PositionUpdate#

struct PositionUpdate#

Update relating to current position for a symbol/side/account.

Public Members

uint16_t stream_id = {}#

Stream identifier.

std::string_view account#

Account name.

std::string_view exchange#

Exchange.

std::string_view symbol#

Symbol.

roq::MarginMode margin_mode = {}#

Margin mode.

std::string_view external_account#

External account name.

double long_quantity = std::numeric_limits<double>::quiet_NaN()#

Current long position (absolute)

double short_quantity = std::numeric_limits<double>::quiet_NaN()#

Current short position (absolute)

roq::UpdateType update_type = {}#

Update type.

std::chrono::nanoseconds exchange_time_utc = {}#

Exchange timestamp, possibly from matching engine (UTC)

std::chrono::nanoseconds sending_time_utc = {}#

Exchange sending timestamp (UTC)