The facts of one matching candidate, handed to pf_native_callbacks_v1::on_execution_terms — the price half of NativeExecutionTermsFacts. More...

#include <native_c_api.h>

Data Fields
uint32_t	struct_size
	sizeof(pf_native_terms_view_v1).

uint32_t	version
	PF_NATIVE_API_VERSION.

uint64_t	incarnation
	The request being resolved.

uint32_t	intent
	pf_native_intent_t of that request.

uint32_t	trigger
	pf_native_trigger_t of that request.

uint32_t	trigger_state
	pf_native_trigger_state_t.

uint32_t	remaining_kind
	pf_native_remaining_t.

double	remaining_units
	Valid when `remaining_kind` is UNITS.

uint32_t	driver_class
	pf_native_driver_class_t.

uint32_t	price_kind
	pf_native_candidate_price_t.

uint32_t	quote_kind
	pf_native_quote_kind_t.

uint32_t	price_rule
	pf_native_price_rule_t.

uint32_t	is_buy
	0/1: the side this candidate trades on.

uint32_t	shared_cursor_collision
	0/1: a rounded quote shared with another level.

double	raw_price
	The path price the match was found at.

double	trigger_level
	The level crossed, when `has_trigger_level`.

uint32_t	has_trigger_level
	0/1.

uint32_t	reserved0
	Always 0.

double	default_resolved_price
	The kernel's own settlement price.

double	scope_exposure_units
	What the bound scope holds here.

double	position_units
	The whole physical book, signed.

double	position_average_price

uint64_t	position_lot_count

double	opposite_book_units

double	pending_group_deduction

int64_t	fx_effective_time_ms
	Where the account rate is read.

double	active_fx
	The account rate there.

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 facts of one matching candidate, handed to pf_native_callbacks_v1::on_execution_terms — the price half of NativeExecutionTermsFacts.

Every field is what the kernel measured at this candidate; default_resolved_price is the price it would settle at (slippage and the grid applied), i.e. what the host answers DEFAULT to.

Definition at line 1951 of file native_c_api.h.

Field Documentation

◆ struct_size

uint32_t pf_native_terms_view_v1::struct_size

sizeof(pf_native_terms_view_v1).

Definition at line 1952 of file native_c_api.h.

◆ version

uint32_t pf_native_terms_view_v1::version

PF_NATIVE_API_VERSION.

Definition at line 1953 of file native_c_api.h.

◆ incarnation

uint64_t pf_native_terms_view_v1::incarnation

The request being resolved.

Definition at line 1954 of file native_c_api.h.

◆ intent

uint32_t pf_native_terms_view_v1::intent

pf_native_intent_t of that request.

Definition at line 1955 of file native_c_api.h.

◆ trigger

uint32_t pf_native_terms_view_v1::trigger

pf_native_trigger_t of that request.

Definition at line 1956 of file native_c_api.h.

◆ trigger_state

uint32_t pf_native_terms_view_v1::trigger_state

pf_native_trigger_state_t.

Definition at line 1957 of file native_c_api.h.

◆ remaining_kind

uint32_t pf_native_terms_view_v1::remaining_kind

pf_native_remaining_t.

Definition at line 1958 of file native_c_api.h.

◆ remaining_units

double pf_native_terms_view_v1::remaining_units

Valid when remaining_kind is UNITS.

Definition at line 1959 of file native_c_api.h.

◆ driver_class

uint32_t pf_native_terms_view_v1::driver_class

pf_native_driver_class_t.

Definition at line 1960 of file native_c_api.h.

◆ price_kind

uint32_t pf_native_terms_view_v1::price_kind

pf_native_candidate_price_t.

Definition at line 1961 of file native_c_api.h.

◆ quote_kind

uint32_t pf_native_terms_view_v1::quote_kind

pf_native_quote_kind_t.

Definition at line 1962 of file native_c_api.h.

◆ price_rule

uint32_t pf_native_terms_view_v1::price_rule

pf_native_price_rule_t.

Definition at line 1963 of file native_c_api.h.

◆ is_buy

uint32_t pf_native_terms_view_v1::is_buy

0/1: the side this candidate trades on.

Definition at line 1964 of file native_c_api.h.

◆ shared_cursor_collision

uint32_t pf_native_terms_view_v1::shared_cursor_collision

0/1: a rounded quote shared with another level.

Definition at line 1965 of file native_c_api.h.

◆ raw_price

double pf_native_terms_view_v1::raw_price

The path price the match was found at.

Definition at line 1966 of file native_c_api.h.

◆ trigger_level

double pf_native_terms_view_v1::trigger_level

The level crossed, when has_trigger_level.

Definition at line 1967 of file native_c_api.h.

◆ has_trigger_level

uint32_t pf_native_terms_view_v1::has_trigger_level

0/1.

Definition at line 1968 of file native_c_api.h.

◆ reserved0

uint32_t pf_native_terms_view_v1::reserved0

Always 0.

Definition at line 1969 of file native_c_api.h.

◆ default_resolved_price

double pf_native_terms_view_v1::default_resolved_price

The kernel's own settlement price.

Definition at line 1970 of file native_c_api.h.

◆ scope_exposure_units

double pf_native_terms_view_v1::scope_exposure_units

What the bound scope holds here.

Definition at line 1971 of file native_c_api.h.

◆ position_units

double pf_native_terms_view_v1::position_units

The whole physical book, signed.

Definition at line 1972 of file native_c_api.h.

◆ position_average_price

double pf_native_terms_view_v1::position_average_price

Definition at line 1973 of file native_c_api.h.

◆ position_lot_count

uint64_t pf_native_terms_view_v1::position_lot_count

Definition at line 1974 of file native_c_api.h.

◆ opposite_book_units

double pf_native_terms_view_v1::opposite_book_units

Definition at line 1975 of file native_c_api.h.

◆ pending_group_deduction

double pf_native_terms_view_v1::pending_group_deduction

Definition at line 1976 of file native_c_api.h.

◆ fx_effective_time_ms

int64_t pf_native_terms_view_v1::fx_effective_time_ms

Where the account rate is read.

Definition at line 1977 of file native_c_api.h.

◆ active_fx

double pf_native_terms_view_v1::active_fx

The account rate there.

Definition at line 1978 of file native_c_api.h.

◆ cursor_ordinal

uint64_t pf_native_terms_view_v1::cursor_ordinal

Definition at line 1979 of file native_c_api.h.

◆ cursor_effective_time_ms

int64_t pf_native_terms_view_v1::cursor_effective_time_ms

Definition at line 1980 of file native_c_api.h.

◆ cursor_t

double pf_native_terms_view_v1::cursor_t

Definition at line 1981 of file native_c_api.h.

◆ cursor_interval_index

int32_t pf_native_terms_view_v1::cursor_interval_index

Definition at line 1982 of file native_c_api.h.

◆ cursor_provenance

uint8_t pf_native_terms_view_v1::cursor_provenance

pf_native_price_provenance_t.

Definition at line 1983 of file native_c_api.h.

◆ cursor_path_phase

uint8_t pf_native_terms_view_v1::cursor_path_phase

pf_native_path_phase_t.

Definition at line 1984 of file native_c_api.h.

◆ reserved1

uint8_t pf_native_terms_view_v1::reserved1[2]