The last facts before one execution's physical effect, handed to pf_native_callbacks_v1::on_precommit — NativePrecommitView: the plan, the prices, the settlement inspection, and the account the fill would leave (the projection's closed rows' P&L, borrowed for the call, in roster order). More...

#include <native_c_api.h>

Data Fields
uint32_t	struct_size
	sizeof(pf_native_precommit_view_v1).

uint32_t	version
	PF_NATIVE_API_VERSION.

uint64_t	incarnation
	The request about to execute.

uint32_t	intent
	pf_native_intent_t of that request.

uint32_t	plan
	pf_native_plan_t.

double	plan_units
	See pf_native_plan_t.

double	raw_price

double	resolved_price

double	inspected_closed_units

double	inspected_opened_units

double	inspected_current_ticket

uint32_t	current
	1 for strategy_native_execute_current_v1.

uint32_t	would_open
	0/1: the fill opens a lot.

uint32_t	incoming_short
	0/1: the opened lot is short.

uint32_t	reserved0
	Always 0.

double	resulting_abs_units

uint64_t	resulting_lot_count

double	resulting_abs_notional

double	realized_balance
	After the fill, account currency.

double	remaining_entry_cost
	Paid costs on the resulting book.

double	marked_equity
	After the fill, at its price.

int64_t	cycle_after

double	signed_units_after

const double *	closed_row_pnl
	`closed_row_count` values; borrowed.

uint64_t	closed_row_count

uint64_t	cursor_ordinal

int64_t	cursor_effective_time_ms

double	cursor_t

int32_t	cursor_interval_index

uint8_t	cursor_provenance
	pf_native_price_provenance_t.

uint8_t	cursor_path_phase
	pf_native_path_phase_t.

uint8_t	reserved1 [2]
	Always 0.

Detailed Description

The last facts before one execution's physical effect, handed to pf_native_callbacks_v1::on_precommit — NativePrecommitView: the plan, the prices, the settlement inspection, and the account the fill would leave (the projection's closed rows' P&L, borrowed for the call, in roster order).

Offered once per ready attempt, never for an inspection, and only when the settlement is ready to apply.

Definition at line 2001 of file native_c_api.h.

Field Documentation

◆ struct_size

uint32_t pf_native_precommit_view_v1::struct_size

sizeof(pf_native_precommit_view_v1).

Definition at line 2002 of file native_c_api.h.

◆ version

uint32_t pf_native_precommit_view_v1::version

PF_NATIVE_API_VERSION.

Definition at line 2003 of file native_c_api.h.

◆ incarnation

uint64_t pf_native_precommit_view_v1::incarnation

The request about to execute.

Definition at line 2004 of file native_c_api.h.

◆ intent

uint32_t pf_native_precommit_view_v1::intent

pf_native_intent_t of that request.

Definition at line 2005 of file native_c_api.h.

◆ plan

uint32_t pf_native_precommit_view_v1::plan

pf_native_plan_t.

Definition at line 2006 of file native_c_api.h.

◆ plan_units

double pf_native_precommit_view_v1::plan_units

See pf_native_plan_t.

Definition at line 2007 of file native_c_api.h.

◆ raw_price

double pf_native_precommit_view_v1::raw_price

Definition at line 2008 of file native_c_api.h.

◆ resolved_price

double pf_native_precommit_view_v1::resolved_price

Definition at line 2009 of file native_c_api.h.

◆ inspected_closed_units

double pf_native_precommit_view_v1::inspected_closed_units

Definition at line 2010 of file native_c_api.h.

◆ inspected_opened_units

double pf_native_precommit_view_v1::inspected_opened_units

Definition at line 2011 of file native_c_api.h.

◆ inspected_current_ticket

double pf_native_precommit_view_v1::inspected_current_ticket

Definition at line 2012 of file native_c_api.h.

◆ current

uint32_t pf_native_precommit_view_v1::current

1 for strategy_native_execute_current_v1.

Definition at line 2013 of file native_c_api.h.

◆ would_open

uint32_t pf_native_precommit_view_v1::would_open

0/1: the fill opens a lot.

Definition at line 2014 of file native_c_api.h.

◆ incoming_short

uint32_t pf_native_precommit_view_v1::incoming_short

0/1: the opened lot is short.

Definition at line 2015 of file native_c_api.h.

◆ reserved0

uint32_t pf_native_precommit_view_v1::reserved0

Always 0.

Definition at line 2016 of file native_c_api.h.

◆ resulting_abs_units

double pf_native_precommit_view_v1::resulting_abs_units

Definition at line 2017 of file native_c_api.h.

◆ resulting_lot_count

uint64_t pf_native_precommit_view_v1::resulting_lot_count

Definition at line 2018 of file native_c_api.h.

◆ resulting_abs_notional

double pf_native_precommit_view_v1::resulting_abs_notional

Definition at line 2019 of file native_c_api.h.

◆ realized_balance

double pf_native_precommit_view_v1::realized_balance

After the fill, account currency.

Definition at line 2020 of file native_c_api.h.

◆ remaining_entry_cost

double pf_native_precommit_view_v1::remaining_entry_cost

Paid costs on the resulting book.

Definition at line 2021 of file native_c_api.h.

◆ marked_equity

double pf_native_precommit_view_v1::marked_equity

After the fill, at its price.

Definition at line 2022 of file native_c_api.h.

◆ cycle_after

int64_t pf_native_precommit_view_v1::cycle_after

Definition at line 2023 of file native_c_api.h.

◆ signed_units_after

double pf_native_precommit_view_v1::signed_units_after

Definition at line 2024 of file native_c_api.h.

◆ closed_row_pnl

const double* pf_native_precommit_view_v1::closed_row_pnl

closed_row_count values; borrowed.

Definition at line 2025 of file native_c_api.h.

◆ closed_row_count

uint64_t pf_native_precommit_view_v1::closed_row_count

Definition at line 2026 of file native_c_api.h.

◆ cursor_ordinal

uint64_t pf_native_precommit_view_v1::cursor_ordinal

Definition at line 2027 of file native_c_api.h.

◆ cursor_effective_time_ms

int64_t pf_native_precommit_view_v1::cursor_effective_time_ms

Definition at line 2028 of file native_c_api.h.

◆ cursor_t

double pf_native_precommit_view_v1::cursor_t

Definition at line 2029 of file native_c_api.h.

◆ cursor_interval_index

int32_t pf_native_precommit_view_v1::cursor_interval_index

Definition at line 2030 of file native_c_api.h.

◆ cursor_provenance

uint8_t pf_native_precommit_view_v1::cursor_provenance

pf_native_price_provenance_t.

Definition at line 2031 of file native_c_api.h.

◆ cursor_path_phase

uint8_t pf_native_precommit_view_v1::cursor_path_phase

pf_native_path_phase_t.

Definition at line 2032 of file native_c_api.h.

◆ reserved1

uint8_t pf_native_precommit_view_v1::reserved1[2]