One closing lot's booking facts — ClosedLotExcursionFacts (RULING A48). More...

#include <native_c_api.h>

Data Fields
uint32_t	struct_size
	sizeof(pf_native_lot_excursion_v1).

uint32_t	version
	PF_NATIVE_API_VERSION.

uint64_t	entry_incarnation
	The lot's opening request.

int64_t	entry_time_ms

double	entry_price

double	lot_qty
	The whole lot.

double	closed_qty
	What this fill closes of it.

double	fill_price

double	carried_favorable
	What the lot carried in, for a partial close.

double	carried_adverse

int32_t	entry_bar_index

int32_t	exit_bar_index

uint8_t	is_long

uint8_t	entry_bar_high_masked
	The entry bar's high is not this trade's.

uint8_t	entry_bar_low_masked
	The entry bar's low is not this trade's.

uint8_t	reserved0

Detailed Description

One closing lot's booking facts — ClosedLotExcursionFacts (RULING A48).

Handed to pf_native_callbacks_v1::on_lot_excursion, whose two outputs are the favorable and adverse magnitudes the closing row then carries. Facts in, magnitudes out: nothing about the host's price model crosses the boundary in either direction.

Definition at line 937 of file native_c_api.h.

Field Documentation

◆ struct_size

uint32_t pf_native_lot_excursion_v1::struct_size

sizeof(pf_native_lot_excursion_v1).

Definition at line 938 of file native_c_api.h.

◆ version

uint32_t pf_native_lot_excursion_v1::version

PF_NATIVE_API_VERSION.

Definition at line 939 of file native_c_api.h.

◆ entry_incarnation

uint64_t pf_native_lot_excursion_v1::entry_incarnation

The lot's opening request.

Definition at line 940 of file native_c_api.h.

◆ entry_time_ms

int64_t pf_native_lot_excursion_v1::entry_time_ms

Definition at line 941 of file native_c_api.h.

◆ entry_price

double pf_native_lot_excursion_v1::entry_price

Definition at line 942 of file native_c_api.h.

◆ lot_qty

double pf_native_lot_excursion_v1::lot_qty

The whole lot.

Definition at line 943 of file native_c_api.h.

◆ closed_qty

double pf_native_lot_excursion_v1::closed_qty

What this fill closes of it.

Definition at line 944 of file native_c_api.h.

◆ fill_price

double pf_native_lot_excursion_v1::fill_price

Definition at line 945 of file native_c_api.h.

◆ carried_favorable

double pf_native_lot_excursion_v1::carried_favorable

What the lot carried in, for a partial close.

Definition at line 946 of file native_c_api.h.

◆ carried_adverse

double pf_native_lot_excursion_v1::carried_adverse

Definition at line 947 of file native_c_api.h.

◆ entry_bar_index

int32_t pf_native_lot_excursion_v1::entry_bar_index

Definition at line 948 of file native_c_api.h.

◆ exit_bar_index

int32_t pf_native_lot_excursion_v1::exit_bar_index

Definition at line 949 of file native_c_api.h.

◆ is_long

uint8_t pf_native_lot_excursion_v1::is_long

Definition at line 950 of file native_c_api.h.

◆ entry_bar_high_masked

uint8_t pf_native_lot_excursion_v1::entry_bar_high_masked

The entry bar's high is not this trade's.

Definition at line 951 of file native_c_api.h.

◆ entry_bar_low_masked

uint8_t pf_native_lot_excursion_v1::entry_bar_low_masked

The entry bar's low is not this trade's.

Definition at line 952 of file native_c_api.h.

◆ reserved0

uint8_t pf_native_lot_excursion_v1::reserved0

Definition at line 953 of file native_c_api.h.

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

native_c_api.h

Data Fields