pineforge::engine_script_run_v19::NativeMarginCheckPoint Struct Reference

Ephemeral factual view of one kernel check point, offered to the host before the check runs. More...

#include <native_host.hpp>

Data Fields
NativeMarginCheckKind	kind = NativeMarginCheckKind::BarOpen
NativePhysicalPosition	position
double	mark = 0.0
native_order::MatchCursor	cursor
bool	liquidation_resting = false
	Whether the model already holds a liquidation resting from an earlier admitted point.

Detailed Description

Ephemeral factual view of one kernel check point, offered to the host before the check runs.

mark is the price the kernel would measure the breach at; the modeled path phase is cursor.point.path_phase.

Definition at line 560 of file native_host.hpp.

Field Documentation

kind

NativeMarginCheckKind pineforge::engine_script_run_v19::NativeMarginCheckPoint::kind = NativeMarginCheckKind::BarOpen

Definition at line 561 of file native_host.hpp.

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

position

NativePhysicalPosition pineforge::engine_script_run_v19::NativeMarginCheckPoint::position

Definition at line 562 of file native_host.hpp.

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

mark

double pineforge::engine_script_run_v19::NativeMarginCheckPoint::mark = 0.0

Definition at line 563 of file native_host.hpp.

cursor

native_order::MatchCursor pineforge::engine_script_run_v19::NativeMarginCheckPoint::cursor

Definition at line 564 of file native_host.hpp.

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

liquidation_resting

bool pineforge::engine_script_run_v19::NativeMarginCheckPoint::liquidation_resting = false

Whether the model already holds a liquidation resting from an earlier admitted point.

A host that suppresses points – and therefore owns when a slice sized on a book that has since shrunk is re-sized – needs to tell "re-size the live slice" from "take a new one" apart. The default host admits every point and never reads this.

Definition at line 570 of file native_host.hpp.

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

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

• native_host.hpp