The facts one margin hook is handed — the C spelling of NativeMarginRequirementView, NativeMarginCheckPoint and NativeMarginCallView, which differ only in which of these facts they carry. More...

#include <native_c_api.h>

Data Fields
uint32_t	struct_size
	sizeof(pf_native_margin_view_v1).

uint32_t	version
	PF_NATIVE_API_VERSION.

uint32_t	kind
	pf_native_margin_check_kind_t.

uint32_t	liquidation_resting
	0/1: a liquidation rests from an earlier point.

double	signed_units
	The book being measured.

double	average_price

uint64_t	lot_count

double	mark
	The price the breach is measured at.

double	equity
	Marked equity on the model's basis.

double	required
	Maintenance requirement of the whole position at `mark`.

uint64_t	cursor_ordinal

int64_t	cursor_effective_time_ms

double	cursor_t

int32_t	cursor_interval_index

uint8_t	cursor_provenance
	NativePriceProvenance.

uint8_t	cursor_path_phase
	NativePathPhase.

uint8_t	reserved0 [2]

Detailed Description

The facts one margin hook is handed — the C spelling of NativeMarginRequirementView, NativeMarginCheckPoint and NativeMarginCallView, which differ only in which of these facts they carry.

Every field is documented per hook and is zero where that hook has no such fact, exactly as pf_native_event_v1's union is:

on_margin_check: kind, liquidation_resting, the position, mark and the cursor. equity and required are 0 — nothing has been evaluated yet at that point.
on_margin_requirement: kind, the position, mark, and the two numbers the kernel is ABOUT to compare (equity, required) — exactly what it would compare if the host answered PF_NATIVE_ANSWER_DEFAULT.
on_margin_call_units: the position being liquidated, the sizing mark, the equity and required measured there, and the cursor. kind and liquidation_resting are 0: a call is not a check point.

Definition at line 876 of file native_c_api.h.

Field Documentation

◆ struct_size

uint32_t pf_native_margin_view_v1::struct_size

sizeof(pf_native_margin_view_v1).

Definition at line 877 of file native_c_api.h.

◆ version

uint32_t pf_native_margin_view_v1::version

PF_NATIVE_API_VERSION.

Definition at line 878 of file native_c_api.h.

◆ kind

uint32_t pf_native_margin_view_v1::kind

pf_native_margin_check_kind_t.

Definition at line 879 of file native_c_api.h.

◆ liquidation_resting

uint32_t pf_native_margin_view_v1::liquidation_resting

0/1: a liquidation rests from an earlier point.

Definition at line 880 of file native_c_api.h.

◆ signed_units

double pf_native_margin_view_v1::signed_units

The book being measured.

Definition at line 881 of file native_c_api.h.

◆ average_price

double pf_native_margin_view_v1::average_price

Definition at line 882 of file native_c_api.h.

◆ lot_count

uint64_t pf_native_margin_view_v1::lot_count

Definition at line 883 of file native_c_api.h.

◆ mark

double pf_native_margin_view_v1::mark

The price the breach is measured at.

Definition at line 884 of file native_c_api.h.

◆ equity

double pf_native_margin_view_v1::equity

Marked equity on the model's basis.

Definition at line 885 of file native_c_api.h.

◆ required

double pf_native_margin_view_v1::required

Maintenance requirement of the whole position at mark.

Definition at line 886 of file native_c_api.h.

◆ cursor_ordinal

uint64_t pf_native_margin_view_v1::cursor_ordinal

Definition at line 887 of file native_c_api.h.

◆ cursor_effective_time_ms

int64_t pf_native_margin_view_v1::cursor_effective_time_ms

Definition at line 888 of file native_c_api.h.

◆ cursor_t

double pf_native_margin_view_v1::cursor_t

Definition at line 889 of file native_c_api.h.

◆ cursor_interval_index

int32_t pf_native_margin_view_v1::cursor_interval_index

Definition at line 890 of file native_c_api.h.

◆ cursor_provenance

uint8_t pf_native_margin_view_v1::cursor_provenance

NativePriceProvenance.

Definition at line 891 of file native_c_api.h.

◆ cursor_path_phase

uint8_t pf_native_margin_view_v1::cursor_path_phase

NativePathPhase.

Definition at line 892 of file native_c_api.h.

◆ reserved0

uint8_t pf_native_margin_view_v1::reserved0[2]

Definition at line 893 of file native_c_api.h.

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

native_c_api.h

Data Fields