IPnLTracker
IPnLTracker
defines a minimal interface for tracking realized and unrealized profit and loss (PnL) based on filled orders.
class IPnLTracker : public ISubsystem {
public:
virtual ~IPnLTracker() = default;
virtual void onOrderFilled(const Order& order) = 0;
};
Purpose
- Record and update PnL metrics in response to order fill events.
Responsibilities
Method | Description |
---|---|
onOrderFilled |
Called when an order is fully filled; updates PnL. |
Notes
- Invoked only on complete fills — partial fills should be handled at a higher level if needed.
- Used in both real-time and simulation modes to compute performance metrics.
- Inherits from
ISubsystem
for coordinated lifecycle management.