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PineForge unreleased
Deterministic PineScript v6 backtest runtime — C ABI reference
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Every value below is the exact integer of the C++ alternative it names, pinned by static_asserts in src/native_c_host.cpp. More...
Every value below is the exact integer of the C++ alternative it names, pinned by static_asserts in src/native_c_host.cpp.
| enum pf_native_intent_t |
Order intent — the alternative index of native_order::OrderIntent.
| Enumerator | |
|---|---|
| PF_NATIVE_INTENT_FLATTEN | Close the whole book. |
| PF_NATIVE_INTENT_REDUCE | Reduce; see pf_native_reduction_t. |
| PF_NATIVE_INTENT_TRANSACT |
|
| PF_NATIVE_INTENT_REVERSE_TO |
|
| PF_NATIVE_INTENT_HOST_SIZED | A close sized by on_close_units: the cohort close (PF_NATIVE_OWNER_BIND_COHORT) or a WAIT_FOR_APPLIED child that carries the arm tail (pf_native_arm_scope_t; the kernel admits it under BOOK only). Refused PF_NATIVE_E_UNSUPPORTED under any other owner. |
| PF_NATIVE_INTENT_SIZED | Kernel-sized opening (L3). |
Definition at line 342 of file native_c_api.h.
Reduction size — the alternative index of native_order::ReductionSize.
| Enumerator | |
|---|---|
| PF_NATIVE_REDUCE_EXPLICIT_UNITS |
|
| PF_NATIVE_REDUCE_OWNER_OPENED | Exactly what the owner opened. |
| PF_NATIVE_REDUCE_SCOPE_FRACTION |
|
Definition at line 358 of file native_c_api.h.
Scope claim of a fractional reduce.
| Enumerator | |
|---|---|
| PF_NATIVE_SCOPE_GROSS | |
| PF_NATIVE_SCOPE_NET_OF_SIBLINGS | |
Definition at line 365 of file native_c_api.h.
| enum pf_native_side_t |
Side of a kernel-sized opening.
| Enumerator | |
|---|---|
| PF_NATIVE_SIDE_LONG | |
| PF_NATIVE_SIDE_SHORT | |
Definition at line 371 of file native_c_api.h.
Sizing basis — the alternative index of native_order::SizeBasis.
| Enumerator | |
|---|---|
| PF_NATIVE_SIZE_BASIS_CASH |
|
| PF_NATIVE_SIZE_BASIS_EQUITY_FRACTION |
|
Definition at line 377 of file native_c_api.h.
When a sizing basis resolves.
| Enumerator | |
|---|---|
| PF_NATIVE_SIZE_AT_MATCH | |
| PF_NATIVE_SIZE_AT_ACCEPTANCE | |
Definition at line 383 of file native_c_api.h.
Whether resolved sizing snaps onto the run's quantity grid.
| Enumerator | |
|---|---|
| PF_NATIVE_GRID_SNAP | |
| PF_NATIVE_GRID_EXPLICIT_UNITS | |
Definition at line 389 of file native_c_api.h.
| enum pf_native_trigger_t |
Trigger — the alternative index of native_order::Trigger.
Definition at line 395 of file native_c_api.h.
| enum pf_native_anchor_t |
Where a trigger level comes from — native_order::TriggerAnchor (L7).
| Enumerator | |
|---|---|
| PF_NATIVE_ANCHOR_ABSOLUTE | The level written in the trigger. |
| PF_NATIVE_ANCHOR_FROM_OWNER_FILL | owner fill + |
Definition at line 405 of file native_c_api.h.
How a materialized anchored level snaps onto the run's price tick ladder — native_order::NativeAnchorRounding (L7b).
RAW is the established behaviour; the other two need price_tick > 0 at acceptance.
Definition at line 413 of file native_c_api.h.
Whether a WAIT_FOR_APPLIED child is a working order before its arm — native_order::NativeArmVisibility (L7b).
PENDING_UNTIL_ARMED keeps it out of strategy_native_working_len_v1 / strategy_native_working_get_v1 until its ArmedEvent; it stays a live request the whole time (replace, cancel, cancel_all still address it, and it never matches before the arm under either value).
| Enumerator | |
|---|---|
| PF_NATIVE_ARM_VISIBILITY_WORKING | |
| PF_NATIVE_ARM_VISIBILITY_PENDING_UNTIL_ARMED | |
Definition at line 425 of file native_c_api.h.
Whether an armed WAIT_FOR_APPLIED child may trade on its owner's own fill print — native_order::NativeArmFirstMatch.
AT_ARM_PRINT (the default) is the established book: the armed child is a candidate at that very cursor, so a level the print already satisfies matches there. AFTER_ARM_PRINT gives it the birth rule of a request submitted from the owner's own on_applied: on the point that armed it, it sees only the path after the print. It governs a priced trigger's level test; a market trigger has no level. Both are broker models.
| Enumerator | |
|---|---|
| PF_NATIVE_ARM_FIRST_MATCH_AT_ARM_PRINT | |
| PF_NATIVE_ARM_FIRST_MATCH_AFTER_ARM_PRINT | |
Definition at line 438 of file native_c_api.h.
What an armed CLOSING child (REDUCE, FLATTEN, a host-sized close) closes — native_order::NativeArmScope.
OWNER_LOT (the default) is the lot its owner's fill opened, and nothing a later add brings. BOOK binds it, at the arm, to the whole position that fill left, so a protective leg placed with its entry covers later adds. A host-sized close may wait for its owner only under BOOK (its units are pf_native_callbacks_v1::on_close_units'); a waiting transaction closes nothing and must keep OWNER_LOT.
| Enumerator | |
|---|---|
| PF_NATIVE_ARM_SCOPE_OWNER_LOT | |
| PF_NATIVE_ARM_SCOPE_BOOK | |
Definition at line 450 of file native_c_api.h.
| enum pf_native_capacity_t |
Capacity — the alternative index of native_order::Capacity.
| Enumerator | |
|---|---|
| PF_NATIVE_CAPACITY_IMMEDIATE | Whole remaining at one point. |
| PF_NATIVE_CAPACITY_POINT_BUDGET |
|
Definition at line 456 of file native_c_api.h.
| enum pf_native_owner_t |
Owner — the alternative index of native_order::Owner.
| Enumerator | |
|---|---|
| PF_NATIVE_OWNER_INDEPENDENT | No owner. |
| PF_NATIVE_OWNER_WAIT_FOR_APPLIED | One parent in |
| PF_NATIVE_OWNER_BIND_OPENING | One opening + |
| PF_NATIVE_OWNER_BIND_OPENINGS |
|
| PF_NATIVE_OWNER_BIND_COHORT |
The kernel pairs this owner with exactly one intent — a host-sized CLOSE — so a cohort close is spelled PF_NATIVE_INTENT_HOST_SIZED with this owner and no quantity of its own: the roster's live openings are the target and the cohort authority decides the units. That pairing is the only shape in which HOST_SIZED is accepted here. |
Definition at line 462 of file native_c_api.h.
| enum pf_native_group_t |
Group — the alternative index of native_order::Group.
| Enumerator | |
|---|---|
| PF_NATIVE_GROUP_NONE | |
| PF_NATIVE_GROUP_MEMBER |
|
Definition at line 477 of file native_c_api.h.
What a filled group member does to its siblings.
| Enumerator | |
|---|---|
| PF_NATIVE_GROUP_CANCEL | |
| PF_NATIVE_GROUP_REDUCE | |
Definition at line 483 of file native_c_api.h.
Which identity text strategy_native_cancel_where_v1 compares.
Both are the free text the request carried: comment is the established selector, label is where a host that names its orders puts its own id, so LABEL is the one call that withdraws every live request issued under one such id. Neither is indexed; both walk the live book once.
| Enumerator | |
|---|---|
| PF_NATIVE_FIELD_COMMENT | |
| PF_NATIVE_FIELD_LABEL | |
Definition at line 494 of file native_c_api.h.
Price rule of an immediate execution.
| Enumerator | |
|---|---|
| PF_NATIVE_PRICE_AS_PRESENTED | |
| PF_NATIVE_PRICE_NEAREST_TICK | |
Definition at line 500 of file native_c_api.h.
Outcome of strategy_native_execute_current_v1 (non-negative returns).
Definition at line 506 of file native_c_api.h.
| enum pf_native_refusal_t |
Why execute_current refused.
Written to *refusal, if supplied, when strategy_native_execute_current_v1 answers PF_NATIVE_E_REFUSED. Mirrors NativeCurrentRefusal.
Definition at line 516 of file native_c_api.h.
Lifecycle of the native run — mirrors NativeLifecycleKind.
| Enumerator | |
|---|---|
| PF_NATIVE_LIFECYCLE_UNCONFIGURED | |
| PF_NATIVE_LIFECYCLE_READY | |
| PF_NATIVE_LIFECYCLE_RUNNING | |
| PF_NATIVE_LIFECYCLE_COMPLETED | |
| PF_NATIVE_LIFECYCLE_FAILED | |
Definition at line 529 of file native_c_api.h.
Event tag of pf_native_event_v1.
1..18 are the first eighteen alternatives of native_order::CommandEvent, in variant order plus one; 19 and 20 are the driver-point and account observations native_events() also carries. 21 is L9's NativeRiskEvent, the nineteenth CommandEvent alternative: it was added after this header froze, so it keeps a tag of its own past the two observations rather than taking 19 and renumbering them. A reader compiled before it skips it by tag, exactly as it must skip any tag it does not know.
One kind named in the design is NOT represented and never appears here: a completed higher-timeframe bucket, delivered only through on_timeframe_bar and never recorded in the event history.
Definition at line 550 of file native_c_api.h.
Which generic risk limit a PF_NATIVE_EVENT_RISK event reports — the reason field of pf_native_event_v1, mirroring native_order::RiskLimitKind (L9).
| Enumerator | |
|---|---|
| PF_NATIVE_RISK_MAX_DRAWDOWN | |
| PF_NATIVE_RISK_MAX_INTRADAY_LOSS | |
| PF_NATIVE_RISK_MAX_CONSECUTIVE_LOSS_DAYS | |
| PF_NATIVE_RISK_MAX_FILLS_PER_DAY | |
Definition at line 577 of file native_c_api.h.
| enum pf_native_risk_day_t |
Which day a risk limit's "day" is — NativeRiskDay.
SESSION is the run's own session calendar (an overnight session is one day); CALENDAR_TIMEZONE is the civil date in the spec's scheduling timezone.
| Enumerator | |
|---|---|
| PF_NATIVE_RISK_DAY_SESSION | |
| PF_NATIVE_RISK_DAY_CALENDAR_TIMEZONE | |
Definition at line 587 of file native_c_api.h.
What a breach does — NativeRiskAction.
BLOCK_OPENINGS refuses every opening while the block lasts and leaves the live book alone; FLATTEN_AND_BLOCK first closes the book with one kernel-originated Flatten.
| Enumerator | |
|---|---|
| PF_NATIVE_RISK_BLOCK_OPENINGS | |
| PF_NATIVE_RISK_FLATTEN_AND_BLOCK | |
Definition at line 596 of file native_c_api.h.
Remaining projection of a live request — native_order::RemainingProjection.
| Enumerator | |
|---|---|
| PF_NATIVE_REMAINING_UNBOUND | |
| PF_NATIVE_REMAINING_FLATTEN_ALL | |
| PF_NATIVE_REMAINING_UNITS |
|
| PF_NATIVE_REMAINING_DEFERRED | |
| PF_NATIVE_REMAINING_NO_TARGET | |
Definition at line 602 of file native_c_api.h.
Trigger state of a live request — native_order::TriggerState.
Definition at line 611 of file native_c_api.h.
| enum pf_native_fee_kind_t |
What one execution costs — NativeFeeKind, the fee_kind word of pf_native_run_spec_v1, charged at its fee_value.
Definition at line 625 of file native_c_api.h.
When a request born at a script calculation may first match — NativeCloseExecution, the close_execution word of pf_native_run_spec_v1.
Definition at line 635 of file native_c_api.h.
Which opening directions the run admits — NativeOpenDirections, the allowed_open_directions word of pf_native_run_spec_v1; BOTH is LONG | SHORT.
A refused opening is a match rejection of the whole transaction, and a pure reduction stays legal under NONE. Zero is NOT the kernel's default here, unlike every other word these enumerations type: a zero-filled spec admits no opening at all.
| Enumerator | |
|---|---|
| PF_NATIVE_OPEN_DIRECTIONS_NONE | |
| PF_NATIVE_OPEN_DIRECTIONS_LONG | |
| PF_NATIVE_OPEN_DIRECTIONS_SHORT | |
| PF_NATIVE_OPEN_DIRECTIONS_BOTH | The kernel's default. |
Definition at line 653 of file native_c_api.h.
Who records the per-script-bar report series — NativeReportPolicy, the report_policy word of pf_native_run_spec_ext_v1.
The kernel's third policy, KernelRecordedAtHostMarks, has no C value: under it the host names each report point itself, from inside its own callbacks, and the callback table carries no call that marks one — a C host could only declare a series nobody records. Its integer, 2, is PF_NATIVE_E_TAG like any other word outside this enumeration.
Definition at line 667 of file native_c_api.h.
A generic instrument price grid — NativePriceGrid, the price_grid word of pf_native_run_spec_ext_v1.
Both quantizing values need price_tick > 0.
Definition at line 677 of file native_c_api.h.
How a quantizing grid rounds — NativeGridRounding, the grid_rounding word of pf_native_run_spec_ext_v1, read beside price_grid.
Definition at line 690 of file native_c_api.h.
When the kernel asks the host to calculate — NativeCalculationTrigger, the calculation word of pf_native_run_spec_ext_v1.
Each value is a strict superset of the one before it.
Definition at line 702 of file native_c_api.h.
What pf_native_callbacks_v1::on_bar_open is handed — NativeOpenBarView, the open_bar_view word of pf_native_run_spec_ext_v1.
Neither value changes a match, a fill or any other callback.
| Enumerator | |
|---|---|
| PF_NATIVE_OPEN_BAR_VIEW_COMPLETE | The whole script bar (the default). |
| PF_NATIVE_OPEN_BAR_VIEW_OPEN_ONLY | Its lookahead masked: H = L = C = open, volume 0. |
Definition at line 715 of file native_c_api.h.
Which units a kernel-issued liquidation reduces — NativeLiquidationSizing, the margin_sizing word of pf_native_run_spec_ext_v1.
Clamped to the position held; pf_native_callbacks_v1::on_margin_call_units has the last word.
Definition at line 725 of file native_c_api.h.
Which extension blocks of pf_native_run_spec_ext_v1 are meaningful.
| Enumerator | |
|---|---|
| PF_NATIVE_SPEC_EXT_REPORT | |
| PF_NATIVE_SPEC_EXT_PRICE_GRID | |
| PF_NATIVE_SPEC_EXT_CALCULATION | |
| PF_NATIVE_SPEC_EXT_OPEN_BAR_VIEW | |
| PF_NATIVE_SPEC_EXT_MARGIN | |
| PF_NATIVE_SPEC_EXT_SUBSCRIPTIONS | |
| PF_NATIVE_SPEC_EXT_RISK | L9's generic risk limits. Only a caller whose pf_native_run_spec_ext_v1 carries the risk tail may set this bit; a caller sending the base layout is refused with PF_NATIVE_E_STRUCT. |
| PF_NATIVE_SPEC_EXT_INTRABAR | The retained intrabar execution path. Needs the N8 tail. |
| PF_NATIVE_SPEC_EXT_FEED_POLICY | The four feed-shape and presentation policies: slot labels, feed tolerance, the forced path order and abort reporting. Needs the N8 tail. |
| PF_NATIVE_SPEC_EXT_AUXILIARY_FEED | The auxiliary finer feed. Only a caller whose pf_native_run_spec_ext_v1 carries the auxiliary tail may set this bit; a caller sending any earlier layout is refused with PF_NATIVE_E_STRUCT. |
| PF_NATIVE_SPEC_EXT_EVENT_RETENTION | What the run keeps of its event record ( Only a caller whose pf_native_run_spec_ext_v1 carries the retention tail may set this bit; a caller sending any earlier layout is refused with PF_NATIVE_E_STRUCT. Without it the run keeps PF_NATIVE_EVENT_RETENTION_FULL. |
| PF_NATIVE_SPEC_EXT_QUANTITY_TOLERANCE | The settlement's quantity tolerance ( Only a caller whose pf_native_run_spec_ext_v1 carries the tolerance tail may set this bit; a caller sending any earlier layout is refused with PF_NATIVE_E_STRUCT. Without it the settlement stays exact. |
Definition at line 735 of file native_c_api.h.
What a run keeps of its event record — NativeRunSpec::event_retention, the event_retention word of pf_native_run_spec_ext_v1, read under PF_NATIVE_SPEC_EXT_EVENT_RETENTION.
WINDOW keeps the command journal only until the host has read it: a host that polls strategy_native_events_v1 acknowledges what it has read (strategy_native_acknowledge_events_v1) and the kernel drops the acknowledged events at the next script-bar boundary, while a host that never acknowledges is served by its callbacks alone and its window closes at every script-bar end. No driver point and no account row is kept. COMMANDS keeps the whole command journal and every account row, and no driver point. FULL keeps everything, O(run) in memory.
A C host that does not set the bit – every caller of strategy_configure_native_v1, and every caller of an earlier pf_native_run_spec_ext_v1 layout – runs under FULL, the record its layout was published with, so reading a whole run's events after it has ended keeps working unchanged. The C++ default is WINDOW.
| Enumerator | |
|---|---|
| PF_NATIVE_EVENT_RETENTION_WINDOW | The unread journal only. |
| PF_NATIVE_EVENT_RETENTION_FULL | Journal, driver points, account rows. |
| PF_NATIVE_EVENT_RETENTION_COMMANDS | Journal and account rows. |
Definition at line 788 of file native_c_api.h.
The bars a declared series is built from — NativeSeriesSource.
| Enumerator | |
|---|---|
| PF_NATIVE_SERIES_SOURCE_INPUT | The accepted input (the default). |
| PF_NATIVE_SERIES_SOURCE_AUXILIARY_FEED | The run's auxiliary finer feed. |
Definition at line 795 of file native_c_api.h.
When a declared series delivers a completed bucket — NativeTimeframeSubscription::lookahead, the lookahead word of pf_native_subscription_v1.
AT_FIRST_INPUT resolves the historical input ahead; a stream's live inputs have nothing ahead to resolve, so under either value they deliver each bucket at its completion.
| Enumerator | |
|---|---|
| PF_NATIVE_LOOKAHEAD_AT_COMPLETION | On the input that completes the bucket (the default). |
| PF_NATIVE_LOOKAHEAD_AT_FIRST_INPUT | The bucket's final values, on its first contributing input. |
Definition at line 805 of file native_c_api.h.
| enum pf_native_gaps_t |
What a declared series holds on an accepted input that delivers no bucket of it — NativeTimeframeSubscription::gaps, the gaps word of pf_native_subscription_v1.
Neither value changes which buckets complete, when they are delivered or what they contain.
| Enumerator | |
|---|---|
| PF_NATIVE_GAPS_HOLD | The last delivered bucket, until the next delivery replaces it (the default). |
| PF_NATIVE_GAPS_CLEAR | Nothing: strategy_native_series_bar_v1 answers PF_NATIVE_ABSENT on that input. |
Definition at line 816 of file native_c_api.h.
WHICH price a kernel-sized basis converts at — native_order::SizePrice (L3b).
RESOLVED is the established behaviour: the price the kernel would otherwise settle at. SIGNAL is the decision-point price at placement, carried to the expected fill by the side's slippage and rounded onto the run's fill grid. SIGNAL_ON_TICK is that same rule measured on the INSTRUMENT's own tick ladder (price_tick) instead of the fill grid, rounded before the slippage as well as after.
| Enumerator | |
|---|---|
| PF_NATIVE_SIZE_PRICE_RESOLVED | |
| PF_NATIVE_SIZE_PRICE_SIGNAL | |
| PF_NATIVE_SIZE_PRICE_SIGNAL_ON_TICK | |
Definition at line 830 of file native_c_api.h.
WHICH measurement of the bound scope a fractional reduce takes its fraction of — native_order::ScopeBasis.
AT_MATCH reads the scope as it stands at the matching candidate. AT_ACCEPTANCE freezes the scope SIZE when the request is accepted, so two 50 % siblings on one 10-unit lot both claim 5 under GROSS even after the first has executed.
| Enumerator | |
|---|---|
| PF_NATIVE_SCOPE_BASIS_AT_MATCH | |
| PF_NATIVE_SCOPE_BASIS_AT_ACCEPTANCE | |
Definition at line 841 of file native_c_api.h.
When the kernel tests the maintenance requirement — NativeLiquidationCheck, the margin_check field of pf_native_run_spec_ext_v1.
Definition at line 849 of file native_c_api.h.
Which equity the maintenance requirement is tested against — NativeMarginEquityBasis.
| Enumerator | |
|---|---|
| PF_NATIVE_MARGIN_EQUITY_MARKED | |
| PF_NATIVE_MARGIN_EQUITY_BEFORE_OPEN_COMMISSION | |
Definition at line 857 of file native_c_api.h.
Which base the liquidation level is solved from — NativeLiquidationLevelBase.
| Enumerator | |
|---|---|
| PF_NATIVE_MARGIN_LEVEL_MARKED_EQUITY | |
| PF_NATIVE_MARGIN_LEVEL_REALIZED_ONLY | |
Definition at line 864 of file native_c_api.h.
Which intrabar execution path the run retains — the alternative of IntrabarPath.
NONE is the whole default surface. LOWER_TF retains the caller's own finer bars (and is the one mode that delivers pf_native_callbacks_v1::on_sub_bar). SYNTHESIZED samples each script bar's own OHLC path through the generic sampler and retains no feed.
| Enumerator | |
|---|---|
| PF_NATIVE_INTRABAR_NONE | |
| PF_NATIVE_INTRABAR_LOWER_TF | |
| PF_NATIVE_INTRABAR_SYNTHESIZED | |
Definition at line 874 of file native_c_api.h.
Whether matching stays continuous between generated samples — IntrabarPath::SampleEligibility.
LOWER_TF only; a synthesized path's point-only eligibility is inherent to that mode.
| Enumerator | |
|---|---|
| PF_NATIVE_SAMPLE_CONTINUOUS_SEGMENTS | |
| PF_NATIVE_SAMPLE_DISTRIBUTION_SAMPLES | |
Definition at line 883 of file native_c_api.h.
Whether a confirmed bar must name a canonical input slot — NativeSlotLabelPolicy.
A feed-shape policy, not a source-language one; the two modes never share a continuation.
| Enumerator | |
|---|---|
| PF_NATIVE_SLOT_LABEL_CANONICAL | |
| PF_NATIVE_SLOT_LABEL_FEED_TOLERANT | |
Definition at line 891 of file native_c_api.h.
Opt-in admission exceptions for a tolerated input-feed shape — NativeFeedTolerance.
A BIT MASK, not an enumerator: the values combine, and any bit outside this set is PF_NATIVE_E_TAG.
Definition at line 899 of file native_c_api.h.
Generic ordering for a modeled OHLC path — NativePathOrder.
AUTO keeps the open-proximity rule; the forced modes make the first excursion explicit for replay and live hosts.
| Enumerator | |
|---|---|
| PF_NATIVE_PATH_ORDER_AUTO | |
| PF_NATIVE_PATH_ORDER_HIGH_FIRST | |
| PF_NATIVE_PATH_ORDER_LOW_FIRST | |
Definition at line 910 of file native_c_api.h.
How a cooperative abort is presented — NativeAbortReporting.
| Enumerator | |
|---|---|
| PF_NATIVE_ABORT_ERROR | |
| PF_NATIVE_ABORT_QUIET | |
Definition at line 917 of file native_c_api.h.
Why the kernel is asking the host to calculate — NativeCalculationReason (L5), the reason argument of pf_native_callbacks_v1::on_recalculate.
SUB_BAR is reserved and never delivered there: a lower-timeframe sub-bar has its own hook, pf_native_callbacks_v1::on_sub_bar.
Definition at line 926 of file native_c_api.h.
Which kernel check point is about to test the maintenance requirement — NativeMarginCheckKind (L4b).
These are the kernel's own points; a broker model that checks somewhere else is host policy, expressed by suppressing the points it does not share.
| Enumerator | |
|---|---|
| PF_NATIVE_MARGIN_CHECK_BAR_OPEN | The script bar's open. |
| PF_NATIVE_MARGIN_CHECK_AFTER_APPLIED | The re-arm after a point's fills. |
| PF_NATIVE_MARGIN_CHECK_CALCULATION | A CalculationOnly model's calculation. |
| PF_NATIVE_MARGIN_CHECK_FX_ROLL | A step of the run's declared pf_native_fx_curve_v1: the first point the account converts at a new rate, offered immediately before that point is matched. A run that declares no curve has none, and a CalculationOnly model, which measures at its calculation alone, is not offered it. |
| PF_NATIVE_MARGIN_CHECK_INTRABAR_SAMPLE | A delivered sample, after the script bar's first, of a PF_NATIVE_INTRABAR_LOWER_TF path matched as continuous segments, measured at its own price immediately before it is matched. A one-price distribution path and a CalculationOnly model are not offered it. |
Definition at line 937 of file native_c_api.h.
| enum pf_native_answer_t |
What an ANSWERING callback's return value means.
The four answering hooks of pf_native_callbacks_v1 do not report success: their return value selects WHOSE answer the kernel uses, so every value is in contract and an answering hook can never fail the run. A host that needs to abort does it from an observation callback, which keeps the "non-zero ends the run Failed" rule exactly where it already was.
| Enumerator | |
|---|---|
| PF_NATIVE_ANSWER_DEFAULT | Keep the kernel's own; the output is ignored. |
| PF_NATIVE_ANSWER_PROVIDED | Use the output. Any non-zero value means this. |
Definition at line 965 of file native_c_api.h.
Where an opened lot's own fill sits on its entry bar's modeled path — OpenedLotFillPoint, the one fact strategy_native_declare_opened_lot_entry_bar_mask_v1 carries.
ON_PATH is a fill at a price the path reaches: the kernel derives which end of the bar, if either, the path had already reached before it. AFTER_PATH is a fill at the bar's closing point, after the whole path: both ends precede it.
| Enumerator | |
|---|---|
| PF_NATIVE_OPENED_LOT_FILL_POINT_ON_PATH | |
| PF_NATIVE_OPENED_LOT_FILL_POINT_AFTER_PATH | |
Definition at line 977 of file native_c_api.h.
Where a point's price came from — NativePriceProvenance: the provenance word of pf_native_decision_v1 and pf_native_event_v1 and pf_native_margin_view_v1::cursor_provenance.
| Enumerator | |
|---|---|
| PF_NATIVE_PROVENANCE_CONFIRMED | A confirmed input bar's own label, or a point on its modeled path. |
| PF_NATIVE_PROVENANCE_OBSERVED_PRINT | A realtime print. |
| PF_NATIVE_PROVENANCE_MODELED_OHLC_OPEN | A modeled path's opening point. |
| PF_NATIVE_PROVENANCE_MODELED_OHLC_CLOSE | A modeled path's closing point. |
| PF_NATIVE_PROVENANCE_CARRIED_OPEN | A quiet tradable interval's carried last price. |
| PF_NATIVE_PROVENANCE_AFTER_CALCULATION_CLOSE | The close point right after a calculation. |
| PF_NATIVE_PROVENANCE_PARTIAL_FINALIZED | A partially finalized observed slot. |
| PF_NATIVE_PROVENANCE_CALCULATION | The script calculation point itself. |
| PF_NATIVE_PROVENANCE_CURRENT_EXECUTION | A synchronous strategy_native_execute_current_v1. |
Definition at line 991 of file native_c_api.h.
Which leg of a modeled OHLC walk a point sits on — NativePathPhase: the path_phase word of pf_native_decision_v1 and pf_native_event_v1 and pf_native_margin_view_v1::cursor_path_phase.
NONE is a discrete point (a calculation, an observed print); the other four are the waypoints, in the order the run's path order resolves.
| Enumerator | |
|---|---|
| PF_NATIVE_PATH_PHASE_NONE | |
| PF_NATIVE_PATH_PHASE_OPEN | |
| PF_NATIVE_PATH_PHASE_HIGH | |
| PF_NATIVE_PATH_PHASE_LOW | |
| PF_NATIVE_PATH_PHASE_CLOSE | |
Definition at line 1012 of file native_c_api.h.
How a script interval or a higher-timeframe bucket was closed — NativeCompletionKind: pf_native_decision_v1::completion and the completion argument of pf_native_callbacks_v1::on_timeframe_bar.
Definition at line 1023 of file native_c_api.h.
Which quote pf_native_decision_v1::price is — NativeCurrentQuoteKind: the callback's own market decision point, or the execution it is anchored to (inside on_applied).
| Enumerator | |
|---|---|
| PF_NATIVE_QUOTE_MARKET_DECISION | |
| PF_NATIVE_QUOTE_EXECUTION_ANCHOR | |
Definition at line 1036 of file native_c_api.h.
Why an applied execution finished its request — native_order::AppliedTerminalReason: pf_native_applied_v1::terminal_reason and the reason of a terminal PF_NATIVE_EVENT_APPLIED row.
| Enumerator | |
|---|---|
| PF_NATIVE_TERMINAL_WORKING_UNITS_SATISFIED | |
| PF_NATIVE_TERMINAL_FLATTENED | |
| PF_NATIVE_TERMINAL_TARGET_EXHAUSTED | |
Definition at line 1044 of file native_c_api.h.
Why the kernel refused a request — native_order::RequestRejectReason: the reject out-parameter of strategy_native_submit_v1 and strategy_native_replace_ext_v1, and the reason of a PF_NATIVE_EVENT_REJECTED or PF_NATIVE_EVENT_REPLACE_REJECTED row.
Definition at line 1054 of file native_c_api.h.
Why a live request left the book unfilled — native_order::CancelReason: the reason of a PF_NATIVE_EVENT_CANCELLED row.
Definition at line 1069 of file native_c_api.h.
Why a matching candidate was refused — native_order::MatchRejectReason: the reason of a PF_NATIVE_EVENT_MATCH_REJECTED row.
Definition at line 1081 of file native_c_api.h.
Which trigger a price reached — native_order::ActivationKind: the reason of a PF_NATIVE_EVENT_ACTIVATED row.
| Enumerator | |
|---|---|
| PF_NATIVE_ACTIVATION_STOP | |
| PF_NATIVE_ACTIVATION_STOP_LIMIT | |
| PF_NATIVE_ACTIVATION_TRAIL_ARM | |
| PF_NATIVE_ACTIVATION_TRAIL_TRIGGER | |
Definition at line 1102 of file native_c_api.h.
| enum pf_native_origin_t |
Who issued a live request — native_order::RequestOrigin: pf_native_working_v1::origin.
| Enumerator | |
|---|---|
| PF_NATIVE_ORIGIN_HOST | |
| PF_NATIVE_ORIGIN_KERNEL_LIQUIDATION | The run's margin model. |
| PF_NATIVE_ORIGIN_KERNEL_RISK | The run's risk limits. |
Definition at line 1111 of file native_c_api.h.
A run's durable first failure — NativeFailureCode: pf_native_state_v1::failure_code.
PF_NATIVE_FAILURE_CALLBACK is the historical spelling of PF_NATIVE_FAILURE_CALLBACK_EXCEPTION.
Definition at line 1120 of file native_c_api.h.
Which operation was in flight when the failure latched — NativeFailureOperation: pf_native_state_v1::failure_operation.
Definition at line 1138 of file native_c_api.h.
Which driving a Running run is in — NativeRunPhase: pf_native_state_v1::phase.
| Enumerator | |
|---|---|
| PF_NATIVE_PHASE_BATCH | |
| PF_NATIVE_PHASE_WARMUP | A stream's warmup replay. |
| PF_NATIVE_PHASE_REALTIME | A stream's realtime leg. |
Definition at line 1152 of file native_c_api.h.
How a Completed run ended — NativeCompletion: pf_native_state_v1::completion.
| Enumerator | |
|---|---|
| PF_NATIVE_COMPLETION_BATCH_COMPLETE | |
| PF_NATIVE_COMPLETION_STREAM_ENDED | |
Definition at line 1160 of file native_c_api.h.
Why a declaration was refused — NativeRunSpecError, the kernel's own validation word: the error out-parameter of strategy_native_declare_subscriptions_ext_v1, strategy_native_declare_auxiliary_feed_v1 and strategy_configure_native_ext_result_v1.
Read beside the pf_native_spec_field_t the same call writes. Every value the run spec's validation can answer is named, the ones a begin-time declaration cannot reach included, so one enumeration reads every setup refusal.
| Enumerator | |
|---|---|
| PF_NATIVE_SPEC_ERROR_NONE | Applied. |
| PF_NATIVE_SPEC_ERROR_EMPTY_REQUIRED_STRING | |
| PF_NATIVE_SPEC_ERROR_EMBEDDED_NUL | |
| PF_NATIVE_SPEC_ERROR_INVALID_UTF8 | |
| PF_NATIVE_SPEC_ERROR_ZERO_RUN_NUMBER | |
| PF_NATIVE_SPEC_ERROR_INVALID_TIMEFRAME | |
| PF_NATIVE_SPEC_ERROR_INCOMPATIBLE_TIMEFRAMES | |
| PF_NATIVE_SPEC_ERROR_UNRESOLVED_TIMEZONE | |
| PF_NATIVE_SPEC_ERROR_INVALID_SESSION | |
| PF_NATIVE_SPEC_ERROR_NOT_FINITE_POSITIVE | |
| PF_NATIVE_SPEC_ERROR_SLIPPAGE_OUT_OF_RANGE | |
| PF_NATIVE_SPEC_ERROR_UNKNOWN_FEE_KIND | |
| PF_NATIVE_SPEC_ERROR_NOT_FINITE_NONNEGATIVE | |
| PF_NATIVE_SPEC_ERROR_UNKNOWN_CLOSE_EXECUTION | |
| PF_NATIVE_SPEC_ERROR_UNKNOWN_ABORT_REPORTING | |
| PF_NATIVE_SPEC_ERROR_UNKNOWN_OPEN_DIRECTIONS | |
| PF_NATIVE_SPEC_ERROR_ZERO_LOT_LIMIT | |
| PF_NATIVE_SPEC_ERROR_ALLOCATION_FAILURE | Staging threw. |
| PF_NATIVE_SPEC_ERROR_CALENDAR_FAILURE | No calendar resolved it. |
| PF_NATIVE_SPEC_ERROR_INVALID_INTRABAR_PATH | |
| PF_NATIVE_SPEC_ERROR_UNKNOWN_INTRABAR_SAMPLE_ELIGIBILITY | |
| PF_NATIVE_SPEC_ERROR_INVALID_UNDETECTED_TIMEFRAME | |
| PF_NATIVE_SPEC_ERROR_UNKNOWN_SLOT_LABEL_POLICY | |
| PF_NATIVE_SPEC_ERROR_UNKNOWN_FEED_TOLERANCE |
|
| PF_NATIVE_SPEC_ERROR_UNKNOWN_PATH_ORDER | |
| PF_NATIVE_SPEC_ERROR_UNKNOWN_REPORT_POLICY | |
| PF_NATIVE_SPEC_ERROR_UNKNOWN_PRICE_GRID | |
| PF_NATIVE_SPEC_ERROR_UNKNOWN_GRID_ROUNDING | |
| PF_NATIVE_SPEC_ERROR_GRID_REQUIRES_PRICE_TICK | |
| PF_NATIVE_SPEC_ERROR_INVALID_SUBSCRIPTION_TIMEFRAME | |
| PF_NATIVE_SPEC_ERROR_SUBSCRIPTION_FINER_THAN_INPUT | |
| PF_NATIVE_SPEC_ERROR_DUPLICATE_SUBSCRIPTION_TIMEFRAME | |
| PF_NATIVE_SPEC_ERROR_UNORDERED_SUBSCRIPTION_BARS | |
| PF_NATIVE_SPEC_ERROR_SUBSCRIPTION_WITHOUT_TIMEFRAME | |
| PF_NATIVE_SPEC_ERROR_MARGIN_MODEL_CONFLICT | |
| PF_NATIVE_SPEC_ERROR_UNKNOWN_LIQUIDATION_SIZING | |
| PF_NATIVE_SPEC_ERROR_UNKNOWN_LIQUIDATION_CHECK | |
| PF_NATIVE_SPEC_ERROR_UNKNOWN_MARGIN_EQUITY_BASIS | |
| PF_NATIVE_SPEC_ERROR_UNKNOWN_LIQUIDATION_LEVEL_BASE | |
| PF_NATIVE_SPEC_ERROR_UNKNOWN_CALCULATION_TRIGGER | |
| PF_NATIVE_SPEC_ERROR_UNKNOWN_OPEN_BAR_VIEW | |
| PF_NATIVE_SPEC_ERROR_UNKNOWN_RISK_DAY | |
| PF_NATIVE_SPEC_ERROR_UNKNOWN_RISK_ACTION | |
| PF_NATIVE_SPEC_ERROR_ZERO_RISK_LIMIT | |
| PF_NATIVE_SPEC_ERROR_MARGIN_SIDE_UNDECLARED | |
| PF_NATIVE_SPEC_ERROR_INVALID_AUXILIARY_FEED_TIMEFRAME | |
| PF_NATIVE_SPEC_ERROR_AUXILIARY_FEED_NOT_FINER_THAN_INPUT | |
| PF_NATIVE_SPEC_ERROR_UNORDERED_AUXILIARY_FEED_BARS | |
| PF_NATIVE_SPEC_ERROR_INVALID_AUXILIARY_FEED_BAR | |
| PF_NATIVE_SPEC_ERROR_AUXILIARY_FEED_WITHOUT_TIMEFRAME | |
| PF_NATIVE_SPEC_ERROR_UNKNOWN_SERIES_SOURCE | |
| PF_NATIVE_SPEC_ERROR_SUBSCRIPTION_WITHOUT_AUXILIARY_FEED | |
| PF_NATIVE_SPEC_ERROR_SUBSCRIPTION_FINER_THAN_AUXILIARY_FEED | |
| PF_NATIVE_SPEC_ERROR_WRONG_PHASE | The CALL was refused before any field was judged: not in the phase it is legal in. Read with FIELD_NONE. |
| PF_NATIVE_SPEC_ERROR_UNKNOWN_EVENT_RETENTION | An |
| PF_NATIVE_SPEC_ERROR_ABORTED_HOST_NO_REUSABLE_RUN_SPEC | An aborted host had no reusable spec. Defensive: a cooperative abort latches only while a run holds its spec, and the Failed state keeps it, so no public call reaches this word. |
| PF_NATIVE_SPEC_ERROR_SESSION_KEY_CHANGED_ON_REUSE | A reused host's session key changed. |
| PF_NATIVE_SPEC_ERROR_RUN_NUMBER_NOT_ABOVE_CONSUMED_HIGH_WATER | A reused host's run number did not exceed its high-water. |
| PF_NATIVE_SPEC_ERROR_INVALID_INSTRUMENT_FEED_TIMEFRAME | |
| PF_NATIVE_SPEC_ERROR_DUPLICATE_INSTRUMENT_FEED | |
| PF_NATIVE_SPEC_ERROR_UNORDERED_INSTRUMENT_FEED_BARS | |
| PF_NATIVE_SPEC_ERROR_INVALID_INSTRUMENT_FEED_BAR | |
| PF_NATIVE_SPEC_ERROR_INVALID_INSTRUMENT_FEED_CLOSE | |
| PF_NATIVE_SPEC_ERROR_INVALID_INSTRUMENT_FEED_COLUMN | |
| PF_NATIVE_SPEC_ERROR_SUBSCRIPTION_WITHOUT_INSTRUMENT_FEED | |
| PF_NATIVE_SPEC_ERROR_INSTRUMENT_SUBSCRIPTION_BARS | |
| PF_NATIVE_SPEC_ERROR_INSTRUMENT_ON_NON_INSTRUMENT_SERIES | |
Definition at line 1173 of file native_c_api.h.
Where a declaration was refused — NativeRunSpecField, the first field the kernel's validation found: the field out-parameter of strategy_native_declare_subscriptions_ext_v1, strategy_native_declare_auxiliary_feed_v1 and strategy_configure_native_ext_result_v1.
Definition at line 1272 of file native_c_api.h.
Why an append was refused — NativeAuxiliaryAppendError: the error out-parameter of strategy_native_append_auxiliary_bars_ext_v1.
None of them fails the host but REENTRANT, which latches the contract failure every reentrant stream input is, and ALLOCATION_FAILURE.
Definition at line 1353 of file native_c_api.h.
How an opening settles against an opposite book — native_order::OpeningShape, pf_native_terms_v1::shape.
Only an OPENING may name a shape other than TRANSACT: a kernel-sized one (PF_NATIVE_INTENT_SIZED) that the answer is about; the kernel refuses any other with PF_NATIVE_MATCH_REJECT_INVALID_TERMS.
Definition at line 1383 of file native_c_api.h.
Which price a matching candidate is at — native_order::NativeCandidatePriceKind, pf_native_terms_view_v1::price_kind.
Definition at line 1393 of file native_c_api.h.
Which kind of driver point a candidate matched at — native_order::DriverEligibilityClass, pf_native_terms_view_v1::driver_class.
Definition at line 1402 of file native_c_api.h.
| enum pf_native_plan_t |
The settlement shape an execution is about to take — the alternative of native_order::ExecutionPlan, pf_native_precommit_view_v1::plan.
Definition at line 1414 of file native_c_api.h.
What pf_native_callbacks_v1::on_precommit answers — NativePrecommitVerdict.
| Enumerator | |
|---|---|
| PF_NATIVE_PRECOMMIT_ADMIT | The kernel's own path. |
| PF_NATIVE_PRECOMMIT_REFUSE | A nonfinancial PF_NATIVE_MATCH_REJECT_HOST_PRECOMMIT. |
| PF_NATIVE_PRECOMMIT_ADMIT_WITH_HOST_MARGIN | Admit, and the host owns this one opening's margin check: the kernel's initial-margin gate is skipped for it. |
Definition at line 1423 of file native_c_api.h.
Which trigger of an anchored leg the owner's fill supplies — NativeAnchoredTrigger, pf_native_anchored_level_view_v1::trigger.
| Enumerator | |
|---|---|
| PF_NATIVE_ANCHORED_TRIGGER_LIMIT | |
| PF_NATIVE_ANCHORED_TRIGGER_STOP | |
| PF_NATIVE_ANCHORED_TRIGGER_TRAIL_ARM | |
Definition at line 1435 of file native_c_api.h.