PositionTracker

struct PositionTracker

Public Functions

inline double current_position() const
inline double position() const
std::tuple<double, double, double> compute_pnl(double mark_price, double multiplier) const
inline std::tuple<double, double, double> current_volume() const
void operator()(Event<TradeUpdate> const&)
void operator()(Event<PositionUpdate> const&)
template<typename OutputIt>
inline auto constexpr format_helper(OutputIt out) const