Ephemeral read-only facts of one anchored-leg materialization (L7b), offered to the host exactly once, before the ArmedEvent is built. More...

#include <native_host.hpp>

Data Fields
native_order::RequestHandle	owner

std::uint64_t	owner_applied_ordinal = 0

std::uint64_t	owner_lot_incarnation = 0

double	owner_fill_price = 0.0

native_order::MatchCursor	owner_cursor

native_order::RequestHandle	leg

native_order::Side	leg_side = native_order::Side::Long

NativeAnchoredTrigger	trigger = NativeAnchoredTrigger::Limit

double	offset = 0.0

double	price_tick = 0.0

double	kernel_level = 0.0

Detailed Description

Ephemeral read-only facts of one anchored-leg materialization (L7b), offered to the host exactly once, before the ArmedEvent is built.

owner is the request whose fill arms the leg, owner_applied_ordinal that fill's ExecutionAppliedEvent, owner_lot_incarnation the lot it opened, owner_fill_price its resolved price and owner_cursor its cursor. leg is the anchored request, leg_side the side it trades on (a closing leg trades against the lot the fill opened), trigger which trigger receives the level, offset the anchor's resolved offset in price units, price_tick the run's tick (0 when the run has none) and kernel_level the level the kernel would install: fill + offset after the anchor's own rounding. A host that answers with a value owns the installed level; the kernel's representability check still applies.

Definition at line 618 of file native_host.hpp.

Field Documentation

◆ owner

native_order::RequestHandle pineforge::engine_script_run_v19::NativeAnchoredLevelView::owner

Definition at line 619 of file native_host.hpp.

◆ owner_applied_ordinal

std::uint64_t pineforge::engine_script_run_v19::NativeAnchoredLevelView::owner_applied_ordinal = 0

Definition at line 620 of file native_host.hpp.

◆ owner_lot_incarnation

std::uint64_t pineforge::engine_script_run_v19::NativeAnchoredLevelView::owner_lot_incarnation = 0

Definition at line 621 of file native_host.hpp.

◆ owner_fill_price

double pineforge::engine_script_run_v19::NativeAnchoredLevelView::owner_fill_price = 0.0

Definition at line 622 of file native_host.hpp.

◆ owner_cursor

native_order::MatchCursor pineforge::engine_script_run_v19::NativeAnchoredLevelView::owner_cursor

Definition at line 623 of file native_host.hpp.

◆ leg

native_order::RequestHandle pineforge::engine_script_run_v19::NativeAnchoredLevelView::leg

Definition at line 624 of file native_host.hpp.

◆ leg_side

native_order::Side pineforge::engine_script_run_v19::NativeAnchoredLevelView::leg_side = native_order::Side::Long

Definition at line 625 of file native_host.hpp.

◆ trigger

NativeAnchoredTrigger pineforge::engine_script_run_v19::NativeAnchoredLevelView::trigger = NativeAnchoredTrigger::Limit

Definition at line 626 of file native_host.hpp.

◆ offset

double pineforge::engine_script_run_v19::NativeAnchoredLevelView::offset = 0.0

Definition at line 627 of file native_host.hpp.

◆ price_tick

double pineforge::engine_script_run_v19::NativeAnchoredLevelView::price_tick = 0.0

Definition at line 628 of file native_host.hpp.

◆ kernel_level

double pineforge::engine_script_run_v19::NativeAnchoredLevelView::kernel_level = 0.0

Definition at line 629 of file native_host.hpp.

Referenced by pineforge::source::PineExecutionAdapter::resolve_anchored_level().

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

native_host.hpp

Data Fields