One applied execution, presented to on_applied. More...

#include <native_c_api.h>

Data Fields
uint32_t	struct_size
	sizeof(pf_native_applied_v1).

uint32_t	version
	PF_NATIVE_API_VERSION.

uint64_t	ordinal
	Event ordinal.

uint64_t	incarnation
	The request that executed.

uint64_t	opened_lot_incarnation
	The lot this fill opened, 0 when none.

double	raw_price
	The path price the match was found at.

double	resolved_price
	The booked price after terms and slippage.

double	closed_units
	Units closed by this fill.

double	opened_units
	Units opened by this fill.

double	filled_working
	Working units this fill consumed.

double	ticket
	`current_ticket` at the fill.

int64_t	cycle_before
	Position cycle before the fill.

int64_t	cycle_after
	Position cycle after the fill.

uint8_t	terminal
	1 when the request is finished.

uint8_t	terminal_reason
	AppliedTerminalReason, valid when `has_terminal_reason`.

uint8_t	has_terminal_reason
	1 when `terminal_reason` is meaningful.

uint8_t	reserved0

Detailed Description

One applied execution, presented to on_applied.

Definition at line 689 of file native_c_api.h.

Field Documentation

◆ struct_size

uint32_t pf_native_applied_v1::struct_size

sizeof(pf_native_applied_v1).

Definition at line 690 of file native_c_api.h.

◆ version

uint32_t pf_native_applied_v1::version

PF_NATIVE_API_VERSION.

Definition at line 691 of file native_c_api.h.

◆ ordinal

uint64_t pf_native_applied_v1::ordinal

Event ordinal.

Definition at line 692 of file native_c_api.h.

◆ incarnation

uint64_t pf_native_applied_v1::incarnation

The request that executed.

Definition at line 693 of file native_c_api.h.

◆ opened_lot_incarnation

uint64_t pf_native_applied_v1::opened_lot_incarnation

The lot this fill opened, 0 when none.

Definition at line 694 of file native_c_api.h.

◆ raw_price

double pf_native_applied_v1::raw_price

The path price the match was found at.

Definition at line 695 of file native_c_api.h.

◆ resolved_price

double pf_native_applied_v1::resolved_price

The booked price after terms and slippage.

Definition at line 696 of file native_c_api.h.

◆ closed_units

double pf_native_applied_v1::closed_units

Units closed by this fill.

Definition at line 697 of file native_c_api.h.

◆ opened_units

double pf_native_applied_v1::opened_units

Units opened by this fill.

Definition at line 698 of file native_c_api.h.

◆ filled_working

double pf_native_applied_v1::filled_working

Working units this fill consumed.

Definition at line 699 of file native_c_api.h.

◆ ticket

double pf_native_applied_v1::ticket

current_ticket at the fill.

Definition at line 700 of file native_c_api.h.

◆ cycle_before

int64_t pf_native_applied_v1::cycle_before

Position cycle before the fill.

Definition at line 701 of file native_c_api.h.

◆ cycle_after

int64_t pf_native_applied_v1::cycle_after

Position cycle after the fill.

Definition at line 702 of file native_c_api.h.

◆ terminal

uint8_t pf_native_applied_v1::terminal

1 when the request is finished.

Definition at line 703 of file native_c_api.h.

◆ terminal_reason

uint8_t pf_native_applied_v1::terminal_reason

AppliedTerminalReason, valid when has_terminal_reason.

Definition at line 704 of file native_c_api.h.

◆ has_terminal_reason

uint8_t pf_native_applied_v1::has_terminal_reason

1 when terminal_reason is meaningful.

Definition at line 705 of file native_c_api.h.

◆ reserved0

uint8_t pf_native_applied_v1::reserved0

Definition at line 706 of file native_c_api.h.

The documentation for this struct was generated from the following file:

native_c_api.h

Data Fields