Module reconciliation 

Position reconciliation calculation functions.

Structs

FillSnapshot

Immutable snapshot of fill data for position simulation.

ReconciliationResult

Result of processing fill reports for reconciliation.

VenuePositionSnapshot

Represents a position snapshot from the venue.

Enums

FillAdjustmentResult

Result of the fill adjustment process.

Functions

adjust_fills_for_partial_window

Adjust fills for partial reconciliation window to handle incomplete position lifecycles.

calculate_reconciliation_price

Calculate the price needed for a reconciliation order to achieve target position.

check_position_match

Check if simulated position matches venue position within tolerance.

create_synthetic_fill_report

Create a synthetic FillReport from a FillSnapshot.

create_synthetic_order_report

Create a synthetic OrderStatusReport from a FillSnapshot.

create_synthetic_trade_id

Create a synthetic TradeId using timestamp and UUID suffix.

create_synthetic_venue_order_id

Create a synthetic VenueOrderId using timestamp and UUID suffix.

detect_zero_crossings

Detect zero-crossing timestamps in a sequence of fills.

process_mass_status_for_reconciliation

Process fill reports from a mass status for position reconciliation.

simulate_position

Simulate position from chronologically ordered fills using netting logic.