::NativeAnchorRounding` (L7b). More...

enum	pf_native_arm_visibility_t { PF_NATIVE_ARM_VISIBILITY_WORKING = 0 , PF_NATIVE_ARM_VISIBILITY_PENDING_UNTIL_ARMED = 1 }
	Whether a WAIT_FOR_APPLIED child is a working order before its arm — `native_order::NativeArmVisibility` (L7b). More...

enum	pf_native_capacity_t { PF_NATIVE_CAPACITY_IMMEDIATE = 0 , PF_NATIVE_CAPACITY_POINT_BUDGET = 1 }
	Capacity — the alternative index of `native_order::Capacity`. More...

enum	pf_native_owner_t { PF_NATIVE_OWNER_INDEPENDENT = 0 , PF_NATIVE_OWNER_WAIT_FOR_APPLIED = 1 , PF_NATIVE_OWNER_BIND_OPENING = 2 , PF_NATIVE_OWNER_BIND_OPENINGS = 3 , PF_NATIVE_OWNER_BIND_COHORT = 4 }
	Owner — the alternative index of `native_order::Owner`. More...

enum	pf_native_group_t { PF_NATIVE_GROUP_NONE = 0 , PF_NATIVE_GROUP_MEMBER = 1 }
	Group — the alternative index of `native_order::Group`. More...

enum	pf_native_group_effect_t { PF_NATIVE_GROUP_CANCEL = 0 , PF_NATIVE_GROUP_REDUCE = 1 }
	What a filled group member does to its siblings. More...

enum	pf_native_request_field_t { PF_NATIVE_FIELD_COMMENT = 0 , PF_NATIVE_FIELD_LABEL = 1 }
	Which identity text strategy_native_cancel_where_v1 compares. More...

enum	pf_native_price_rule_t { PF_NATIVE_PRICE_AS_PRESENTED = 0 , PF_NATIVE_PRICE_NEAREST_TICK = 1 }
	Price rule of an immediate execution. More...

enum	pf_native_execute_outcome_t { PF_NATIVE_EXECUTED_APPLIED = 0 , PF_NATIVE_EXECUTED_NO_EFFECT = 1 , PF_NATIVE_EXECUTED_MATCH_REJECTED = 2 , PF_NATIVE_EXECUTED_CANCELLED = 3 }
	Outcome of strategy_native_execute_current_v1 (non-negative returns). More...

enum	pf_native_refusal_t { PF_NATIVE_REFUSAL_NO_EXECUTION_CONTEXT = 0 , PF_NATIVE_REFUSAL_REENTRANT = 1 , PF_NATIVE_REFUSAL_INVALID_HANDLE = 2 , PF_NATIVE_REFUSAL_NOT_WORKING = 3 , PF_NATIVE_REFUSAL_NOT_ACCEPTED_IN_CALLBACK = 4 , PF_NATIVE_REFUSAL_UNSUPPORTED_REQUEST = 5 , PF_NATIVE_REFUSAL_UNREADY_OWNER = 6 , PF_NATIVE_REFUSAL_INVALID_SELECTION = 7 , PF_NATIVE_REFUSAL_CONFIGURATION_MISMATCH = 8 }
	Why execute_current refused. More...

enum	pf_native_lifecycle_t { PF_NATIVE_LIFECYCLE_UNCONFIGURED = 0 , PF_NATIVE_LIFECYCLE_READY = 1 , PF_NATIVE_LIFECYCLE_RUNNING = 2 , PF_NATIVE_LIFECYCLE_COMPLETED = 3 , PF_NATIVE_LIFECYCLE_FAILED = 4 }
	Lifecycle of the native run — mirrors `NativeLifecycleKind`. More...

enum	pf_native_event_kind_t { PF_NATIVE_EVENT_ACCEPTED = 1 , PF_NATIVE_EVENT_REJECTED = 2 , PF_NATIVE_EVENT_REPLACED = 3 , PF_NATIVE_EVENT_REPLACE_REJECTED = 4 , PF_NATIVE_EVENT_CANCELLED = 5 , PF_NATIVE_EVENT_NOT_WORKING = 6 , PF_NATIVE_EVENT_INVALID_HANDLE = 7 , PF_NATIVE_EVENT_NO_EFFECT = 8 , PF_NATIVE_EVENT_MATCH_REJECTED = 9 , PF_NATIVE_EVENT_APPLIED = 10 , PF_NATIVE_EVENT_CLOSE_BOUND = 11 , PF_NATIVE_EVENT_ACTIVATED = 12 , PF_NATIVE_EVENT_RESERVATION_REDUCED = 13 , PF_NATIVE_EVENT_DEFERRED_GROUP = 14 , PF_NATIVE_EVENT_QUANTITY_BOUND = 15 , PF_NATIVE_EVENT_ARMED = 16 , PF_NATIVE_EVENT_TERMS_RESOLVED = 17 , PF_NATIVE_EVENT_MARGIN_CALL = 18 , PF_NATIVE_EVENT_DRIVER_POINT = 19 , PF_NATIVE_EVENT_ACCOUNT = 20 , PF_NATIVE_EVENT_RISK = 21 }
	Event tag of pf_native_event_v1. More...

enum	pf_native_risk_limit_t { PF_NATIVE_RISK_MAX_DRAWDOWN = 0 , PF_NATIVE_RISK_MAX_INTRADAY_LOSS = 1 , PF_NATIVE_RISK_MAX_CONSECUTIVE_LOSS_DAYS = 2 , PF_NATIVE_RISK_MAX_FILLS_PER_DAY = 3 }
	Which generic risk limit a PF_NATIVE_EVENT_RISK event reports — the `reason` field of pf_native_event_v1, mirroring `native_order::RiskLimitKind` (L9). More...

enum	pf_native_risk_day_t { PF_NATIVE_RISK_DAY_SESSION = 0 , PF_NATIVE_RISK_DAY_CALENDAR_TIMEZONE = 1 }
	Which day a risk limit's "day" is — `NativeRiskDay`. More...

enum	pf_native_risk_action_t { PF_NATIVE_RISK_BLOCK_OPENINGS = 0 , PF_NATIVE_RISK_FLATTEN_AND_BLOCK = 1 }
	What a breach does — `NativeRiskAction`. More...

enum	pf_native_remaining_t { PF_NATIVE_REMAINING_UNBOUND = 0 , PF_NATIVE_REMAINING_FLATTEN_ALL = 1 , PF_NATIVE_REMAINING_UNITS = 2 , PF_NATIVE_REMAINING_DEFERRED = 3 , PF_NATIVE_REMAINING_NO_TARGET = 4 }
	Remaining projection of a live request — `native_order::RemainingProjection`. More...

enum	pf_native_trigger_state_t { PF_NATIVE_TRIGGER_STATE_MARKET_READY = 0 , PF_NATIVE_TRIGGER_STATE_LIMIT_READY = 1 , PF_NATIVE_TRIGGER_STATE_STOP_IDLE = 2 , PF_NATIVE_TRIGGER_STATE_STOP_ACTIVE = 3 , PF_NATIVE_TRIGGER_STATE_STOP_LIMIT_PENDING = 4 , PF_NATIVE_TRIGGER_STATE_STOP_LIMIT_LIVE = 5 , PF_NATIVE_TRIGGER_STATE_TRAIL_WAIT_ARM = 6 , PF_NATIVE_TRIGGER_STATE_TRAIL_TRACK = 7 , PF_NATIVE_TRIGGER_STATE_TRAIL_ACTIVE = 8 }
	Trigger state of a live request — `native_order::TriggerState`. More...

enum	pf_native_spec_ext_mask_t { PF_NATIVE_SPEC_EXT_REPORT = 1u << 0 , PF_NATIVE_SPEC_EXT_PRICE_GRID = 1u << 1 , PF_NATIVE_SPEC_EXT_CALCULATION = 1u << 2 , PF_NATIVE_SPEC_EXT_OPEN_BAR_VIEW = 1u << 3 , PF_NATIVE_SPEC_EXT_MARGIN = 1u << 4 , PF_NATIVE_SPEC_EXT_SUBSCRIPTIONS = 1u << 5 , PF_NATIVE_SPEC_EXT_RISK = 1u << 6 , PF_NATIVE_SPEC_EXT_INTRABAR = 1u << 7 , PF_NATIVE_SPEC_EXT_FEED_POLICY = 1u << 8 , PF_NATIVE_SPEC_EXT_AUXILIARY_FEED = 1u << 9 }
	Which extension blocks of pf_native_run_spec_ext_v1 are meaningful. More...

enum	pf_native_series_source_t { PF_NATIVE_SERIES_SOURCE_INPUT = 0 , PF_NATIVE_SERIES_SOURCE_AUXILIARY_FEED = 1 }
	The bars a declared series is built from — `NativeSeriesSource`. More...

enum	pf_native_size_price_t { PF_NATIVE_SIZE_PRICE_RESOLVED = 0 , PF_NATIVE_SIZE_PRICE_SIGNAL = 1 , PF_NATIVE_SIZE_PRICE_SIGNAL_ON_TICK = 2 }
	WHICH price a kernel-sized basis converts at — `native_order::SizePrice` (L3b). More...

enum	pf_native_scope_basis_t { PF_NATIVE_SCOPE_BASIS_AT_MATCH = 0 , PF_NATIVE_SCOPE_BASIS_AT_ACCEPTANCE = 1 }
	WHICH measurement of the bound scope a fractional reduce takes its fraction of — `native_order::ScopeBasis`. More...

enum	pf_native_liquidation_check_t { PF_NATIVE_LIQUIDATION_PATH_ADVERSE_EXTREME = 0 , PF_NATIVE_LIQUIDATION_CALCULATION_ONLY = 1 , PF_NATIVE_LIQUIDATION_PATH_ADVERSE_EXTREME_MARK = 2 }
	When the kernel tests the maintenance requirement — `NativeLiquidationCheck`, the `margin_check` field of pf_native_run_spec_ext_v1. More...

enum	pf_native_margin_equity_basis_t { PF_NATIVE_MARGIN_EQUITY_MARKED = 0 , PF_NATIVE_MARGIN_EQUITY_BEFORE_OPEN_COMMISSION = 1 }
	Which equity the maintenance requirement is tested against — `NativeMarginEquityBasis`. More...

enum	pf_native_margin_level_base_t { PF_NATIVE_MARGIN_LEVEL_MARKED_EQUITY = 0 , PF_NATIVE_MARGIN_LEVEL_REALIZED_ONLY = 1 }
	Which base the liquidation level is solved from — `NativeLiquidationLevelBase`. More...

enum	pf_native_intrabar_kind_t { PF_NATIVE_INTRABAR_NONE = 0 , PF_NATIVE_INTRABAR_LOWER_TF = 1 , PF_NATIVE_INTRABAR_SYNTHESIZED = 2 }
	Which intrabar execution path the run retains — the alternative of `IntrabarPath`. More...

enum	pf_native_sample_eligibility_t { PF_NATIVE_SAMPLE_CONTINUOUS_SEGMENTS = 0 , PF_NATIVE_SAMPLE_DISTRIBUTION_SAMPLES = 1 }
	Whether matching stays continuous between generated samples — `IntrabarPath::SampleEligibility`. More...

enum	pf_native_slot_label_t { PF_NATIVE_SLOT_LABEL_CANONICAL = 0 , PF_NATIVE_SLOT_LABEL_FEED_TOLERANT = 1 }
	Whether a confirmed bar must name a canonical input slot — `NativeSlotLabelPolicy`. More...

enum	pf_native_feed_tolerance_t { PF_NATIVE_FEED_TOLERANCE_NONE = 0 , PF_NATIVE_FEED_TOLERANCE_BATCH_STRUCTURAL = 1u << 0 , PF_NATIVE_FEED_TOLERANCE_WARMUP_NONNEGATIVE = 1u << 1 }
	Opt-in admission exceptions for a tolerated input-feed shape — `NativeFeedTolerance`. More...

enum	pf_native_path_order_t { PF_NATIVE_PATH_ORDER_AUTO = 0 , PF_NATIVE_PATH_ORDER_HIGH_FIRST = 1 , PF_NATIVE_PATH_ORDER_LOW_FIRST = 2 }
	Generic ordering for a modeled OHLC path — `NativePathOrder`. More...

enum	pf_native_abort_reporting_t { PF_NATIVE_ABORT_ERROR = 0 , PF_NATIVE_ABORT_QUIET = 1 }
	How a cooperative abort is presented — `NativeAbortReporting`. More...

enum	pf_native_calc_reason_t { PF_NATIVE_CALC_BAR_CLOSE = 0 , PF_NATIVE_CALC_ORDER_FILL = 1 , PF_NATIVE_CALC_TICK = 2 , PF_NATIVE_CALC_SUB_BAR = 3 }
	Why the kernel is asking the host to calculate — `NativeCalculationReason` (L5), the `reason` argument of pf_native_callbacks_v1::on_recalculate. More...

enum	pf_native_margin_check_kind_t { PF_NATIVE_MARGIN_CHECK_BAR_OPEN = 0 , PF_NATIVE_MARGIN_CHECK_AFTER_APPLIED = 1 , PF_NATIVE_MARGIN_CHECK_CALCULATION = 2 , PF_NATIVE_MARGIN_CHECK_FX_ROLL = 3 }
	Which kernel check point is about to test the maintenance requirement — `NativeMarginCheckKind` (L4b). More...

enum	pf_native_answer_t { PF_NATIVE_ANSWER_DEFAULT = 0 , PF_NATIVE_ANSWER_PROVIDED = 1 }
	What an ANSWERING callback's return value means. More...

Detailed Description

Every value below is the exact integer of the C++ alternative it names, pinned by static_asserts in src/native_c_host.cpp.

Enumeration Type Documentation

◆ pf_native_intent_t

enum pf_native_intent_t

Order intent — the alternative index of native_order::OrderIntent.

Enumerator
PF_NATIVE_INTENT_FLATTEN	Close the whole book.
PF_NATIVE_INTENT_REDUCE	Reduce; see pf_native_reduction_t.
PF_NATIVE_INTENT_TRANSACT	`intent_value` signed units.
PF_NATIVE_INTENT_REVERSE_TO	`intent_value` target signed exposure.
PF_NATIVE_INTENT_HOST_SIZED	The cohort close, and nothing else; see PF_NATIVE_OWNER_BIND_COHORT. Refused PF_NATIVE_E_UNSUPPORTED under any other owner.
PF_NATIVE_INTENT_SIZED	Kernel-sized opening (L3).

Definition at line 236 of file native_c_api.h.

◆ pf_native_reduction_t

enum pf_native_reduction_t

Reduction size — the alternative index of native_order::ReductionSize.

Enumerator
PF_NATIVE_REDUCE_EXPLICIT_UNITS	`intent_value` units.
PF_NATIVE_REDUCE_OWNER_OPENED	Exactly what the owner opened.
PF_NATIVE_REDUCE_SCOPE_FRACTION	`intent_value` fraction in (0, 1].

Definition at line 249 of file native_c_api.h.

◆ pf_native_scope_claim_t

enum pf_native_scope_claim_t

Scope claim of a fractional reduce.

Enumerator
PF_NATIVE_SCOPE_GROSS
PF_NATIVE_SCOPE_NET_OF_SIBLINGS

Definition at line 256 of file native_c_api.h.

◆ pf_native_side_t

enum pf_native_side_t

Side of a kernel-sized opening.

Enumerator
PF_NATIVE_SIDE_LONG
PF_NATIVE_SIDE_SHORT

Definition at line 262 of file native_c_api.h.

◆ pf_native_size_basis_t

enum pf_native_size_basis_t

Sizing basis — the alternative index of native_order::SizeBasis.

Enumerator
PF_NATIVE_SIZE_BASIS_CASH	`intent_value` account-currency cash.
PF_NATIVE_SIZE_BASIS_EQUITY_FRACTION	`intent_value` fraction of marked equity.

Definition at line 268 of file native_c_api.h.

◆ pf_native_size_time_t

enum pf_native_size_time_t

When a sizing basis resolves.

Enumerator
PF_NATIVE_SIZE_AT_MATCH
PF_NATIVE_SIZE_AT_ACCEPTANCE

Definition at line 274 of file native_c_api.h.

◆ pf_native_grid_policy_t

enum pf_native_grid_policy_t

Whether resolved sizing snaps onto the run's quantity grid.

Enumerator
PF_NATIVE_GRID_SNAP
PF_NATIVE_GRID_EXPLICIT_UNITS

Definition at line 280 of file native_c_api.h.

◆ pf_native_trigger_t

enum pf_native_trigger_t

Trigger — the alternative index of native_order::Trigger.

Enumerator
PF_NATIVE_TRIGGER_MARKET	p1, p2 ignored.
PF_NATIVE_TRIGGER_LIMIT	p1 = price; `fill_through` makes it market-if-touched.
PF_NATIVE_TRIGGER_STOP	p1 = price.
PF_NATIVE_TRIGGER_STOP_LIMIT	p1 = stop, p2 = limit.
PF_NATIVE_TRIGGER_TRAIL	p1 = offset, p2 = arm price when `trail_has_arm_price`.

Definition at line 286 of file native_c_api.h.

◆ pf_native_anchor_t

enum pf_native_anchor_t

Where a trigger level comes from — native_order::TriggerAnchor (L7).

Enumerator
PF_NATIVE_ANCHOR_ABSOLUTE	The level written in the trigger.
PF_NATIVE_ANCHOR_FROM_OWNER_FILL	owner fill + `anchor_offset` (signed).

Definition at line 295 of file native_c_api.h.

◆ pf_native_anchor_rounding_t

enum pf_native_anchor_rounding_t

How a materialized anchored level snaps onto the run's price tick ladder — native_order::NativeAnchorRounding (L7b).

RAW is the established behaviour; the other two need price_tick > 0 at acceptance.

Enumerator
PF_NATIVE_ANCHOR_ROUNDING_RAW	fill + offset exactly.
PF_NATIVE_ANCHOR_ROUNDING_HALF_UP	Nearest tick, ties away from zero.
PF_NATIVE_ANCHOR_ROUNDING_DIRECTIONAL	Toward the region the leg needs.

Definition at line 303 of file native_c_api.h.

◆ pf_native_arm_visibility_t

enum pf_native_arm_visibility_t

Whether a WAIT_FOR_APPLIED child is a working order before its arm — native_order::NativeArmVisibility (L7b).

PENDING_UNTIL_ARMED keeps it out of strategy_native_working_len_v1 / strategy_native_working_get_v1 until its ArmedEvent; it stays a live request the whole time (replace, cancel, cancel_all still address it, and it never matches before the arm under either value).

Enumerator
PF_NATIVE_ARM_VISIBILITY_WORKING
PF_NATIVE_ARM_VISIBILITY_PENDING_UNTIL_ARMED

Definition at line 315 of file native_c_api.h.

◆ pf_native_capacity_t

enum pf_native_capacity_t

Capacity — the alternative index of native_order::Capacity.

Enumerator
PF_NATIVE_CAPACITY_IMMEDIATE	Whole remaining at one point.
PF_NATIVE_CAPACITY_POINT_BUDGET	`capacity_units` per matching point.

Definition at line 321 of file native_c_api.h.

◆ pf_native_owner_t

enum pf_native_owner_t

Owner — the alternative index of native_order::Owner.

Enumerator
PF_NATIVE_OWNER_INDEPENDENT	No owner.
PF_NATIVE_OWNER_WAIT_FOR_APPLIED	One parent in `owner_incarnations`.
PF_NATIVE_OWNER_BIND_OPENING	One opening + `owner_cycle`.
PF_NATIVE_OWNER_BIND_OPENINGS	`owner_n` openings + `owner_cycle`.
PF_NATIVE_OWNER_BIND_COHORT	`cohort` from strategy_native_cohort_open_v1. The kernel pairs this owner with exactly one intent — a host-sized CLOSE — so a cohort close is spelled PF_NATIVE_INTENT_HOST_SIZED with this owner and no quantity of its own: the roster's live openings are the target and the cohort authority decides the units. That pairing is the only shape in which HOST_SIZED is accepted here.

Definition at line 327 of file native_c_api.h.

◆ pf_native_group_t

enum pf_native_group_t

Group — the alternative index of native_order::Group.

Enumerator
PF_NATIVE_GROUP_NONE
PF_NATIVE_GROUP_MEMBER	`group_id`, `group_cohort`, `group_effect`.

Definition at line 342 of file native_c_api.h.

◆ pf_native_group_effect_t

enum pf_native_group_effect_t

What a filled group member does to its siblings.

Enumerator
PF_NATIVE_GROUP_CANCEL
PF_NATIVE_GROUP_REDUCE

Definition at line 348 of file native_c_api.h.

◆ pf_native_request_field_t

enum pf_native_request_field_t

Which identity text strategy_native_cancel_where_v1 compares.

Both are the free text the request carried: comment is the established selector, label is where a host that names its orders puts its own id, so LABEL is the one call that withdraws every live request issued under one such id. Neither is indexed; both walk the live book once.

Enumerator
PF_NATIVE_FIELD_COMMENT
PF_NATIVE_FIELD_LABEL

Definition at line 359 of file native_c_api.h.

◆ pf_native_price_rule_t

enum pf_native_price_rule_t

Price rule of an immediate execution.

Enumerator
PF_NATIVE_PRICE_AS_PRESENTED
PF_NATIVE_PRICE_NEAREST_TICK

Definition at line 365 of file native_c_api.h.

◆ pf_native_execute_outcome_t

enum pf_native_execute_outcome_t

Outcome of strategy_native_execute_current_v1 (non-negative returns).

Enumerator
PF_NATIVE_EXECUTED_APPLIED	An execution was applied.
PF_NATIVE_EXECUTED_NO_EFFECT	Legal, nothing to execute.
PF_NATIVE_EXECUTED_MATCH_REJECTED	Terms/admission rejected it.
PF_NATIVE_EXECUTED_CANCELLED	The request was cancelled instead.

Definition at line 371 of file native_c_api.h.

◆ pf_native_refusal_t

enum pf_native_refusal_t

Why execute_current refused.

Written to *refusal, if supplied, when strategy_native_execute_current_v1 answers PF_NATIVE_E_REFUSED. Mirrors NativeCurrentRefusal.

Enumerator
PF_NATIVE_REFUSAL_NO_EXECUTION_CONTEXT
PF_NATIVE_REFUSAL_REENTRANT
PF_NATIVE_REFUSAL_INVALID_HANDLE
PF_NATIVE_REFUSAL_NOT_WORKING
PF_NATIVE_REFUSAL_NOT_ACCEPTED_IN_CALLBACK
PF_NATIVE_REFUSAL_UNSUPPORTED_REQUEST
PF_NATIVE_REFUSAL_UNREADY_OWNER
PF_NATIVE_REFUSAL_INVALID_SELECTION
PF_NATIVE_REFUSAL_CONFIGURATION_MISMATCH

Definition at line 381 of file native_c_api.h.

◆ pf_native_lifecycle_t

enum pf_native_lifecycle_t

Lifecycle of the native run — mirrors NativeLifecycleKind.

Enumerator
PF_NATIVE_LIFECYCLE_UNCONFIGURED
PF_NATIVE_LIFECYCLE_READY
PF_NATIVE_LIFECYCLE_RUNNING
PF_NATIVE_LIFECYCLE_COMPLETED
PF_NATIVE_LIFECYCLE_FAILED

Definition at line 394 of file native_c_api.h.

◆ pf_native_event_kind_t

enum pf_native_event_kind_t

Event tag of pf_native_event_v1.

1..18 are the first eighteen alternatives of native_order::CommandEvent, in variant order plus one; 19 and 20 are the driver-point and account observations native_events() also carries. 21 is L9's NativeRiskEvent, the nineteenth CommandEvent alternative: it was added after this header froze, so it keeps a tag of its own past the two observations rather than taking 19 and renumbering them. A reader compiled before it skips it by tag, exactly as it must skip any tag it does not know.

One kind named in the design is NOT represented and never appears here: a completed higher-timeframe bucket, delivered only through on_timeframe_bar and never recorded in the event history.

Enumerator
PF_NATIVE_EVENT_ACCEPTED
PF_NATIVE_EVENT_REJECTED
PF_NATIVE_EVENT_REPLACED
PF_NATIVE_EVENT_REPLACE_REJECTED
PF_NATIVE_EVENT_CANCELLED
PF_NATIVE_EVENT_NOT_WORKING
PF_NATIVE_EVENT_INVALID_HANDLE
PF_NATIVE_EVENT_NO_EFFECT
PF_NATIVE_EVENT_MATCH_REJECTED
PF_NATIVE_EVENT_APPLIED
PF_NATIVE_EVENT_CLOSE_BOUND
PF_NATIVE_EVENT_ACTIVATED
PF_NATIVE_EVENT_RESERVATION_REDUCED
PF_NATIVE_EVENT_DEFERRED_GROUP
PF_NATIVE_EVENT_QUANTITY_BOUND
PF_NATIVE_EVENT_ARMED
PF_NATIVE_EVENT_TERMS_RESOLVED
PF_NATIVE_EVENT_MARGIN_CALL
PF_NATIVE_EVENT_DRIVER_POINT
PF_NATIVE_EVENT_ACCOUNT
PF_NATIVE_EVENT_RISK

Definition at line 415 of file native_c_api.h.

◆ pf_native_risk_limit_t

enum pf_native_risk_limit_t

Which generic risk limit a PF_NATIVE_EVENT_RISK event reports — the reason field of pf_native_event_v1, mirroring native_order::RiskLimitKind (L9).

Enumerator
PF_NATIVE_RISK_MAX_DRAWDOWN
PF_NATIVE_RISK_MAX_INTRADAY_LOSS
PF_NATIVE_RISK_MAX_CONSECUTIVE_LOSS_DAYS
PF_NATIVE_RISK_MAX_FILLS_PER_DAY

Definition at line 442 of file native_c_api.h.

◆ pf_native_risk_day_t

enum pf_native_risk_day_t

Which day a risk limit's "day" is — NativeRiskDay.

SESSION is the run's own session calendar (an overnight session is one day); CALENDAR_TIMEZONE is the civil date in the spec's scheduling timezone.

Enumerator
PF_NATIVE_RISK_DAY_SESSION
PF_NATIVE_RISK_DAY_CALENDAR_TIMEZONE

Definition at line 452 of file native_c_api.h.

◆ pf_native_risk_action_t

enum pf_native_risk_action_t

What a breach does — NativeRiskAction.

BLOCK_OPENINGS refuses every opening while the block lasts and leaves the live book alone; FLATTEN_AND_BLOCK first closes the book with one kernel-originated Flatten.

Enumerator
PF_NATIVE_RISK_BLOCK_OPENINGS
PF_NATIVE_RISK_FLATTEN_AND_BLOCK

Definition at line 461 of file native_c_api.h.

◆ pf_native_remaining_t

enum pf_native_remaining_t

Remaining projection of a live request — native_order::RemainingProjection.

Enumerator
PF_NATIVE_REMAINING_UNBOUND
PF_NATIVE_REMAINING_FLATTEN_ALL
PF_NATIVE_REMAINING_UNITS	`remaining_units` is meaningful.
PF_NATIVE_REMAINING_DEFERRED
PF_NATIVE_REMAINING_NO_TARGET

Definition at line 467 of file native_c_api.h.

◆ pf_native_trigger_state_t

enum pf_native_trigger_state_t

Trigger state of a live request — native_order::TriggerState.

Enumerator
PF_NATIVE_TRIGGER_STATE_MARKET_READY
PF_NATIVE_TRIGGER_STATE_LIMIT_READY
PF_NATIVE_TRIGGER_STATE_STOP_IDLE
PF_NATIVE_TRIGGER_STATE_STOP_ACTIVE
PF_NATIVE_TRIGGER_STATE_STOP_LIMIT_PENDING
PF_NATIVE_TRIGGER_STATE_STOP_LIMIT_LIVE
PF_NATIVE_TRIGGER_STATE_TRAIL_WAIT_ARM
PF_NATIVE_TRIGGER_STATE_TRAIL_TRACK
PF_NATIVE_TRIGGER_STATE_TRAIL_ACTIVE

Definition at line 476 of file native_c_api.h.

◆ pf_native_spec_ext_mask_t

enum pf_native_spec_ext_mask_t

Which extension blocks of pf_native_run_spec_ext_v1 are meaningful.

Enumerator
PF_NATIVE_SPEC_EXT_REPORT
PF_NATIVE_SPEC_EXT_PRICE_GRID
PF_NATIVE_SPEC_EXT_CALCULATION
PF_NATIVE_SPEC_EXT_OPEN_BAR_VIEW
PF_NATIVE_SPEC_EXT_MARGIN
PF_NATIVE_SPEC_EXT_SUBSCRIPTIONS
PF_NATIVE_SPEC_EXT_RISK	L9's generic risk limits. Only a caller whose pf_native_run_spec_ext_v1 carries the risk tail may set this bit; a caller sending the base layout is refused with PF_NATIVE_E_STRUCT.
PF_NATIVE_SPEC_EXT_INTRABAR	The retained intrabar execution path. Needs the N8 tail.
PF_NATIVE_SPEC_EXT_FEED_POLICY	The four feed-shape and presentation policies: slot labels, feed tolerance, the forced path order and abort reporting. Needs the N8 tail.
PF_NATIVE_SPEC_EXT_AUXILIARY_FEED	The auxiliary finer feed. Only a caller whose pf_native_run_spec_ext_v1 carries the auxiliary tail may set this bit; a caller sending any earlier layout is refused with PF_NATIVE_E_STRUCT.

Definition at line 489 of file native_c_api.h.

◆ pf_native_series_source_t

enum pf_native_series_source_t

The bars a declared series is built from — NativeSeriesSource.

Enumerator
PF_NATIVE_SERIES_SOURCE_INPUT	The accepted input (the default).
PF_NATIVE_SERIES_SOURCE_AUXILIARY_FEED	The run's auxiliary finer feed.

Definition at line 514 of file native_c_api.h.

◆ pf_native_size_price_t

enum pf_native_size_price_t

WHICH price a kernel-sized basis converts at — native_order::SizePrice (L3b).

RESOLVED is the established behaviour: the price the kernel would otherwise settle at. SIGNAL is the decision-point price at placement, carried to the expected fill by the side's slippage and rounded onto the run's fill grid. SIGNAL_ON_TICK is that same rule measured on the INSTRUMENT's own tick ladder (price_tick) instead of the fill grid, rounded before the slippage as well as after.

Enumerator
PF_NATIVE_SIZE_PRICE_RESOLVED
PF_NATIVE_SIZE_PRICE_SIGNAL
PF_NATIVE_SIZE_PRICE_SIGNAL_ON_TICK

Definition at line 526 of file native_c_api.h.

◆ pf_native_scope_basis_t

enum pf_native_scope_basis_t

WHICH measurement of the bound scope a fractional reduce takes its fraction of — native_order::ScopeBasis.

AT_MATCH reads the scope as it stands at the matching candidate. AT_ACCEPTANCE freezes the scope SIZE when the request is accepted, so two 50 % siblings on one 10-unit lot both claim 5 under GROSS even after the first has executed.

Enumerator
PF_NATIVE_SCOPE_BASIS_AT_MATCH
PF_NATIVE_SCOPE_BASIS_AT_ACCEPTANCE

Definition at line 537 of file native_c_api.h.

◆ pf_native_liquidation_check_t

enum pf_native_liquidation_check_t

When the kernel tests the maintenance requirement — NativeLiquidationCheck, the margin_check field of pf_native_run_spec_ext_v1.

Enumerator
PF_NATIVE_LIQUIDATION_PATH_ADVERSE_EXTREME	Solve and rest at the level.
PF_NATIVE_LIQUIDATION_CALCULATION_ONLY	Test the mark; rest nothing.
PF_NATIVE_LIQUIDATION_PATH_ADVERSE_EXTREME_MARK	Rest AT the adverse mark.

Definition at line 545 of file native_c_api.h.

◆ pf_native_margin_equity_basis_t

enum pf_native_margin_equity_basis_t

Which equity the maintenance requirement is tested against — NativeMarginEquityBasis.

Enumerator
PF_NATIVE_MARGIN_EQUITY_MARKED
PF_NATIVE_MARGIN_EQUITY_BEFORE_OPEN_COMMISSION

Definition at line 553 of file native_c_api.h.

◆ pf_native_margin_level_base_t

enum pf_native_margin_level_base_t

Which base the liquidation level is solved from — NativeLiquidationLevelBase.

Enumerator
PF_NATIVE_MARGIN_LEVEL_MARKED_EQUITY
PF_NATIVE_MARGIN_LEVEL_REALIZED_ONLY

Definition at line 560 of file native_c_api.h.

◆ pf_native_intrabar_kind_t

enum pf_native_intrabar_kind_t

Which intrabar execution path the run retains — the alternative of IntrabarPath.

NONE is the whole default surface. LOWER_TF retains the caller's own finer bars (and is the one mode that delivers pf_native_callbacks_v1::on_sub_bar). SYNTHESIZED samples each script bar's own OHLC path through the generic sampler and retains no feed.

Enumerator
PF_NATIVE_INTRABAR_NONE
PF_NATIVE_INTRABAR_LOWER_TF
PF_NATIVE_INTRABAR_SYNTHESIZED

Definition at line 570 of file native_c_api.h.

◆ pf_native_sample_eligibility_t

enum pf_native_sample_eligibility_t

Whether matching stays continuous between generated samples — IntrabarPath::SampleEligibility.

LOWER_TF only; a synthesized path's point-only eligibility is inherent to that mode.

Enumerator
PF_NATIVE_SAMPLE_CONTINUOUS_SEGMENTS
PF_NATIVE_SAMPLE_DISTRIBUTION_SAMPLES

Definition at line 579 of file native_c_api.h.

◆ pf_native_slot_label_t

enum pf_native_slot_label_t

Whether a confirmed bar must name a canonical input slot — NativeSlotLabelPolicy.

A feed-shape policy, not a source-language one; the two modes never share a continuation.

Enumerator
PF_NATIVE_SLOT_LABEL_CANONICAL
PF_NATIVE_SLOT_LABEL_FEED_TOLERANT

Definition at line 587 of file native_c_api.h.

◆ pf_native_feed_tolerance_t

enum pf_native_feed_tolerance_t

Opt-in admission exceptions for a tolerated input-feed shape — NativeFeedTolerance.

A BIT MASK, not an enumerator: the values combine, and any bit outside this set is PF_NATIVE_E_TAG.

Enumerator
PF_NATIVE_FEED_TOLERANCE_NONE
PF_NATIVE_FEED_TOLERANCE_BATCH_STRUCTURAL	Finite OHLC need not be positive; NaN volume means unavailable.
PF_NATIVE_FEED_TOLERANCE_WARMUP_NONNEGATIVE	Stream warmups admit finite, non-negative interim OHLC.

Definition at line 595 of file native_c_api.h.

◆ pf_native_path_order_t

enum pf_native_path_order_t

Generic ordering for a modeled OHLC path — NativePathOrder.

AUTO keeps the open-proximity rule; the forced modes make the first excursion explicit for replay and live hosts.

Enumerator
PF_NATIVE_PATH_ORDER_AUTO
PF_NATIVE_PATH_ORDER_HIGH_FIRST
PF_NATIVE_PATH_ORDER_LOW_FIRST

Definition at line 606 of file native_c_api.h.

◆ pf_native_abort_reporting_t

enum pf_native_abort_reporting_t

How a cooperative abort is presented — NativeAbortReporting.

Enumerator
PF_NATIVE_ABORT_ERROR
PF_NATIVE_ABORT_QUIET

Definition at line 613 of file native_c_api.h.

◆ pf_native_calc_reason_t

enum pf_native_calc_reason_t

Why the kernel is asking the host to calculate — NativeCalculationReason (L5), the reason argument of pf_native_callbacks_v1::on_recalculate.

SUB_BAR is reserved and never delivered there: a lower-timeframe sub-bar has its own hook, pf_native_callbacks_v1::on_sub_bar.

Enumerator
PF_NATIVE_CALC_BAR_CLOSE	The script bar's own calculation; `cause` NULL.
PF_NATIVE_CALC_ORDER_FILL	At an applied execution's cursor; `cause` is it.
PF_NATIVE_CALC_TICK	At a modeled point or print; `cause` NULL.
PF_NATIVE_CALC_SUB_BAR	Reserved; see on_sub_bar.

Definition at line 622 of file native_c_api.h.

◆ pf_native_margin_check_kind_t

enum pf_native_margin_check_kind_t

Which kernel check point is about to test the maintenance requirement — NativeMarginCheckKind (L4b).

These are the kernel's own points; a broker model that checks somewhere else is host policy, expressed by suppressing the points it does not share.

Enumerator
PF_NATIVE_MARGIN_CHECK_BAR_OPEN	The script bar's open.
PF_NATIVE_MARGIN_CHECK_AFTER_APPLIED	The re-arm after a point's fills.
PF_NATIVE_MARGIN_CHECK_CALCULATION	A CalculationOnly model's calculation.
PF_NATIVE_MARGIN_CHECK_FX_ROLL	A step of the run's declared pf_native_fx_curve_v1: the first point the account converts at a new rate, offered immediately before that point is matched. A run that declares no curve has none, and a CalculationOnly model, which measures at its calculation alone, is not offered it.

Definition at line 633 of file native_c_api.h.

◆ pf_native_answer_t

enum pf_native_answer_t

What an ANSWERING callback's return value means.

The four answering hooks of pf_native_callbacks_v1 do not report success: their return value selects WHOSE answer the kernel uses, so every value is in contract and an answering hook can never fail the run. A host that needs to abort does it from an observation callback, which keeps the "non-zero ends the run Failed" rule exactly where it already was.

Enumerator

PF_NATIVE_ANSWER_DEFAULT

Keep the kernel's own; the output is ignored.

PF_NATIVE_ANSWER_PROVIDED

Use the output.

Any non-zero value means this.

Definition at line 654 of file native_c_api.h.

Enumerations