PositionTracker¶
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struct PositionTracker¶
Public Functions
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inline double current_position() const¶
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inline double position() const¶
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std::tuple<double, double, double> compute_pnl(double mark_price, double multiplier) const¶
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inline std::tuple<double, double, double> current_volume() const¶
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void operator()(Event<TradeUpdate> const&)¶
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void operator()(Event<PositionUpdate> const&)¶
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inline double current_position() const¶