Expand description
Python bindings for reconciliation functions.
Functionsยง
- py_
adjust_ fills_ for_ partial_ window - Process mass status for position reconciliation.
- py_
calculate_ reconciliation_ price - Calculate the price needed for a reconciliation order to achieve target position.
- py_
create_ inferred_ reconciliation_ trade_ id - Create a deterministic
TradeIdfor an inferred reconciliation fill. - py_
create_ position_ reconciliation_ venue_ order_ id - The
account_idscopes the ID to the venue account, preventing cross-account collisions where the engine would otherwise fall back toClientOrderId::from(venue_order_id)and conflate orders from different accounts. Thets_last(venue-provided) ensures that successive reconciliation incidents with the same shape get distinct IDs, while the same logical event replayed after restart still hashes the same (venue re-reports identical ts).