Class PositionEvent<T>

Namespace

Virtufin.Base.Events.Position

Assembly

Virtufin.Base.dll

Sealed algebraic data type of position events. The unified stream driving all holdings changes — funding, deposits, withdrawals, AND fills (a fill produces two PositionEvent<T>.Updated events atomically, one per side of the trade). Topics use the naming scheme sc.{scenarioId}.position.{entity}.{event}.

public abstract record PositionEvent<T> : IPositionEvent<T>, IEvent<T>, IEquatable<IEvent<T>>, IEquatable<PositionEvent<T>> where T : IComparable<T>

Type Parameters

T

The event's own time type.

Inheritance

object

PositionEvent<T>

Implements

IPositionEvent<T>

IEvent<T>

IEquatable<IEvent<T>>

IEquatable<PositionEvent<T>>

Derived

PositionEvent<T>.Closed

PositionEvent<T>.Flipped

PositionEvent<T>.Opened

PositionEvent<T>.Updated

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Properties

DeltaQuantity

The signed change in quantity (positive = increase, negative = decrease).

public abstract DecimalAmount DeltaQuantity { get; }

Property Value

DecimalAmount

Symbol

The instrument whose holding changed.

public abstract Symbol Symbol { get; }

Property Value

Symbol

Time

The time at which this event's fact occurred.

public abstract T Time { get; }

Property Value

T