detect_zero_crossings

nautilus_live::execution::reconciliation

Function detect_zero_crossings 

Source 
pub fn detect_zero_crossings(fills: &[FillSnapshot]) -> Vec<u64>
Expand description

Detect zero-crossing timestamps in a sequence of fills.

A zero-crossing occurs when position quantity crosses through zero (FLAT). This includes both landing exactly on zero and flipping from long to short or vice versa.

ยงReturns

Returns a list of timestamps where position crosses through zero.