Table of Contents

Namespace Virtufin.Core.Position

Structs

DecimalAmount
DecimalQuantity<U>

A DecimalAmount paired with an IUnit. Formats as "{Amount} {Unit}".

SimpleOrder<U>

A simple order: buy or sell side, limit or market execution type, and a quantity.

Interfaces

IAmount<TValue>

A typed monetary or physical quantity. TValue is the underlying representation (e.g. a tuple of whole and fractional parts for fixed-point DecimalAmount).

IAsCardinal<TCardinal>

Bridges between an IAmount<TValue> and a single canonical integer representation. Used to implement arithmetic on amounts whose parts live in different fields (whole vs. fractional).

IOrderBook

An append-only collection of orders / transactions representing the live book at a venue. The transaction type is the generic ITransaction from Virtufin.Core.Contracts so orders of any concrete kind can be accommodated.

IQuantity<TAmount, TUnit>

An IAmount<TValue> tagged with an IUnit.

IUnit

Marker for any value that represents a unit of measure (currency, share, barrel, etc.). Implementations must be equality-comparable and printable.

Enums

BuyOrSell

Side of a trade.

LimitOrMarketOrder

Order type discriminator.