One generic risk limit breaching (L9). More...

#include <native_order.hpp>

Data Fields
uint64_t	ordinal = 0

RiskLimitKind	kind = RiskLimitKind::MaxDrawdown

double	limit = 0.0

double	observed = 0.0

std::int64_t	day_ordinal = 0

MatchCursor	cursor {}

Detailed Description

One generic risk limit breaching (L9).

It is not bound to a request: the block it opens is an account fact, so this event carries no definition. limit is the threshold in the unit the breach was measured in — account currency for the two loss limits (a percent limit is already resolved against its basis equity here), days or fills for the two counts — and observed is the measured value that reached it. day_ordinal is the risk day the breach happened on, on the spec's own day basis, and cursor is the point it was measured at.

Definition at line 1383 of file native_order.hpp.

Field Documentation

◆ ordinal

uint64_t pineforge::native_order::native_order_v8::NativeRiskEvent::ordinal = 0

Definition at line 1384 of file native_order.hpp.

◆ kind

RiskLimitKind pineforge::native_order::native_order_v8::NativeRiskEvent::kind = RiskLimitKind::MaxDrawdown

Definition at line 1385 of file native_order.hpp.

◆ limit

double pineforge::native_order::native_order_v8::NativeRiskEvent::limit = 0.0

Definition at line 1386 of file native_order.hpp.

◆ observed

double pineforge::native_order::native_order_v8::NativeRiskEvent::observed = 0.0

Definition at line 1387 of file native_order.hpp.

◆ day_ordinal

std::int64_t pineforge::native_order::native_order_v8::NativeRiskEvent::day_ordinal = 0

Definition at line 1388 of file native_order.hpp.

◆ cursor

MatchCursor pineforge::native_order::native_order_v8::NativeRiskEvent::cursor {}

Definition at line 1389 of file native_order.hpp.

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

native_order.hpp

Data Fields