Expand description
How much more this account can borrow now: what a venue says about the account’s own capacity
to borrow, as opposed to Shortability, which says what
the venue has to lend.
The two are kept apart because they are different kinds of fact. A Shortability describes
the instrument and can be recorded and replayed into a simulated venue, which subtracts the
account’s own short from it. A BorrowCapacity is already net of this account’s collateral and
existing borrows, so it changes with every fill, price move and borrow, and replaying it as the
lender’s total would count the account’s own short twice.
Structs§
- Borrow
Capacity - How much of an asset this account can borrow now, as the venue reported it.