param

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 Go to latest Published: Apr 29, 2026 License: Apache-2.0 Imports: 7 Imported by: 0

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Index

Constants

View Source 
const (
	// LeverageScale is the fixed-point scale used by leverage payloads.
	//
	// Raw leverage is stored as:
	//   raw = multiplier * LeverageScale
	//
	// Examples:
	//   raw 10   -> 1.0x
	//   raw 11   -> 1.1x
	//   raw 1005 -> 100.5x
	LeverageScale native.ParamLeverage = native.ParamLeverageScale

	// LeverageMin is the minimum business leverage multiplier in whole units.
	LeverageMin uint16 = uint16(native.ParamLeverageMin)

	// LeverageMax is the maximum business leverage multiplier in whole units.
	LeverageMax uint16 = uint16(native.ParamLeverageMax)

	// LeverageStep is the fractional increment between adjacent leverage values.
	LeverageStep float32 = float32(native.ParamLeverageStep)
)

Variables

View Source 
var (
	ErrNegative        = native.ErrNegative
	ErrDivisionByZero  = native.ErrDivisionByZero
	ErrOverflow        = native.ErrOverflow
	ErrUnderflow       = native.ErrUnderflow
	ErrInvalidFloat    = native.ErrInvalidFloat
	ErrInvalidFormat   = native.ErrInvalidFormat
	ErrInvalidPrice    = native.ErrInvalidPrice
	ErrInvalidLeverage = native.ErrInvalidLeverage
)
View Source 
var CashFlowZero = newCashFlowOrPanic(NewCashFlowFromInt(0))
View Source 
var ErrAccountIDEmpty = native.ErrAccountIdEmpty
View Source 
var ErrAssetEmpty = native.ErrAssetEmpty
View Source 
var FeeZero = newFeeOrPanic(NewFeeFromInt(0))
View Source 
var LeverageZero = Leverage{}

LeverageZero is the zero-value leverage payload (`not set` state).

View Source 
var NotionalZero = newNotionalOrPanic(NewNotionalFromInt(0))
View Source 
var PnlZero = newPnlOrPanic(NewPnlFromInt(0))
View Source 
var PositionSizeZero = newPositionSizeOrPanic(NewPositionSizeFromInt(0))
View Source 
var PriceZero = newPriceOrPanic(NewPriceFromInt(0))
View Source 
var QuantityZero = newQuantityOrPanic(NewQuantityFromInt(0))
View Source 
var VolumeZero = newVolumeOrPanic(NewVolumeFromInt(0))

Functions

func NewAccountIDOptionFromHandle 

func NewAccountIDOptionFromHandle(
	source native.ParamAccountIDOptional,
) optional.Option[AccountID]

func NewAdjustmentAmountFromHandle 

func NewAdjustmentAmountFromHandle(
	amount native.ParamAdjustmentAmount,
) optional.Option[AdjustmentAmount]

func NewAssetFromHandle 

func NewAssetFromHandle(v native.StringView) optional.Option[Asset]

NewAssetFromHandle builds an Asset from a native StringView returned by the C API. Returns None when the view is not set (nil/empty).

func NewCashFlowOptionFromHandle 

func NewCashFlowOptionFromHandle(
	v native.ParamCashFlowOptional,
) optional.Option[CashFlow]

func NewFeeOptionFromHandle 

func NewFeeOptionFromHandle(v native.ParamFeeOptional) optional.Option[Fee]

func NewInstrumentFromHandle 

func NewInstrumentFromHandle(i native.Instrument) optional.Option[Instrument]

func NewLeverageOptionFromHandle 

func NewLeverageOptionFromHandle(v native.ParamLeverage) optional.Option[Leverage]

NewLeverageOptionFromHandle converts native leverage payload into optional Leverage.

`native.ParamLeverageNotSet` maps to empty option; any other value maps to `Some(Leverage)`.

func NewNotionalOptionFromHandle 

func NewNotionalOptionFromHandle(v native.ParamNotionalOptional) optional.Option[Notional]

func NewPnlOptionFromHandle 

func NewPnlOptionFromHandle(v native.ParamPnlOptional) optional.Option[Pnl]

func NewPositionModeFromHandle 

func NewPositionModeFromHandle(v native.ParamPositionMode) optional.Option[PositionMode]

func NewPositionSideFromHandle 

func NewPositionSideFromHandle(v native.ParamPositionSide) optional.Option[PositionSide]

func NewPositionSizeOptionFromHandle 

func NewPositionSizeOptionFromHandle(
	v native.ParamPositionSizeOptional,
) optional.Option[PositionSize]

func NewPriceOptionFromHandle 

func NewPriceOptionFromHandle(v native.ParamPriceOptional) optional.Option[Price]

func NewQuantityOptionFromHandle 

func NewQuantityOptionFromHandle(v native.ParamQuantityOptional) optional.Option[Quantity]

func NewSideFromHandle 

func NewSideFromHandle(v native.ParamSide) optional.Option[Side]

func NewTradeAmountFromHandle 

func NewTradeAmountFromHandle(amount native.ParamTradeAmount) optional.Option[TradeAmount]

func NewVolumeOptionFromHandle 

func NewVolumeOptionFromHandle(v native.ParamVolumeOptional) optional.Option[Volume]

Types

type AccountID 

type AccountID struct {
	// contains filtered or unexported fields
}

AccountID is a type-safe account identifier.

func NewAccountIDFromHandle 

func NewAccountIDFromHandle(source native.ParamAccountID) AccountID

func NewAccountIDFromInt 

func NewAccountIDFromInt(source uint64) AccountID

NewAccountIDFromInt constructs an account identifier from an integer value.

func NewAccountIDFromString 

func NewAccountIDFromString(source string) (AccountID, error)

NewAccountIDFromString constructs an account identifier by hashing input string with FNV-1a 64-bit.

Collision probability (birthday bound approximation):

- 1,000 accounts: < 3 x 10^-14 - 10,000 accounts: < 3 x 10^-12 - 100,000 accounts: < 3 x 10^-10 - 1,000,000 accounts: < 3 x 10^-8

If collision risk is unacceptable, use your own collision-free string-to-integer mapping and construct account identifiers from integers.

func (AccountID) Handle 

func (v AccountID) Handle() native.ParamAccountID

Handle exposes the underlying native account identifier.

func (AccountID) String 

func (v AccountID) String() string

String formats account identifier as decimal string.

type AdjustmentAmount 

type AdjustmentAmount struct {
	// contains filtered or unexported fields
}

AdjustmentAmount is a signed balance/position adjustment payload.

func NewAbsoluteAdjustmentAmount 

func NewAbsoluteAdjustmentAmount(v PositionSize) AdjustmentAmount

func NewDeltaAdjustmentAmount 

func NewDeltaAdjustmentAmount(v PositionSize) AdjustmentAmount

func (AdjustmentAmount) Choose 

func (a AdjustmentAmount) Choose(getDelta func(PositionSize), getAbsolute func(PositionSize))

func (AdjustmentAmount) Handle 

func (a AdjustmentAmount) Handle() native.ParamAdjustmentAmount

func (AdjustmentAmount) IsAbsolute 

func (a AdjustmentAmount) IsAbsolute() bool

func (AdjustmentAmount) IsDelta 

func (a AdjustmentAmount) IsDelta() bool

func (AdjustmentAmount) MustAbsolute 

func (a AdjustmentAmount) MustAbsolute() PositionSize

func (AdjustmentAmount) MustDelta 

func (a AdjustmentAmount) MustDelta() PositionSize

func (AdjustmentAmount) String 

func (a AdjustmentAmount) String() string

type Asset 

type Asset struct {
	// contains filtered or unexported fields
}

Asset is an asset or currency identifier, for example USD, AAPL, or SPX.

Memory model

Asset stores its identifier bytes in a C-heap buffer allocated once at construction time. The buffer is freed automatically by a GC finalizer when the last copy of the Asset (and therefore the last reference to the underlying *native.String) is collected.

This design solves a CGo constraint: every C struct that carries a string field (PitStringView) stores a raw pointer to the string bytes. When such a struct is held in Go memory and passed to C via a Go pointer, the CGo checker enforces "Go memory must not contain Go pointers". By keeping the bytes on the C heap, PitStringView.ptr is always a C pointer — invisible to the checker. See internal/native/asset_buf.go for the allocation details.

Lifetime contract for model structs

Model structs (Order, AccountAdjustment, ExecutionReport, …) write PitStringView pointers into their C structs when an Asset is set. Those pointers remain valid only as long as at least one Asset value referencing the same *native.String stays alive. To guarantee this, every model struct that accepts an Asset keeps a named retain* field that holds the Asset value for its own lifetime. See the model package for details.

Equality and hashing

Asset is NOT comparable with == because pointer identity does not imply string equality (two independently created "USD" assets have different *String pointers). Use Equal for semantic comparison and Hash for use in hash-map implementations.

Finalizer guarantees

runtime.SetFinalizer does NOT guarantee the finalizer runs before program exit — only that it runs before the GC reclaims the object. In a high-frequency trading process the GC runs frequently under memory pressure, so C buffers are reclaimed promptly. A small leak on abnormal exit is acceptable because the OS reclaims the process address space.

func NewAsset 

func NewAsset(v string) (Asset, error)

NewAsset validates v and creates an Asset whose bytes live in a C-heap buffer freed automatically by the GC.

func (Asset) Equal 

func (a Asset) Equal(b Asset) bool

Equal reports whether a and b identify the same asset by comparing their byte content. Always use Equal instead of == for semantic comparison.

func (Asset) Handle 

func (a Asset) Handle() string

Handle returns a Go string backed by the Asset's C buffer, for use by importString in internal/native. Because the backing bytes are C-heap, importString stores a C pointer in PitStringView.ptr — not a Go pointer — so no CGo pointer-check violation occurs.

func (Asset) Hash 

func (a Asset) Hash() uint64

Hash returns a content-based FNV-64a hash of the identifier. Assets that are Equal always produce the same Hash value, making it safe to use as a hash-map key.

func (Asset) Safe 

func (a Asset) Safe() string

Safe returns a Go-heap copy of the identifier. The returned string is independent of the Asset's C buffer and remains valid after the Asset is collected.

func (Asset) String 

func (a Asset) String() string

String implements fmt.Stringer. Returns the same value as Safe().

func (Asset) Unsafe 

func (a Asset) Unsafe() string

Unsafe returns a Go string header whose backing bytes are the Asset's C buffer. The string is valid only as long as this Asset (or any copy of it, or any model struct retaining it) is live. Use on hot paths where avoiding a copy matters; prefer Safe() when the string may outlive the Asset.

type CashFlow 

type CashFlow struct {
	// contains filtered or unexported fields
}

CashFlow is a cash-flow contribution.

Values are validated and stored in the native value layout. Every arithmetic or conversion call on this type crosses the Go/C boundary via FFI and has a per-operation cost. For ultra-low-latency paths that need many intermediate computations, prefer performing the math on primitive types or a custom representation and cross into CashFlow only once via NewCashFlowFromString / NewCashFlowFromDecimal / NewCashFlowFromHandle.

This cost exists because the SDK guarantees that the same input produces bit-for-bit identical results across all language bindings (Rust, Go, Python). Running arithmetic through the core is the mechanism that enforces that determinism.

func NewCashFlowFromDecimal 

func NewCashFlowFromDecimal(v decimal.Decimal) (CashFlow, error)

NewCashFlowFromDecimal converts a shopspring decimal to a CashFlow.

WARNING: This constructor delegates to native decimal conversion that truncates the coefficient to 64 bits. If the decimal mantissa exceeds int64 range, higher bits are silently discarded without any error or panic.

func NewCashFlowFromDecimalRounded 

func NewCashFlowFromDecimalRounded(
	v decimal.Decimal,
	scale uint32,
	strategy RoundingStrategy,
) (CashFlow, error)

NewCashFlowFromDecimalRounded converts a shopspring decimal to a rounded CashFlow.

WARNING: This constructor delegates to native decimal conversion that truncates the coefficient to 64 bits. If the decimal mantissa exceeds int64 range, higher bits are silently discarded without any error or panic.

func NewCashFlowFromFee 

func NewCashFlowFromFee(fee Fee) (CashFlow, error)

func NewCashFlowFromFloat 

func NewCashFlowFromFloat(v float64) (CashFlow, error)

WARNING: float64 values are inherently imprecise. The same numeric literal interpreted as float64 can differ by one ULP from its string representation and may produce different values on different platforms or compilers. DO NOT use for monetary data received from external systems — prefer NewCashFlowFromString or NewCashFlowFromDecimal. This constructor is provided for parity and test convenience only; cross-platform determinism is NOT guaranteed when construction goes through float64.

func NewCashFlowFromFloatRounded 

func NewCashFlowFromFloatRounded(
	v float64,
	scale uint32,
	strategy RoundingStrategy,
) (CashFlow, error)

func NewCashFlowFromHandle 

func NewCashFlowFromHandle(v native.ParamCashFlow) CashFlow

func NewCashFlowFromInt 

func NewCashFlowFromInt(v int64) (CashFlow, error)

func NewCashFlowFromPnl 

func NewCashFlowFromPnl(pnl Pnl) (CashFlow, error)

func NewCashFlowFromString 

func NewCashFlowFromString(v string) (CashFlow, error)

func NewCashFlowFromStringRounded 

func NewCashFlowFromStringRounded(
	v string,
	scale uint32,
	strategy RoundingStrategy,
) (CashFlow, error)

func NewCashFlowFromUint 

func NewCashFlowFromUint(v uint64) (CashFlow, error)

func NewCashFlowFromVolumeInflow 

func NewCashFlowFromVolumeInflow(volume Volume) (CashFlow, error)

func NewCashFlowFromVolumeOutflow 

func NewCashFlowFromVolumeOutflow(volume Volume) (CashFlow, error)

func (CashFlow) CheckedAdd 

func (v CashFlow) CheckedAdd(other CashFlow) (CashFlow, error)

func (CashFlow) CheckedDivFloat 

func (v CashFlow) CheckedDivFloat(divisor float64) (CashFlow, error)

func (CashFlow) CheckedDivInt 

func (v CashFlow) CheckedDivInt(divisor int64) (CashFlow, error)

func (CashFlow) CheckedDivUint 

func (v CashFlow) CheckedDivUint(divisor uint64) (CashFlow, error)

func (CashFlow) CheckedMulFloat 

func (v CashFlow) CheckedMulFloat(scalar float64) (CashFlow, error)

func (CashFlow) CheckedMulInt 

func (v CashFlow) CheckedMulInt(scalar int64) (CashFlow, error)

func (CashFlow) CheckedMulUint 

func (v CashFlow) CheckedMulUint(scalar uint64) (CashFlow, error)

func (CashFlow) CheckedNeg 

func (v CashFlow) CheckedNeg() (CashFlow, error)

func (CashFlow) CheckedRemFloat 

func (v CashFlow) CheckedRemFloat(divisor float64) (CashFlow, error)

func (CashFlow) CheckedRemInt 

func (v CashFlow) CheckedRemInt(divisor int64) (CashFlow, error)

func (CashFlow) CheckedRemUint 

func (v CashFlow) CheckedRemUint(divisor uint64) (CashFlow, error)

func (CashFlow) CheckedSub 

func (v CashFlow) CheckedSub(other CashFlow) (CashFlow, error)

func (CashFlow) Compare 

func (v CashFlow) Compare(other CashFlow) int

func (CashFlow) Decimal 

func (v CashFlow) Decimal() decimal.Decimal

func (CashFlow) Equal 

func (v CashFlow) Equal(other CashFlow) bool

func (CashFlow) Float 

func (v CashFlow) Float() float64

WARNING: float64 values are inherently imprecise. The same numeric literal interpreted as float64 can differ by one ULP from its string representation and may produce different values on different platforms or compilers. DO NOT use for monetary data received from external systems — prefer NewCashFlowFromString or NewCashFlowFromDecimal. This constructor is provided for parity and test convenience only; cross-platform determinism is NOT guaranteed when construction goes through float64.

func (CashFlow) Handle 

func (v CashFlow) Handle() native.ParamCashFlow

func (CashFlow) IsZero 

func (v CashFlow) IsZero() bool

func (CashFlow) String 

func (v CashFlow) String() string

type Fee 

type Fee struct {
	// contains filtered or unexported fields
}

Fee is a fee amount.

Values are validated and stored in the native value layout. Every arithmetic or conversion call on this type crosses the Go/C boundary via FFI and has a per-operation cost. For ultra-low-latency paths that need many intermediate computations, prefer performing the math on primitive types or a custom representation and cross into Fee only once via NewFeeFromString / NewFeeFromDecimal / NewFeeFromHandle.

This cost exists because the SDK guarantees that the same input produces bit-for-bit identical results across all language bindings (Rust, Go, Python). Running arithmetic through the core is the mechanism that enforces that determinism.

func NewFeeFromDecimal 

func NewFeeFromDecimal(v decimal.Decimal) (Fee, error)

NewFeeFromDecimal converts a shopspring decimal to a Fee.

WARNING: This constructor delegates to native decimal conversion that truncates the coefficient to 64 bits. If the decimal mantissa exceeds int64 range, higher bits are silently discarded without any error or panic.

func NewFeeFromDecimalRounded 

func NewFeeFromDecimalRounded(
	v decimal.Decimal,
	scale uint32,
	strategy RoundingStrategy,
) (Fee, error)

NewFeeFromDecimalRounded converts a shopspring decimal to a rounded Fee.

WARNING: This constructor delegates to native decimal conversion that truncates the coefficient to 64 bits. If the decimal mantissa exceeds int64 range, higher bits are silently discarded without any error or panic.

func NewFeeFromFloat 

func NewFeeFromFloat(v float64) (Fee, error)

WARNING: float64 values are inherently imprecise. The same numeric literal interpreted as float64 can differ by one ULP from its string representation and may produce different values on different platforms or compilers. DO NOT use for monetary data received from external systems — prefer NewFeeFromString or NewFeeFromDecimal. This constructor is provided for parity and test convenience only; cross-platform determinism is NOT guaranteed when construction goes through float64.

func NewFeeFromFloatRounded 

func NewFeeFromFloatRounded(v float64, scale uint32, strategy RoundingStrategy) (Fee, error)

func NewFeeFromHandle 

func NewFeeFromHandle(v native.ParamFee) Fee

func NewFeeFromInt 

func NewFeeFromInt(v int64) (Fee, error)

func NewFeeFromString 

func NewFeeFromString(v string) (Fee, error)

func NewFeeFromStringRounded 

func NewFeeFromStringRounded(
	v string,
	scale uint32,
	strategy RoundingStrategy,
) (Fee, error)

func NewFeeFromUint 

func NewFeeFromUint(v uint64) (Fee, error)

func (Fee) CashFlow 

func (v Fee) CashFlow() (CashFlow, error)

func (Fee) CheckedAdd 

func (v Fee) CheckedAdd(other Fee) (Fee, error)

func (Fee) CheckedDivFloat 

func (v Fee) CheckedDivFloat(divisor float64) (Fee, error)

func (Fee) CheckedDivInt 

func (v Fee) CheckedDivInt(divisor int64) (Fee, error)

func (Fee) CheckedDivUint 

func (v Fee) CheckedDivUint(divisor uint64) (Fee, error)

func (Fee) CheckedMulFloat 

func (v Fee) CheckedMulFloat(scalar float64) (Fee, error)

func (Fee) CheckedMulInt 

func (v Fee) CheckedMulInt(scalar int64) (Fee, error)

func (Fee) CheckedMulUint 

func (v Fee) CheckedMulUint(scalar uint64) (Fee, error)

func (Fee) CheckedNeg 

func (v Fee) CheckedNeg() (Fee, error)

func (Fee) CheckedRemFloat 

func (v Fee) CheckedRemFloat(divisor float64) (Fee, error)

func (Fee) CheckedRemInt 

func (v Fee) CheckedRemInt(divisor int64) (Fee, error)

func (Fee) CheckedRemUint 

func (v Fee) CheckedRemUint(divisor uint64) (Fee, error)

func (Fee) CheckedSub 

func (v Fee) CheckedSub(other Fee) (Fee, error)

func (Fee) Compare 

func (v Fee) Compare(other Fee) int

func (Fee) Decimal 

func (v Fee) Decimal() decimal.Decimal

func (Fee) Equal 

func (v Fee) Equal(other Fee) bool

func (Fee) Float 

func (v Fee) Float() float64

WARNING: float64 values are inherently imprecise. The same numeric literal interpreted as float64 can differ by one ULP from its string representation and may produce different values on different platforms or compilers. DO NOT use for monetary data received from external systems — prefer NewFeeFromString or NewFeeFromDecimal. This constructor is provided for parity and test convenience only; cross-platform determinism is NOT guaranteed when construction goes through float64.

func (Fee) Handle 

func (v Fee) Handle() native.ParamFee

func (Fee) IsZero 

func (v Fee) IsZero() bool

func (Fee) Pnl 

func (v Fee) Pnl() (Pnl, error)

func (Fee) PositionSize 

func (v Fee) PositionSize() (PositionSize, error)

func (Fee) String 

func (v Fee) String() string

type Instrument 

type Instrument struct {
	UnderlyingAsset Asset
	SettlementAsset Asset
}

func NewInstrument 

func NewInstrument(underlyingAsset Asset, settlementAsset Asset) Instrument

func (Instrument) Handle 

func (i Instrument) Handle() native.Instrument

func (Instrument) String 

func (i Instrument) String() string

type Leverage 

type Leverage struct {
	// contains filtered or unexported fields
}

Leverage is a fixed-point leverage multiplier payload.

Storage format:

  • underlying value is uint16 in fixed-point scale 10;
  • one decimal place is encoded in the raw integer.

API behavior:

  • this type does not perform upfront business validation;
  • it is a transport-friendly wrapper around native leverage payload;
  • invalid values are expected to be rejected by operations that consume leverage and return their own errors.

Zero value:

  • zero value is valid as a payload state and represents "not set" (`native.ParamLeverageNotSet`) when interpreted as optional leverage.

func NewLeverageFromFloat32 

func NewLeverageFromFloat32(multiplier float32) Leverage

NewLeverageFromFloat32 builds leverage from float32 multiplier.

Conversion uses fixed-point encoding with rounding to nearest tenth: 

raw = round(multiplier * LeverageScale)

No business validation is performed.

func NewLeverageFromHandle 

func NewLeverageFromHandle(v native.ParamLeverage) Leverage

NewLeverageFromHandle wraps native leverage payload as Leverage.

No business validation is performed.

func NewLeverageFromInt 

func NewLeverageFromInt(multiplier uint16) Leverage

NewLeverageFromInt builds leverage from integer multiplier.

Conversion uses fixed-point encoding: 

raw = multiplier * LeverageScale

No business validation is performed.

func (Leverage) CalculateMarginRequired 

func (v Leverage) CalculateMarginRequired(notional Notional) (Notional, error)

CalculateMarginRequired returns margin for the provided notional.

Formula: 

margin = notional / leverage

func (Leverage) Handle 

func (v Leverage) Handle() native.ParamLeverage

Handle returns underlying native leverage payload.

func (Leverage) IsSet 

func (v Leverage) IsSet() bool

IsSet reports whether leverage payload is explicitly set.

False means payload is equal to `native.ParamLeverageNotSet`.

func (Leverage) Raw 

func (v Leverage) Raw() native.ParamLeverage

Raw returns underlying fixed-point leverage payload.

func (Leverage) String 

func (v Leverage) String() string

String returns normalized decimal leverage string.

Formatting rules:

  • no trailing ".0" for integer multipliers;
  • one decimal digit for fractional multipliers.

func (Leverage) Value 

func (v Leverage) Value() float32

Value returns leverage multiplier as float32.

Example: 

raw 1005 -> 100.5

type Notional 

type Notional struct {
	// contains filtered or unexported fields
}

Notional is the monetary position exposure used for margin and risk calculation.

Notional represents the absolute monetary value of a position in the settlement currency: |price| × quantity. It is always non-negative and captures the full face value at risk regardless of leverage.

Values are validated and stored in the native value layout. Every arithmetic or conversion call on this type crosses the Go/C boundary via FFI and has a per-operation cost. For ultra-low-latency paths that need many intermediate computations, prefer performing the math on primitive types or a custom representation and cross into Notional only once via NewNotionalFromString / NewNotionalFromDecimal / NewNotionalFromHandle.

This cost exists because the SDK guarantees that the same input produces bit-for-bit identical results across all language bindings (Rust, Go, Python). Running arithmetic through the core is the mechanism that enforces that determinism.

func NewNotionalFromDecimal 

func NewNotionalFromDecimal(v decimal.Decimal) (Notional, error)

NewNotionalFromDecimal converts a shopspring decimal to a Notional.

WARNING: This constructor delegates to native decimal conversion that truncates the coefficient to 64 bits. If the decimal mantissa exceeds int64 range, higher bits are silently discarded without any error or panic.

func NewNotionalFromDecimalRounded 

func NewNotionalFromDecimalRounded(
	v decimal.Decimal,
	scale uint32,
	strategy RoundingStrategy,
) (Notional, error)

NewNotionalFromDecimalRounded converts a shopspring decimal to a rounded Notional.

WARNING: This constructor delegates to native decimal conversion that truncates the coefficient to 64 bits. If the decimal mantissa exceeds int64 range, higher bits are silently discarded without any error or panic.

func NewNotionalFromFloat 

func NewNotionalFromFloat(v float64) (Notional, error)

WARNING: float64 values are inherently imprecise. The same numeric literal interpreted as float64 can differ by one ULP from its string representation and may produce different values on different platforms or compilers. DO NOT use for monetary data received from external systems — prefer NewNotionalFromString or NewNotionalFromDecimal. This constructor is provided for parity and test convenience only; cross-platform determinism is NOT guaranteed when construction goes through float64.

func NewNotionalFromFloatRounded 

func NewNotionalFromFloatRounded(
	v float64,
	scale uint32,
	strategy RoundingStrategy,
) (Notional, error)

func NewNotionalFromHandle 

func NewNotionalFromHandle(v native.ParamNotional) Notional

func NewNotionalFromInt 

func NewNotionalFromInt(v int64) (Notional, error)

func NewNotionalFromString 

func NewNotionalFromString(v string) (Notional, error)

func NewNotionalFromStringRounded 

func NewNotionalFromStringRounded(
	v string,
	scale uint32,
	strategy RoundingStrategy,
) (Notional, error)

func NewNotionalFromUint 

func NewNotionalFromUint(v uint64) (Notional, error)

func NewNotionalFromVolume 

func NewNotionalFromVolume(v Volume) (Notional, error)

NewNotionalFromVolume converts trade volume into position notional.

Both types represent monetary amounts in the settlement currency; this cast changes the semantic context from "order size" to "position exposure".

func (Notional) CalculateMarginRequired 

func (v Notional) CalculateMarginRequired(leverage Leverage) (Notional, error)

CalculateMarginRequired returns the margin needed to hold this position at the given leverage.

Formula: margin = notional / leverage.

func (Notional) CheckedAdd 

func (v Notional) CheckedAdd(other Notional) (Notional, error)

func (Notional) CheckedDivFloat 

func (v Notional) CheckedDivFloat(divisor float64) (Notional, error)

func (Notional) CheckedDivInt 

func (v Notional) CheckedDivInt(divisor int64) (Notional, error)

func (Notional) CheckedDivUint 

func (v Notional) CheckedDivUint(divisor uint64) (Notional, error)

func (Notional) CheckedMulFloat 

func (v Notional) CheckedMulFloat(scalar float64) (Notional, error)

func (Notional) CheckedMulInt 

func (v Notional) CheckedMulInt(scalar int64) (Notional, error)

func (Notional) CheckedMulUint 

func (v Notional) CheckedMulUint(scalar uint64) (Notional, error)

func (Notional) CheckedRemFloat 

func (v Notional) CheckedRemFloat(divisor float64) (Notional, error)

func (Notional) CheckedRemInt 

func (v Notional) CheckedRemInt(divisor int64) (Notional, error)

func (Notional) CheckedRemUint 

func (v Notional) CheckedRemUint(divisor uint64) (Notional, error)

func (Notional) CheckedSub 

func (v Notional) CheckedSub(other Notional) (Notional, error)

func (Notional) Compare 

func (v Notional) Compare(other Notional) int

func (Notional) Decimal 

func (v Notional) Decimal() decimal.Decimal

func (Notional) Equal 

func (v Notional) Equal(other Notional) bool

func (Notional) Float 

func (v Notional) Float() float64

WARNING: float64 values are inherently imprecise. The same numeric literal interpreted as float64 can differ by one ULP from its string representation and may produce different values on different platforms or compilers. DO NOT use for monetary data received from external systems — prefer NewNotionalFromString or NewNotionalFromDecimal. This constructor is provided for parity and test convenience only; cross-platform determinism is NOT guaranteed when construction goes through float64.

func (Notional) Handle 

func (v Notional) Handle() native.ParamNotional

func (Notional) IsZero 

func (v Notional) IsZero() bool

func (Notional) String 

func (v Notional) String() string

func (Notional) Volume 

func (v Notional) Volume() (Volume, error)

ToVolume converts position notional into settlement volume.

The numeric value is preserved; only the semantic context changes from "position exposure" to "order size".

type Pnl 

type Pnl struct {
	// contains filtered or unexported fields
}

Pnl is a profit and loss value.

Values are validated and stored in the native value layout. Every arithmetic or conversion call on this type crosses the Go/C boundary via FFI and has a per-operation cost. For ultra-low-latency paths that need many intermediate computations, prefer performing the math on primitive types or a custom representation and cross into Pnl only once via NewPnlFromString / NewPnlFromDecimal / NewPnlFromHandle.

This cost exists because the SDK guarantees that the same input produces bit-for-bit identical results across all language bindings (Rust, Go, Python). Running arithmetic through the core is the mechanism that enforces that determinism.

func NewPnlFromDecimal 

func NewPnlFromDecimal(v decimal.Decimal) (Pnl, error)

NewPnlFromDecimal converts a shopspring decimal to a Pnl.

WARNING: This constructor delegates to native decimal conversion that truncates the coefficient to 64 bits. If the decimal mantissa exceeds int64 range, higher bits are silently discarded without any error or panic.

func NewPnlFromDecimalRounded 

func NewPnlFromDecimalRounded(
	v decimal.Decimal,
	scale uint32,
	strategy RoundingStrategy,
) (Pnl, error)

NewPnlFromDecimalRounded converts a shopspring decimal to a rounded Pnl.

WARNING: This constructor delegates to native decimal conversion that truncates the coefficient to 64 bits. If the decimal mantissa exceeds int64 range, higher bits are silently discarded without any error or panic.

func NewPnlFromFee 

func NewPnlFromFee(fee Fee) (Pnl, error)

func NewPnlFromFloat 

func NewPnlFromFloat(v float64) (Pnl, error)

WARNING: float64 values are inherently imprecise. The same numeric literal interpreted as float64 can differ by one ULP from its string representation and may produce different values on different platforms or compilers. DO NOT use for monetary data received from external systems — prefer NewPnlFromString or NewPnlFromDecimal. This constructor is provided for parity and test convenience only; cross-platform determinism is NOT guaranteed when construction goes through float64.

func NewPnlFromFloatRounded 

func NewPnlFromFloatRounded(v float64, scale uint32, strategy RoundingStrategy) (Pnl, error)

func NewPnlFromHandle 

func NewPnlFromHandle(v native.ParamPnl) Pnl

func NewPnlFromInt 

func NewPnlFromInt(v int64) (Pnl, error)

func NewPnlFromString 

func NewPnlFromString(v string) (Pnl, error)

func NewPnlFromStringRounded 

func NewPnlFromStringRounded(
	v string,
	scale uint32,
	strategy RoundingStrategy,
) (Pnl, error)

func NewPnlFromUint 

func NewPnlFromUint(v uint64) (Pnl, error)

func (Pnl) CashFlow 

func (v Pnl) CashFlow() (CashFlow, error)

func (Pnl) CheckedAdd 

func (v Pnl) CheckedAdd(other Pnl) (Pnl, error)

func (Pnl) CheckedDivFloat 

func (v Pnl) CheckedDivFloat(divisor float64) (Pnl, error)

func (Pnl) CheckedDivInt 

func (v Pnl) CheckedDivInt(divisor int64) (Pnl, error)

func (Pnl) CheckedDivUint 

func (v Pnl) CheckedDivUint(divisor uint64) (Pnl, error)

func (Pnl) CheckedMulFloat 

func (v Pnl) CheckedMulFloat(scalar float64) (Pnl, error)

func (Pnl) CheckedMulInt 

func (v Pnl) CheckedMulInt(scalar int64) (Pnl, error)

func (Pnl) CheckedMulUint 

func (v Pnl) CheckedMulUint(scalar uint64) (Pnl, error)

func (Pnl) CheckedNeg 

func (v Pnl) CheckedNeg() (Pnl, error)

func (Pnl) CheckedRemFloat 

func (v Pnl) CheckedRemFloat(divisor float64) (Pnl, error)

func (Pnl) CheckedRemInt 

func (v Pnl) CheckedRemInt(divisor int64) (Pnl, error)

func (Pnl) CheckedRemUint 

func (v Pnl) CheckedRemUint(divisor uint64) (Pnl, error)

func (Pnl) CheckedSub 

func (v Pnl) CheckedSub(other Pnl) (Pnl, error)

func (Pnl) Compare 

func (v Pnl) Compare(other Pnl) int

func (Pnl) Decimal 

func (v Pnl) Decimal() decimal.Decimal

func (Pnl) Equal 

func (v Pnl) Equal(other Pnl) bool

func (Pnl) Float 

func (v Pnl) Float() float64

WARNING: float64 values are inherently imprecise. The same numeric literal interpreted as float64 can differ by one ULP from its string representation and may produce different values on different platforms or compilers. DO NOT use for monetary data received from external systems — prefer NewPnlFromString or NewPnlFromDecimal. This constructor is provided for parity and test convenience only; cross-platform determinism is NOT guaranteed when construction goes through float64.

func (Pnl) Handle 

func (v Pnl) Handle() native.ParamPnl

func (Pnl) IsZero 

func (v Pnl) IsZero() bool

func (Pnl) PositionSize 

func (v Pnl) PositionSize() (PositionSize, error)

func (Pnl) String 

func (v Pnl) String() string

type PositionEffect 

type PositionEffect native.ParamPositionEffect

PositionEffect is fill effect on position. 

const (
	// PositionEffectOpen opens or increases a position.
	PositionEffectOpen PositionEffect = native.ParamPositionEffectOpen
	// PositionEffectClose reduces or closes a position.
	PositionEffectClose PositionEffect = native.ParamPositionEffectClose
)

func (PositionEffect) String 

func (v PositionEffect) String() string

type PositionMode 

type PositionMode native.ParamPositionMode

PositionMode is position accounting mode. 

const (
	// PositionModeNetting tracks one net position per instrument.
	PositionModeNetting PositionMode = native.ParamPositionModeNetting
	// PositionModeHedged tracks independent long and short legs.
	PositionModeHedged PositionMode = native.ParamPositionModeHedged
)

func (PositionMode) Handle 

func (v PositionMode) Handle() native.ParamPositionMode

func (PositionMode) String 

func (v PositionMode) String() string

type PositionSide 

type PositionSide native.ParamPositionSide

PositionSide is open position direction. 

const (
	// PositionSideLong is long direction.
	PositionSideLong PositionSide = native.ParamPositionSideLong
	// PositionSideShort is short direction.
	PositionSideShort PositionSide = native.ParamPositionSideShort
)

func (PositionSide) IsLong 

func (v PositionSide) IsLong() bool

IsLong returns true when side is long.

func (PositionSide) IsShort 

func (v PositionSide) IsShort() bool

IsShort returns true when side is short.

func (PositionSide) Opposite 

func (v PositionSide) Opposite() PositionSide

Opposite returns the opposite position side.

func (PositionSide) String 

func (v PositionSide) String() string

type PositionSize 

type PositionSize struct {
	// contains filtered or unexported fields
}

PositionSize is a position size value.

Values are validated and stored in the native value layout. Every arithmetic or conversion call on this type crosses the Go/C boundary via FFI and has a per-operation cost. For ultra-low-latency paths that need many intermediate computations, prefer performing the math on primitive types or a custom representation and cross into PositionSize only once via NewPositionSizeFromString / NewPositionSizeFromDecimal / NewPositionSizeFromHandle.

This cost exists because the SDK guarantees that the same input produces bit-for-bit identical results across all language bindings (Rust, Go, Python). Running arithmetic through the core is the mechanism that enforces that determinism.

func NewPositionSizeFromDecimal 

func NewPositionSizeFromDecimal(v decimal.Decimal) (PositionSize, error)

NewPositionSizeFromDecimal converts a shopspring decimal to a PositionSize.

WARNING: This constructor delegates to native decimal conversion that truncates the coefficient to 64 bits. If the decimal mantissa exceeds int64 range, higher bits are silently discarded without any error or panic.

func NewPositionSizeFromDecimalRounded 

func NewPositionSizeFromDecimalRounded(
	v decimal.Decimal,
	scale uint32,
	strategy RoundingStrategy,
) (PositionSize, error)

NewPositionSizeFromDecimalRounded converts a shopspring decimal to a rounded PositionSize.

WARNING: This constructor delegates to native decimal conversion that truncates the coefficient to 64 bits. If the decimal mantissa exceeds int64 range, higher bits are silently discarded without any error or panic.

func NewPositionSizeFromFee 

func NewPositionSizeFromFee(fee Fee) (PositionSize, error)

func NewPositionSizeFromFloat 

func NewPositionSizeFromFloat(v float64) (PositionSize, error)

WARNING: float64 values are inherently imprecise. The same numeric literal interpreted as float64 can differ by one ULP from its string representation and may produce different values on different platforms or compilers. DO NOT use for monetary data received from external systems — prefer NewPositionSizeFromString or NewPositionSizeFromDecimal. This constructor is provided for parity and test convenience only; cross-platform determinism is NOT guaranteed when construction goes through float64.

func NewPositionSizeFromFloatRounded 

func NewPositionSizeFromFloatRounded(
	v float64,
	scale uint32,
	strategy RoundingStrategy,
) (PositionSize, error)

func NewPositionSizeFromHandle 

func NewPositionSizeFromHandle(v native.ParamPositionSize) PositionSize

func NewPositionSizeFromInt 

func NewPositionSizeFromInt(v int64) (PositionSize, error)

func NewPositionSizeFromPnl 

func NewPositionSizeFromPnl(pnl Pnl) (PositionSize, error)

func NewPositionSizeFromQuantityAndSide 

func NewPositionSizeFromQuantityAndSide(q Quantity, side Side) (PositionSize, error)

func NewPositionSizeFromString 

func NewPositionSizeFromString(v string) (PositionSize, error)

func NewPositionSizeFromStringRounded 

func NewPositionSizeFromStringRounded(
	v string,
	scale uint32,
	strategy RoundingStrategy,
) (PositionSize, error)

func NewPositionSizeFromUint 

func NewPositionSizeFromUint(v uint64) (PositionSize, error)

func (PositionSize) CheckedAdd 

func (v PositionSize) CheckedAdd(other PositionSize) (PositionSize, error)

func (PositionSize) CheckedAddQuantity 

func (v PositionSize) CheckedAddQuantity(q Quantity, side Side) (PositionSize, error)

func (PositionSize) CheckedDivFloat 

func (v PositionSize) CheckedDivFloat(divisor float64) (PositionSize, error)

func (PositionSize) CheckedDivInt 

func (v PositionSize) CheckedDivInt(divisor int64) (PositionSize, error)

func (PositionSize) CheckedDivUint 

func (v PositionSize) CheckedDivUint(divisor uint64) (PositionSize, error)

func (PositionSize) CheckedMulFloat 

func (v PositionSize) CheckedMulFloat(scalar float64) (PositionSize, error)

func (PositionSize) CheckedMulInt 

func (v PositionSize) CheckedMulInt(scalar int64) (PositionSize, error)

func (PositionSize) CheckedMulUint 

func (v PositionSize) CheckedMulUint(scalar uint64) (PositionSize, error)

func (PositionSize) CheckedNeg 

func (v PositionSize) CheckedNeg() (PositionSize, error)

func (PositionSize) CheckedRemFloat 

func (v PositionSize) CheckedRemFloat(divisor float64) (PositionSize, error)

func (PositionSize) CheckedRemInt 

func (v PositionSize) CheckedRemInt(divisor int64) (PositionSize, error)

func (PositionSize) CheckedRemUint 

func (v PositionSize) CheckedRemUint(divisor uint64) (PositionSize, error)

func (PositionSize) CheckedSub 

func (v PositionSize) CheckedSub(other PositionSize) (PositionSize, error)

func (PositionSize) CloseQuantity 

func (v PositionSize) CloseQuantity() (Quantity, optional.Option[Side])

func (PositionSize) Compare 

func (v PositionSize) Compare(other PositionSize) int

func (PositionSize) Decimal 

func (v PositionSize) Decimal() decimal.Decimal

func (PositionSize) Equal 

func (v PositionSize) Equal(other PositionSize) bool

func (PositionSize) Float 

func (v PositionSize) Float() float64

WARNING: float64 values are inherently imprecise. The same numeric literal interpreted as float64 can differ by one ULP from its string representation and may produce different values on different platforms or compilers. DO NOT use for monetary data received from external systems — prefer NewPositionSizeFromString or NewPositionSizeFromDecimal. This constructor is provided for parity and test convenience only; cross-platform determinism is NOT guaranteed when construction goes through float64.

func (PositionSize) Handle 

func (v PositionSize) Handle() native.ParamPositionSize

func (PositionSize) IsZero 

func (v PositionSize) IsZero() bool

func (PositionSize) OpenQuantity 

func (v PositionSize) OpenQuantity() (Quantity, Side)

func (PositionSize) String 

func (v PositionSize) String() string

type Price 

type Price struct {
	// contains filtered or unexported fields
}

Price is a per-unit instrument price.

Values are validated and stored in the native value layout. Every arithmetic or conversion call on this type crosses the Go/C boundary via FFI and has a per-operation cost. For ultra-low-latency paths that need many intermediate computations, prefer performing the math on primitive types or a custom representation and cross into Price only once via NewPriceFromString / NewPriceFromDecimal / NewPriceFromHandle.

This cost exists because the SDK guarantees that the same input produces bit-for-bit identical results across all language bindings (Rust, Go, Python). Running arithmetic through the core is the mechanism that enforces that determinism.

func NewPriceFromDecimal 

func NewPriceFromDecimal(v decimal.Decimal) (Price, error)

NewPriceFromDecimal converts a shopspring decimal to a Price.

WARNING: This constructor delegates to native decimal conversion that truncates the coefficient to 64 bits. If the decimal mantissa exceeds int64 range, higher bits are silently discarded without any error or panic.

func NewPriceFromDecimalRounded 

func NewPriceFromDecimalRounded(
	v decimal.Decimal,
	scale uint32,
	strategy RoundingStrategy,
) (Price, error)

NewPriceFromDecimalRounded converts a shopspring decimal to a rounded Price.

WARNING: This constructor delegates to native decimal conversion that truncates the coefficient to 64 bits. If the decimal mantissa exceeds int64 range, higher bits are silently discarded without any error or panic.

func NewPriceFromFloat 

func NewPriceFromFloat(v float64) (Price, error)

WARNING: float64 values are inherently imprecise. The same numeric literal interpreted as float64 can differ by one ULP from its string representation and may produce different values on different platforms or compilers. DO NOT use for monetary data received from external systems — prefer NewPriceFromString or NewPriceFromDecimal. This constructor is provided for parity and test convenience only; cross-platform determinism is NOT guaranteed when construction goes through float64.

func NewPriceFromFloatRounded 

func NewPriceFromFloatRounded(v float64, scale uint32, strategy RoundingStrategy) (Price, error)

func NewPriceFromHandle 

func NewPriceFromHandle(v native.ParamPrice) Price

func NewPriceFromInt 

func NewPriceFromInt(v int64) (Price, error)

func NewPriceFromString 

func NewPriceFromString(v string) (Price, error)

func NewPriceFromStringRounded 

func NewPriceFromStringRounded(
	v string,
	scale uint32,
	strategy RoundingStrategy,
) (Price, error)

func NewPriceFromUint 

func NewPriceFromUint(v uint64) (Price, error)

func (Price) CalculateVolume 

func (v Price) CalculateVolume(quantity Quantity) (Volume, error)

func (Price) CheckedAdd 

func (v Price) CheckedAdd(other Price) (Price, error)

func (Price) CheckedDivFloat 

func (v Price) CheckedDivFloat(divisor float64) (Price, error)

func (Price) CheckedDivInt 

func (v Price) CheckedDivInt(divisor int64) (Price, error)

func (Price) CheckedDivUint 

func (v Price) CheckedDivUint(divisor uint64) (Price, error)

func (Price) CheckedMulFloat 

func (v Price) CheckedMulFloat(scalar float64) (Price, error)

func (Price) CheckedMulInt 

func (v Price) CheckedMulInt(scalar int64) (Price, error)

func (Price) CheckedMulUint 

func (v Price) CheckedMulUint(scalar uint64) (Price, error)

func (Price) CheckedNeg 

func (v Price) CheckedNeg() (Price, error)

func (Price) CheckedRemFloat 

func (v Price) CheckedRemFloat(divisor float64) (Price, error)

func (Price) CheckedRemInt 

func (v Price) CheckedRemInt(divisor int64) (Price, error)

func (Price) CheckedRemUint 

func (v Price) CheckedRemUint(divisor uint64) (Price, error)

func (Price) CheckedSub 

func (v Price) CheckedSub(other Price) (Price, error)

func (Price) Compare 

func (v Price) Compare(other Price) int

func (Price) Decimal 

func (v Price) Decimal() decimal.Decimal

func (Price) Equal 

func (v Price) Equal(other Price) bool

func (Price) Float 

func (v Price) Float() float64

WARNING: float64 values are inherently imprecise. The same numeric literal interpreted as float64 can differ by one ULP from its string representation and may produce different values on different platforms or compilers. DO NOT use for monetary data received from external systems — prefer NewPriceFromString or NewPriceFromDecimal. This constructor is provided for parity and test convenience only; cross-platform determinism is NOT guaranteed when construction goes through float64.

func (Price) Handle 

func (v Price) Handle() native.ParamPrice

func (Price) IsZero 

func (v Price) IsZero() bool

func (Price) String 

func (v Price) String() string

type Quantity 

type Quantity struct {
	// contains filtered or unexported fields
}

Quantity is an instrument quantity.

Values are validated and stored in the native value layout. Every arithmetic or conversion call on this type crosses the Go/C boundary via FFI and has a per-operation cost. For ultra-low-latency paths that need many intermediate computations, prefer performing the math on primitive types or a custom representation and cross into Quantity only once via NewQuantityFromString / NewQuantityFromDecimal / NewQuantityFromHandle.

This cost exists because the SDK guarantees that the same input produces bit-for-bit identical results across all language bindings (Rust, Go, Python). Running arithmetic through the core is the mechanism that enforces that determinism.

func NewQuantityFromDecimal 

func NewQuantityFromDecimal(v decimal.Decimal) (Quantity, error)

NewQuantityFromDecimal converts a shopspring decimal to a Quantity.

WARNING: This constructor delegates to native decimal conversion that truncates the coefficient to 64 bits. If the decimal mantissa exceeds int64 range, higher bits are silently discarded without any error or panic.

func NewQuantityFromDecimalRounded 

func NewQuantityFromDecimalRounded(
	v decimal.Decimal,
	scale uint32,
	strategy RoundingStrategy,
) (Quantity, error)

NewQuantityFromDecimalRounded converts a shopspring decimal to a rounded Quantity.

WARNING: This constructor delegates to native decimal conversion that truncates the coefficient to 64 bits. If the decimal mantissa exceeds int64 range, higher bits are silently discarded without any error or panic.

func NewQuantityFromFloat 

func NewQuantityFromFloat(v float64) (Quantity, error)

WARNING: float64 values are inherently imprecise. The same numeric literal interpreted as float64 can differ by one ULP from its string representation and may produce different values on different platforms or compilers. DO NOT use for monetary data received from external systems — prefer NewQuantityFromString or NewQuantityFromDecimal. This constructor is provided for parity and test convenience only; cross-platform determinism is NOT guaranteed when construction goes through float64.

func NewQuantityFromFloatRounded 

func NewQuantityFromFloatRounded(
	v float64,
	scale uint32,
	strategy RoundingStrategy,
) (Quantity, error)

func NewQuantityFromHandle 

func NewQuantityFromHandle(v native.ParamQuantity) Quantity

func NewQuantityFromInt 

func NewQuantityFromInt(v int64) (Quantity, error)

func NewQuantityFromString 

func NewQuantityFromString(v string) (Quantity, error)

func NewQuantityFromStringRounded 

func NewQuantityFromStringRounded(
	v string,
	scale uint32,
	strategy RoundingStrategy,
) (Quantity, error)

func NewQuantityFromUint 

func NewQuantityFromUint(v uint64) (Quantity, error)

func (Quantity) CalculateVolume 

func (v Quantity) CalculateVolume(price Price) (Volume, error)

func (Quantity) CheckedAdd 

func (v Quantity) CheckedAdd(other Quantity) (Quantity, error)

func (Quantity) CheckedDivFloat 

func (v Quantity) CheckedDivFloat(divisor float64) (Quantity, error)

func (Quantity) CheckedDivInt 

func (v Quantity) CheckedDivInt(divisor int64) (Quantity, error)

func (Quantity) CheckedDivUint 

func (v Quantity) CheckedDivUint(divisor uint64) (Quantity, error)

func (Quantity) CheckedMulFloat 

func (v Quantity) CheckedMulFloat(scalar float64) (Quantity, error)

func (Quantity) CheckedMulInt 

func (v Quantity) CheckedMulInt(scalar int64) (Quantity, error)

func (Quantity) CheckedMulUint 

func (v Quantity) CheckedMulUint(scalar uint64) (Quantity, error)

func (Quantity) CheckedRemFloat 

func (v Quantity) CheckedRemFloat(divisor float64) (Quantity, error)

func (Quantity) CheckedRemInt 

func (v Quantity) CheckedRemInt(divisor int64) (Quantity, error)

func (Quantity) CheckedRemUint 

func (v Quantity) CheckedRemUint(divisor uint64) (Quantity, error)

func (Quantity) CheckedSub 

func (v Quantity) CheckedSub(other Quantity) (Quantity, error)

func (Quantity) Compare 

func (v Quantity) Compare(other Quantity) int

func (Quantity) Decimal 

func (v Quantity) Decimal() decimal.Decimal

func (Quantity) Equal 

func (v Quantity) Equal(other Quantity) bool

func (Quantity) Float 

func (v Quantity) Float() float64

WARNING: float64 values are inherently imprecise. The same numeric literal interpreted as float64 can differ by one ULP from its string representation and may produce different values on different platforms or compilers. DO NOT use for monetary data received from external systems — prefer NewQuantityFromString or NewQuantityFromDecimal. This constructor is provided for parity and test convenience only; cross-platform determinism is NOT guaranteed when construction goes through float64.

func (Quantity) Handle 

func (v Quantity) Handle() native.ParamQuantity

func (Quantity) IsZero 

func (v Quantity) IsZero() bool

func (Quantity) String 

func (v Quantity) String() string

type RoundingStrategy 

type RoundingStrategy native.ParamRoundingStrategy

RoundingStrategy configures decimal rounding behavior. 

const (
	// RoundingStrategyMidpointNearestEven rounds midpoint to nearest even.
	RoundingStrategyMidpointNearestEven RoundingStrategy = native.ParamRoundingStrategyMidpointNearestEven
	// RoundingStrategyMidpointAwayFromZero rounds midpoint away from zero.
	RoundingStrategyMidpointAwayFromZero RoundingStrategy = native.ParamRoundingStrategyMidpointAwayFromZero
	// RoundingStrategyUp always rounds toward positive infinity.
	RoundingStrategyUp RoundingStrategy = native.ParamRoundingStrategyUp
	// RoundingStrategyDown always rounds toward negative infinity.
	RoundingStrategyDown RoundingStrategy = native.ParamRoundingStrategyDown
)
const (
	// RoundingStrategyDefault is the recommended default strategy.
	RoundingStrategyDefault RoundingStrategy = native.ParamRoundingStrategyDefault
	// RoundingStrategyBanker is banker's rounding alias.
	RoundingStrategyBanker RoundingStrategy = native.ParamRoundingStrategyBanker
	// RoundingStrategyConservativeProfit rounds down for conservative profit estimates.
	RoundingStrategyConservativeProfit RoundingStrategy = native.ParamRoundingStrategyConservativeProfit
	// RoundingStrategyConservativeLoss rounds down for conservative loss estimates.
	RoundingStrategyConservativeLoss RoundingStrategy = native.ParamRoundingStrategyConservativeLoss
)

func (RoundingStrategy) String 

func (r RoundingStrategy) String() string

type Side 

type Side native.ParamSide

Side represents the side of a trade or order. 

const (
	// SideBuy means buy side.
	SideBuy Side = native.ParamSideBuy
	// SideSell means sell side.
	SideSell Side = native.ParamSideSell
)

func (Side) Handle 

func (v Side) Handle() native.ParamSide

func (Side) IsBuy 

func (v Side) IsBuy() bool

IsBuy returns true when side is buy.

func (Side) IsSell 

func (v Side) IsSell() bool

IsSell returns true when side is sell.

func (Side) Opposite 

func (v Side) Opposite() Side

Opposite returns the opposite side.

func (Side) Sign 

func (v Side) Sign() int8

Sign returns +1 for buy and -1 for sell.

func (Side) String 

func (v Side) String() string

type Trade 

type Trade struct {
	Price    Price
	Quantity Quantity
}

Trade represents execution price and quantity.

func (Trade) String 

func (v Trade) String() string

type TradeAmount 

type TradeAmount struct {
	// contains filtered or unexported fields
}

func NewQuantityTradeAmount 

func NewQuantityTradeAmount(v Quantity) TradeAmount

func NewVolumeTradeAmount 

func NewVolumeTradeAmount(v Volume) TradeAmount

func (TradeAmount) Choose 

func (a TradeAmount) Choose(getQuantity func(Quantity), getVolume func(Volume))

func (TradeAmount) Handle 

func (a TradeAmount) Handle() native.ParamTradeAmount

func (TradeAmount) IsQuantity 

func (a TradeAmount) IsQuantity() bool

func (TradeAmount) IsVolume 

func (a TradeAmount) IsVolume() bool

func (TradeAmount) MustQuantity 

func (a TradeAmount) MustQuantity() Quantity

func (TradeAmount) MustVolume 

func (a TradeAmount) MustVolume() Volume

type Volume 

type Volume struct {
	// contains filtered or unexported fields
}

Volume is a settlement notional volume.

Values are validated and stored in the native value layout. Every arithmetic or conversion call on this type crosses the Go/C boundary via FFI and has a per-operation cost. For ultra-low-latency paths that need many intermediate computations, prefer performing the math on primitive types or a custom representation and cross into Volume only once via NewVolumeFromString / NewVolumeFromDecimal / NewVolumeFromHandle.

This cost exists because the SDK guarantees that the same input produces bit-for-bit identical results across all language bindings (Rust, Go, Python). Running arithmetic through the core is the mechanism that enforces that determinism.

func NewVolumeFromDecimal 

func NewVolumeFromDecimal(v decimal.Decimal) (Volume, error)

NewVolumeFromDecimal converts a shopspring decimal to a Volume.

WARNING: This constructor delegates to native decimal conversion that truncates the coefficient to 64 bits. If the decimal mantissa exceeds int64 range, higher bits are silently discarded without any error or panic.

func NewVolumeFromDecimalRounded 

func NewVolumeFromDecimalRounded(
	v decimal.Decimal,
	scale uint32,
	strategy RoundingStrategy,
) (Volume, error)

NewVolumeFromDecimalRounded converts a shopspring decimal to a rounded Volume.

WARNING: This constructor delegates to native decimal conversion that truncates the coefficient to 64 bits. If the decimal mantissa exceeds int64 range, higher bits are silently discarded without any error or panic.

func NewVolumeFromFloat 

func NewVolumeFromFloat(v float64) (Volume, error)

WARNING: float64 values are inherently imprecise. The same numeric literal interpreted as float64 can differ by one ULP from its string representation and may produce different values on different platforms or compilers. DO NOT use for monetary data received from external systems — prefer NewVolumeFromString or NewVolumeFromDecimal. This constructor is provided for parity and test convenience only; cross-platform determinism is NOT guaranteed when construction goes through float64.

func NewVolumeFromFloatRounded 

func NewVolumeFromFloatRounded(v float64, scale uint32, strategy RoundingStrategy) (Volume, error)

func NewVolumeFromHandle 

func NewVolumeFromHandle(v native.ParamVolume) Volume

func NewVolumeFromInt 

func NewVolumeFromInt(v int64) (Volume, error)

func NewVolumeFromString 

func NewVolumeFromString(v string) (Volume, error)

func NewVolumeFromStringRounded 

func NewVolumeFromStringRounded(
	v string,
	scale uint32,
	strategy RoundingStrategy,
) (Volume, error)

func NewVolumeFromUint 

func NewVolumeFromUint(v uint64) (Volume, error)

func (Volume) CalculateQuantity 

func (v Volume) CalculateQuantity(price Price) (Quantity, error)

func (Volume) CashFlowInflow 

func (v Volume) CashFlowInflow() CashFlow

func (Volume) CashFlowOutflow 

func (v Volume) CashFlowOutflow() CashFlow

func (Volume) CheckedAdd 

func (v Volume) CheckedAdd(other Volume) (Volume, error)

func (Volume) CheckedDivFloat 

func (v Volume) CheckedDivFloat(divisor float64) (Volume, error)

func (Volume) CheckedDivInt 

func (v Volume) CheckedDivInt(divisor int64) (Volume, error)

func (Volume) CheckedDivUint 

func (v Volume) CheckedDivUint(divisor uint64) (Volume, error)

func (Volume) CheckedMulFloat 

func (v Volume) CheckedMulFloat(scalar float64) (Volume, error)

func (Volume) CheckedMulInt 

func (v Volume) CheckedMulInt(scalar int64) (Volume, error)

func (Volume) CheckedMulUint 

func (v Volume) CheckedMulUint(scalar uint64) (Volume, error)

func (Volume) CheckedRemFloat 

func (v Volume) CheckedRemFloat(divisor float64) (Volume, error)

func (Volume) CheckedRemInt 

func (v Volume) CheckedRemInt(divisor int64) (Volume, error)

func (Volume) CheckedRemUint 

func (v Volume) CheckedRemUint(divisor uint64) (Volume, error)

func (Volume) CheckedSub 

func (v Volume) CheckedSub(other Volume) (Volume, error)

func (Volume) Compare 

func (v Volume) Compare(other Volume) int

func (Volume) Decimal 

func (v Volume) Decimal() decimal.Decimal

func (Volume) Equal 

func (v Volume) Equal(other Volume) bool

func (Volume) Float 

func (v Volume) Float() float64

WARNING: float64 values are inherently imprecise. The same numeric literal interpreted as float64 can differ by one ULP from its string representation and may produce different values on different platforms or compilers. DO NOT use for monetary data received from external systems — prefer NewVolumeFromString or NewVolumeFromDecimal. This constructor is provided for parity and test convenience only; cross-platform determinism is NOT guaranteed when construction goes through float64.

func (Volume) Handle 

func (v Volume) Handle() native.ParamVolume

func (Volume) IsZero 

func (v Volume) IsZero() bool

func (Volume) String 

func (v Volume) String() string

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