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.

std::string_view external_account

External account name.

double long_quantity = NaN

Current long position.

double short_quantity = NaN

Current short position.

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)