ttsdk::Position Struct Reference

#include <position.h>

Collaboration diagram for ttsdk::Position:

Public Attributes
uint64_t	account_id = 0
uint64_t	instrument_id = 0
InstrumentPtr	instrument = nullptr
double	buy_quantity = NAN
double	sell_quantity = NAN
double	net_position = NAN
double	buy_average_price = NAN
double	sell_average_price = NAN
double	open_average_price = NAN
double	pnl = NAN
double	realized_pnl = NAN
double	open_pnl = NAN
double	native_currency_pnl = NAN
double	native_currency_realized_pnl = NAN
double	native_currency_open_pnl = NAN
SODPriceType	sod_type = SODPriceType::None
double	sod_quantity = NAN
double	sod_price = NAN
double	contract_price = NAN

Detailed Description

Definition at line 26 of file position.h.

Member Data Documentation

account_id

uint64_t ttsdk::Position::account_id = 0

Definition at line 29 of file position.h.

buy_average_price

double ttsdk::Position::buy_average_price = NAN

Definition at line 36 of file position.h.

buy_quantity

double ttsdk::Position::buy_quantity = NAN

Definition at line 33 of file position.h.

contract_price

double ttsdk::Position::contract_price = NAN

Definition at line 52 of file position.h.

instrument

InstrumentPtr ttsdk::Position::instrument = nullptr

Definition at line 31 of file position.h.

instrument_id

uint64_t ttsdk::Position::instrument_id = 0

Definition at line 30 of file position.h.

native_currency_open_pnl

double ttsdk::Position::native_currency_open_pnl = NAN

Definition at line 46 of file position.h.

native_currency_pnl

double ttsdk::Position::native_currency_pnl = NAN

Definition at line 44 of file position.h.

native_currency_realized_pnl

double ttsdk::Position::native_currency_realized_pnl = NAN

Definition at line 45 of file position.h.

net_position

double ttsdk::Position::net_position = NAN

Definition at line 35 of file position.h.

open_average_price

double ttsdk::Position::open_average_price = NAN

Definition at line 38 of file position.h.

open_pnl

double ttsdk::Position::open_pnl = NAN

Definition at line 42 of file position.h.

pnl

double ttsdk::Position::pnl = NAN

Definition at line 40 of file position.h.

realized_pnl

double ttsdk::Position::realized_pnl = NAN

Definition at line 41 of file position.h.

sell_average_price

double ttsdk::Position::sell_average_price = NAN

Definition at line 37 of file position.h.

sell_quantity

double ttsdk::Position::sell_quantity = NAN

Definition at line 34 of file position.h.

sod_price

double ttsdk::Position::sod_price = NAN

Definition at line 50 of file position.h.

sod_quantity

double ttsdk::Position::sod_quantity = NAN

Definition at line 49 of file position.h.

sod_type

SODPriceType ttsdk::Position::sod_type = SODPriceType::None

Definition at line 48 of file position.h.

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

• position.h