pineforge::native_fx_curve_v1::NativeFxCurve Struct Reference

An immutable account-currency FX curve: parallel arrays of effective-from timestamps in epoch milliseconds and the account-currency units per one unit of the symbol's quote currency. More...

#include <native_fx_curve.hpp>

Data Fields
std::vector< std::int64_t >	effective_from_ms
std::vector< double >	account_per_quote

Detailed Description

An immutable account-currency FX curve: parallel arrays of effective-from timestamps in epoch milliseconds and the account-currency units per one unit of the symbol's quote currency.

The latest point whose timestamp is at or before the current broker event is active, and NativeRunSpec::account_fx is the fallback before the first point. Staged with NativeStrategyHost::configure_native_fx_curve while the host is Ready, it is the run's FX epoch for a batch and a confirmed-bar stream alike, and a step of it is a NativeMarginCheckKind::FxRoll check point. Pinned by tests/test_native_fx_curve.cpp and tests/test_native_margin_fx_roll.cpp.

Definition at line 19 of file native_fx_curve.hpp.

Field Documentation

effective_from_ms

std::vector<std::int64_t> pineforge::native_fx_curve_v1::NativeFxCurve::effective_from_ms

Definition at line 20 of file native_fx_curve.hpp.

account_per_quote

std::vector<double> pineforge::native_fx_curve_v1::NativeFxCurve::account_per_quote

Definition at line 21 of file native_fx_curve.hpp.

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

• native_fx_curve.hpp