Skip to main content

Module reconciliation

Module reconciliation 

Source
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 TradeId for an inferred reconciliation fill.
py_create_position_reconciliation_venue_order_id
The account_id scopes the ID to the venue account, preventing cross-account collisions where the engine would otherwise fall back to ClientOrderId::from(venue_order_id) and conflate orders from different accounts. The ts_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).