Struct PortfolioState 

pub struct PortfolioState {
    pub open_positions: u32,
    pub gross_exposure: f64,
    pub new_notional: f64,
    pub symbol_already_open: bool,
    pub account_net_pnl: f64,
}

Aggregate account state at the moment of a pre-trade check, assembled by the framework from its per-symbol risk + position state.

Fields

open_positions: u32

Number of symbols currently holding a non-flat position.

gross_exposure: f64

Aggregate gross exposure already on the book (quote currency).

new_notional: f64

Notional the proposed new entry would add (quote currency).

symbol_already_open: bool

Whether the entry’s symbol already holds a position — if so the entry adds to an existing slot rather than consuming a new concurrency slot.

account_net_pnl: f64

Account-wide net realised PnL (sum of every symbol’s session net PnL). Checked live so a fresh breach blocks immediately, independent of the latched halt.

Trait Implementations

impl Clone for PortfolioState

fn clone(&self) -> PortfolioState

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Copy for PortfolioState

impl Debug for PortfolioState

fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error>

Formats the value using the given formatter.

impl PartialEq for PortfolioState

fn eq(&self, other: &PortfolioState) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for PortfolioState