FIX 4.0 Demo 1.0
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fix40::SimulationApp::OrderMarginInfo Struct Reference

订单保证金信息 More...

#include <simulation_app.hpp>

Collaboration diagram for fix40::SimulationApp::OrderMarginInfo:
Collaboration graph

Public Member Functions

 OrderMarginInfo ()
 
 OrderMarginInfo (double frozen, int64_t qty)
 
double calculateReleaseAmount (int64_t fillQty)
 计算本次成交应释放的冻结保证金
 
double getRemainingFrozen () const
 获取剩余未释放的冻结保证金
 

Public Attributes

double originalFrozenMargin
 原始总冻结保证金
 
int64_t originalOrderQty
 原始订单总数量
 
double releasedMargin
 已释放的保证金(累计)
 

Detailed Description

订单保证金信息

用于正确处理部分成交时的保证金计算。 存储原始总冻结保证金和订单总数量,避免累计误差。

Constructor & Destructor Documentation

◆ OrderMarginInfo() [1/2]

fix40::SimulationApp::OrderMarginInfo::OrderMarginInfo ( )
inline

◆ OrderMarginInfo() [2/2]

fix40::SimulationApp::OrderMarginInfo::OrderMarginInfo ( double  frozen,
int64_t  qty 
)
inline

Member Function Documentation

◆ calculateReleaseAmount()

double fix40::SimulationApp::OrderMarginInfo::calculateReleaseAmount ( int64_t  fillQty)
inline

计算本次成交应释放的冻结保证金

◆ getRemainingFrozen()

double fix40::SimulationApp::OrderMarginInfo::getRemainingFrozen ( ) const
inline

获取剩余未释放的冻结保证金

Member Data Documentation

◆ originalFrozenMargin

double fix40::SimulationApp::OrderMarginInfo::originalFrozenMargin

原始总冻结保证金

◆ originalOrderQty

int64_t fix40::SimulationApp::OrderMarginInfo::originalOrderQty

原始订单总数量

◆ releasedMargin

double fix40::SimulationApp::OrderMarginInfo::releasedMargin

已释放的保证金(累计)


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