Module reconciliation 

Reconciliation calculation functions for live trading.

Structs

FillSnapshot

Immutable snapshot of fill data for position simulation.

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.

detect_zero_crossings

Detect zero-crossing timestamps in a sequence of fills.

simulate_position

Simulate position from chronologically ordered fills using netting logic.