One point the driver produced: its coordinate, the raw price before slippage or any grid, the provider's sequence for an observed print (nullopt otherwise), and whether the point is a matching point, an excursion sample, or both. More...

#include <market_driver.hpp>

Data Fields
NativeCoordinate	coordinate

double	raw_price = 0.0

std::optional< uint64_t >	sequence

bool	matching = false

bool	excursion = false

Detailed Description

One point the driver produced: its coordinate, the raw price before slippage or any grid, the provider's sequence for an observed print (nullopt otherwise), and whether the point is a matching point, an excursion sample, or both.

Recorded in the event history as the NativeEventKind::Driver rows native_events() returns.

Definition at line 91 of file market_driver.hpp.

Field Documentation

◆ coordinate

NativeCoordinate pineforge::native_driver_v5::NativeDriverPoint::coordinate

Definition at line 92 of file market_driver.hpp.

◆ raw_price

double pineforge::native_driver_v5::NativeDriverPoint::raw_price = 0.0

Definition at line 93 of file market_driver.hpp.

◆ sequence

std::optional<uint64_t> pineforge::native_driver_v5::NativeDriverPoint::sequence

Definition at line 94 of file market_driver.hpp.

◆ matching

bool pineforge::native_driver_v5::NativeDriverPoint::matching = false

Definition at line 95 of file market_driver.hpp.

◆ excursion

bool pineforge::native_driver_v5::NativeDriverPoint::excursion = false

Definition at line 96 of file market_driver.hpp.

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

market_driver.hpp

Data Fields