check_position_match

nautilus_live::execution::reconciliation

Function check_position_match 

Source 
pub fn check_position_match(
    simulated_qty: Decimal,
    simulated_value: Decimal,
    venue_qty: Decimal,
    venue_avg_px: Decimal,
    tolerance: Decimal,
) -> bool
Expand description

Check if simulated position matches venue position within tolerance.

ยงReturns

Returns true if quantities and average prices match within tolerance.