py_calculate_reconciliation_price

nautilus_execution::python::reconciliation

Function py_calculate_reconciliation_price 

Source 
pub fn py_calculate_reconciliation_price(
    current_position_qty: Decimal,
    current_position_avg_px: Option<Decimal>,
    target_position_qty: Decimal,
    target_position_avg_px: Option<Decimal>,
) -> Option<Decimal>
Expand description

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