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Deterministic PineScript v6 backtest runtime — C ABI reference
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Translated enumerations

Every value below is the exact integer of the C++ alternative it names, pinned by static_asserts in src/native_c_host.cpp. More...

Enumerations

enum  pf_native_intent_t {
  PF_NATIVE_INTENT_FLATTEN = 0 ,
  PF_NATIVE_INTENT_REDUCE = 1 ,
  PF_NATIVE_INTENT_TRANSACT = 2 ,
  PF_NATIVE_INTENT_REVERSE_TO = 3 ,
  PF_NATIVE_INTENT_HOST_SIZED = 4 ,
  PF_NATIVE_INTENT_SIZED = 5
}
 Order intent — the alternative index of native_order::OrderIntent. More...
 
enum  pf_native_reduction_t {
  PF_NATIVE_REDUCE_EXPLICIT_UNITS = 0 ,
  PF_NATIVE_REDUCE_OWNER_OPENED = 1 ,
  PF_NATIVE_REDUCE_SCOPE_FRACTION = 2
}
 Reduction size — the alternative index of native_order::ReductionSize. More...
 
enum  pf_native_scope_claim_t {
  PF_NATIVE_SCOPE_GROSS = 0 ,
  PF_NATIVE_SCOPE_NET_OF_SIBLINGS = 1
}
 Scope claim of a fractional reduce. More...
 
enum  pf_native_side_t {
  PF_NATIVE_SIDE_LONG = 0 ,
  PF_NATIVE_SIDE_SHORT = 1
}
 Side of a kernel-sized opening. More...
 
enum  pf_native_size_basis_t {
  PF_NATIVE_SIZE_BASIS_CASH = 0 ,
  PF_NATIVE_SIZE_BASIS_EQUITY_FRACTION = 1
}
 Sizing basis — the alternative index of native_order::SizeBasis. More...
 
enum  pf_native_size_time_t {
  PF_NATIVE_SIZE_AT_MATCH = 0 ,
  PF_NATIVE_SIZE_AT_ACCEPTANCE = 1
}
 When a sizing basis resolves. More...
 
enum  pf_native_grid_policy_t {
  PF_NATIVE_GRID_SNAP = 0 ,
  PF_NATIVE_GRID_EXPLICIT_UNITS = 1
}
 Whether resolved sizing snaps onto the run's quantity grid. More...
 
enum  pf_native_trigger_t {
  PF_NATIVE_TRIGGER_MARKET = 0 ,
  PF_NATIVE_TRIGGER_LIMIT = 1 ,
  PF_NATIVE_TRIGGER_STOP = 2 ,
  PF_NATIVE_TRIGGER_STOP_LIMIT = 3 ,
  PF_NATIVE_TRIGGER_TRAIL = 4
}
 Trigger — the alternative index of native_order::Trigger. More...
 
enum  pf_native_anchor_t {
  PF_NATIVE_ANCHOR_ABSOLUTE = 0 ,
  PF_NATIVE_ANCHOR_FROM_OWNER_FILL = 1
}
 Where a trigger level comes from — native_order::TriggerAnchor (L7). More...
 
enum  pf_native_anchor_rounding_t {
  PF_NATIVE_ANCHOR_ROUNDING_RAW = 0 ,
  PF_NATIVE_ANCHOR_ROUNDING_HALF_UP = 1 ,
  PF_NATIVE_ANCHOR_ROUNDING_DIRECTIONAL = 2
}
 How a materialized anchored level snaps onto the run's price tick ladder — native_order::NativeAnchorRounding (L7b). More...
 
enum  pf_native_arm_visibility_t {
  PF_NATIVE_ARM_VISIBILITY_WORKING = 0 ,
  PF_NATIVE_ARM_VISIBILITY_PENDING_UNTIL_ARMED = 1
}
 Whether a WAIT_FOR_APPLIED child is a working order before its arm — native_order::NativeArmVisibility (L7b). More...
 
enum  pf_native_arm_first_match_t {
  PF_NATIVE_ARM_FIRST_MATCH_AT_ARM_PRINT = 0 ,
  PF_NATIVE_ARM_FIRST_MATCH_AFTER_ARM_PRINT = 1
}
 Whether an armed WAIT_FOR_APPLIED child may trade on its owner's own fill print — native_order::NativeArmFirstMatch. More...
 
enum  pf_native_arm_scope_t {
  PF_NATIVE_ARM_SCOPE_OWNER_LOT = 0 ,
  PF_NATIVE_ARM_SCOPE_BOOK = 1
}
 What an armed CLOSING child (REDUCE, FLATTEN, a host-sized close) closes — native_order::NativeArmScope. More...
 
enum  pf_native_capacity_t {
  PF_NATIVE_CAPACITY_IMMEDIATE = 0 ,
  PF_NATIVE_CAPACITY_POINT_BUDGET = 1
}
 Capacity — the alternative index of native_order::Capacity. More...
 
enum  pf_native_owner_t {
  PF_NATIVE_OWNER_INDEPENDENT = 0 ,
  PF_NATIVE_OWNER_WAIT_FOR_APPLIED = 1 ,
  PF_NATIVE_OWNER_BIND_OPENING = 2 ,
  PF_NATIVE_OWNER_BIND_OPENINGS = 3 ,
  PF_NATIVE_OWNER_BIND_COHORT = 4
}
 Owner — the alternative index of native_order::Owner. More...
 
enum  pf_native_group_t {
  PF_NATIVE_GROUP_NONE = 0 ,
  PF_NATIVE_GROUP_MEMBER = 1
}
 Group — the alternative index of native_order::Group. More...
 
enum  pf_native_group_effect_t {
  PF_NATIVE_GROUP_CANCEL = 0 ,
  PF_NATIVE_GROUP_REDUCE = 1
}
 What a filled group member does to its siblings. More...
 
enum  pf_native_request_field_t {
  PF_NATIVE_FIELD_COMMENT = 0 ,
  PF_NATIVE_FIELD_LABEL = 1
}
 Which identity text strategy_native_cancel_where_v1 compares. More...
 
enum  pf_native_price_rule_t {
  PF_NATIVE_PRICE_AS_PRESENTED = 0 ,
  PF_NATIVE_PRICE_NEAREST_TICK = 1
}
 Price rule of an immediate execution. More...
 
enum  pf_native_execute_outcome_t {
  PF_NATIVE_EXECUTED_APPLIED = 0 ,
  PF_NATIVE_EXECUTED_NO_EFFECT = 1 ,
  PF_NATIVE_EXECUTED_MATCH_REJECTED = 2 ,
  PF_NATIVE_EXECUTED_CANCELLED = 3
}
 Outcome of strategy_native_execute_current_v1 (non-negative returns). More...
 
enum  pf_native_refusal_t {
  PF_NATIVE_REFUSAL_NO_EXECUTION_CONTEXT = 0 ,
  PF_NATIVE_REFUSAL_REENTRANT = 1 ,
  PF_NATIVE_REFUSAL_INVALID_HANDLE = 2 ,
  PF_NATIVE_REFUSAL_NOT_WORKING = 3 ,
  PF_NATIVE_REFUSAL_NOT_ACCEPTED_IN_CALLBACK = 4 ,
  PF_NATIVE_REFUSAL_UNSUPPORTED_REQUEST = 5 ,
  PF_NATIVE_REFUSAL_UNREADY_OWNER = 6 ,
  PF_NATIVE_REFUSAL_INVALID_SELECTION = 7 ,
  PF_NATIVE_REFUSAL_CONFIGURATION_MISMATCH = 8
}
 Why execute_current refused. More...
 
enum  pf_native_lifecycle_t {
  PF_NATIVE_LIFECYCLE_UNCONFIGURED = 0 ,
  PF_NATIVE_LIFECYCLE_READY = 1 ,
  PF_NATIVE_LIFECYCLE_RUNNING = 2 ,
  PF_NATIVE_LIFECYCLE_COMPLETED = 3 ,
  PF_NATIVE_LIFECYCLE_FAILED = 4
}
 Lifecycle of the native run — mirrors NativeLifecycleKind. More...
 
enum  pf_native_event_kind_t {
  PF_NATIVE_EVENT_ACCEPTED = 1 ,
  PF_NATIVE_EVENT_REJECTED = 2 ,
  PF_NATIVE_EVENT_REPLACED = 3 ,
  PF_NATIVE_EVENT_REPLACE_REJECTED = 4 ,
  PF_NATIVE_EVENT_CANCELLED = 5 ,
  PF_NATIVE_EVENT_NOT_WORKING = 6 ,
  PF_NATIVE_EVENT_INVALID_HANDLE = 7 ,
  PF_NATIVE_EVENT_NO_EFFECT = 8 ,
  PF_NATIVE_EVENT_MATCH_REJECTED = 9 ,
  PF_NATIVE_EVENT_APPLIED = 10 ,
  PF_NATIVE_EVENT_CLOSE_BOUND = 11 ,
  PF_NATIVE_EVENT_ACTIVATED = 12 ,
  PF_NATIVE_EVENT_RESERVATION_REDUCED = 13 ,
  PF_NATIVE_EVENT_DEFERRED_GROUP = 14 ,
  PF_NATIVE_EVENT_QUANTITY_BOUND = 15 ,
  PF_NATIVE_EVENT_ARMED = 16 ,
  PF_NATIVE_EVENT_TERMS_RESOLVED = 17 ,
  PF_NATIVE_EVENT_MARGIN_CALL = 18 ,
  PF_NATIVE_EVENT_DRIVER_POINT = 19 ,
  PF_NATIVE_EVENT_ACCOUNT = 20 ,
  PF_NATIVE_EVENT_RISK = 21
}
 Event tag of pf_native_event_v1. More...
 
enum  pf_native_risk_limit_t {
  PF_NATIVE_RISK_MAX_DRAWDOWN = 0 ,
  PF_NATIVE_RISK_MAX_INTRADAY_LOSS = 1 ,
  PF_NATIVE_RISK_MAX_CONSECUTIVE_LOSS_DAYS = 2 ,
  PF_NATIVE_RISK_MAX_FILLS_PER_DAY = 3
}
 Which generic risk limit a PF_NATIVE_EVENT_RISK event reports — the reason field of pf_native_event_v1, mirroring native_order::RiskLimitKind (L9). More...
 
enum  pf_native_risk_day_t {
  PF_NATIVE_RISK_DAY_SESSION = 0 ,
  PF_NATIVE_RISK_DAY_CALENDAR_TIMEZONE = 1
}
 Which day a risk limit's "day" is — NativeRiskDay. More...
 
enum  pf_native_risk_action_t {
  PF_NATIVE_RISK_BLOCK_OPENINGS = 0 ,
  PF_NATIVE_RISK_FLATTEN_AND_BLOCK = 1
}
 What a breach does — NativeRiskAction. More...
 
enum  pf_native_remaining_t {
  PF_NATIVE_REMAINING_UNBOUND = 0 ,
  PF_NATIVE_REMAINING_FLATTEN_ALL = 1 ,
  PF_NATIVE_REMAINING_UNITS = 2 ,
  PF_NATIVE_REMAINING_DEFERRED = 3 ,
  PF_NATIVE_REMAINING_NO_TARGET = 4
}
 Remaining projection of a live request — native_order::RemainingProjection. More...
 
enum  pf_native_trigger_state_t {
  PF_NATIVE_TRIGGER_STATE_MARKET_READY = 0 ,
  PF_NATIVE_TRIGGER_STATE_LIMIT_READY = 1 ,
  PF_NATIVE_TRIGGER_STATE_STOP_IDLE = 2 ,
  PF_NATIVE_TRIGGER_STATE_STOP_ACTIVE = 3 ,
  PF_NATIVE_TRIGGER_STATE_STOP_LIMIT_PENDING = 4 ,
  PF_NATIVE_TRIGGER_STATE_STOP_LIMIT_LIVE = 5 ,
  PF_NATIVE_TRIGGER_STATE_TRAIL_WAIT_ARM = 6 ,
  PF_NATIVE_TRIGGER_STATE_TRAIL_TRACK = 7 ,
  PF_NATIVE_TRIGGER_STATE_TRAIL_ACTIVE = 8
}
 Trigger state of a live request — native_order::TriggerState. More...
 
enum  pf_native_fee_kind_t {
  PF_NATIVE_FEE_PERCENT = 0 ,
  PF_NATIVE_FEE_CASH_PER_UNIT = 1 ,
  PF_NATIVE_FEE_CASH_PER_EXECUTION = 2
}
 What one execution costs — NativeFeeKind, the fee_kind word of pf_native_run_spec_v1, charged at its fee_value. More...
 
enum  pf_native_close_execution_t {
  PF_NATIVE_CLOSE_EXECUTION_NEXT_ELIGIBLE_POINT = 0 ,
  PF_NATIVE_CLOSE_EXECUTION_AFTER_CALCULATION = 1
}
 When a request born at a script calculation may first match — NativeCloseExecution, the close_execution word of pf_native_run_spec_v1. More...
 
enum  pf_native_open_directions_t {
  PF_NATIVE_OPEN_DIRECTIONS_NONE = 0 ,
  PF_NATIVE_OPEN_DIRECTIONS_LONG = 1 ,
  PF_NATIVE_OPEN_DIRECTIONS_SHORT = 2 ,
  PF_NATIVE_OPEN_DIRECTIONS_BOTH = 3
}
 Which opening directions the run admits — NativeOpenDirections, the allowed_open_directions word of pf_native_run_spec_v1; BOTH is LONG | SHORT. More...
 
enum  pf_native_report_policy_t {
  PF_NATIVE_REPORT_HOST_RECORDED = 0 ,
  PF_NATIVE_REPORT_KERNEL_RECORDED = 1
}
 Who records the per-script-bar report series — NativeReportPolicy, the report_policy word of pf_native_run_spec_ext_v1. More...
 
enum  pf_native_price_grid_t {
  PF_NATIVE_PRICE_GRID_NONE = 0 ,
  PF_NATIVE_PRICE_GRID_QUANTIZE_FILLS = 1 ,
  PF_NATIVE_PRICE_GRID_QUANTIZE_FILLS_AND_TRIGGERS = 2
}
 A generic instrument price grid — NativePriceGrid, the price_grid word of pf_native_run_spec_ext_v1. More...
 
enum  pf_native_grid_rounding_t {
  PF_NATIVE_GRID_ROUNDING_HALF_UP = 0 ,
  PF_NATIVE_GRID_ROUNDING_DIRECTIONAL = 1
}
 How a quantizing grid rounds — NativeGridRounding, the grid_rounding word of pf_native_run_spec_ext_v1, read beside price_grid. More...
 
enum  pf_native_calc_trigger_t {
  PF_NATIVE_CALC_TRIGGER_BAR_CLOSE = 0 ,
  PF_NATIVE_CALC_TRIGGER_BAR_CLOSE_AND_FILLS = 1 ,
  PF_NATIVE_CALC_TRIGGER_EVERY_MODELED_POINT = 2
}
 When the kernel asks the host to calculate — NativeCalculationTrigger, the calculation word of pf_native_run_spec_ext_v1. More...
 
enum  pf_native_open_bar_view_t {
  PF_NATIVE_OPEN_BAR_VIEW_COMPLETE = 0 ,
  PF_NATIVE_OPEN_BAR_VIEW_OPEN_ONLY = 1
}
 What pf_native_callbacks_v1::on_bar_open is handed — NativeOpenBarView, the open_bar_view word of pf_native_run_spec_ext_v1. More...
 
enum  pf_native_liquidation_sizing_t {
  PF_NATIVE_LIQUIDATION_SIZING_RESTORE_MINIMUM = 0 ,
  PF_NATIVE_LIQUIDATION_SIZING_SHORTFALL_MULTIPLE = 1 ,
  PF_NATIVE_LIQUIDATION_SIZING_FLATTEN = 2
}
 Which units a kernel-issued liquidation reduces — NativeLiquidationSizing, the margin_sizing word of pf_native_run_spec_ext_v1. More...
 
enum  pf_native_spec_ext_mask_t {
  PF_NATIVE_SPEC_EXT_REPORT = 1u << 0 ,
  PF_NATIVE_SPEC_EXT_PRICE_GRID = 1u << 1 ,
  PF_NATIVE_SPEC_EXT_CALCULATION = 1u << 2 ,
  PF_NATIVE_SPEC_EXT_OPEN_BAR_VIEW = 1u << 3 ,
  PF_NATIVE_SPEC_EXT_MARGIN = 1u << 4 ,
  PF_NATIVE_SPEC_EXT_SUBSCRIPTIONS = 1u << 5 ,
  PF_NATIVE_SPEC_EXT_RISK = 1u << 6 ,
  PF_NATIVE_SPEC_EXT_INTRABAR = 1u << 7 ,
  PF_NATIVE_SPEC_EXT_FEED_POLICY = 1u << 8 ,
  PF_NATIVE_SPEC_EXT_AUXILIARY_FEED = 1u << 9 ,
  PF_NATIVE_SPEC_EXT_EVENT_RETENTION = 1u << 10 ,
  PF_NATIVE_SPEC_EXT_QUANTITY_TOLERANCE = 1u << 11
}
 Which extension blocks of pf_native_run_spec_ext_v1 are meaningful. More...
 
enum  pf_native_event_retention_t {
  PF_NATIVE_EVENT_RETENTION_WINDOW = 0 ,
  PF_NATIVE_EVENT_RETENTION_FULL = 1 ,
  PF_NATIVE_EVENT_RETENTION_COMMANDS = 2
}
 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. More...
 
enum  pf_native_series_source_t {
  PF_NATIVE_SERIES_SOURCE_INPUT = 0 ,
  PF_NATIVE_SERIES_SOURCE_AUXILIARY_FEED = 1
}
 The bars a declared series is built from — NativeSeriesSource. More...
 
enum  pf_native_lookahead_t {
  PF_NATIVE_LOOKAHEAD_AT_COMPLETION = 0 ,
  PF_NATIVE_LOOKAHEAD_AT_FIRST_INPUT = 1
}
 When a declared series delivers a completed bucket — NativeTimeframeSubscription::lookahead, the lookahead word of pf_native_subscription_v1. More...
 
enum  pf_native_gaps_t {
  PF_NATIVE_GAPS_HOLD = 0 ,
  PF_NATIVE_GAPS_CLEAR = 1
}
 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. More...
 
enum  pf_native_size_price_t {
  PF_NATIVE_SIZE_PRICE_RESOLVED = 0 ,
  PF_NATIVE_SIZE_PRICE_SIGNAL = 1 ,
  PF_NATIVE_SIZE_PRICE_SIGNAL_ON_TICK = 2
}
 WHICH price a kernel-sized basis converts at — native_order::SizePrice (L3b). More...
 
enum  pf_native_scope_basis_t {
  PF_NATIVE_SCOPE_BASIS_AT_MATCH = 0 ,
  PF_NATIVE_SCOPE_BASIS_AT_ACCEPTANCE = 1
}
 WHICH measurement of the bound scope a fractional reduce takes its fraction of — native_order::ScopeBasis. More...
 
enum  pf_native_liquidation_check_t {
  PF_NATIVE_LIQUIDATION_PATH_ADVERSE_EXTREME = 0 ,
  PF_NATIVE_LIQUIDATION_CALCULATION_ONLY = 1 ,
  PF_NATIVE_LIQUIDATION_PATH_ADVERSE_EXTREME_MARK = 2
}
 When the kernel tests the maintenance requirement — NativeLiquidationCheck, the margin_check field of pf_native_run_spec_ext_v1. More...
 
enum  pf_native_margin_equity_basis_t {
  PF_NATIVE_MARGIN_EQUITY_MARKED = 0 ,
  PF_NATIVE_MARGIN_EQUITY_BEFORE_OPEN_COMMISSION = 1
}
 Which equity the maintenance requirement is tested against — NativeMarginEquityBasis. More...
 
enum  pf_native_margin_level_base_t {
  PF_NATIVE_MARGIN_LEVEL_MARKED_EQUITY = 0 ,
  PF_NATIVE_MARGIN_LEVEL_REALIZED_ONLY = 1
}
 Which base the liquidation level is solved from — NativeLiquidationLevelBase. More...
 
enum  pf_native_intrabar_kind_t {
  PF_NATIVE_INTRABAR_NONE = 0 ,
  PF_NATIVE_INTRABAR_LOWER_TF = 1 ,
  PF_NATIVE_INTRABAR_SYNTHESIZED = 2
}
 Which intrabar execution path the run retains — the alternative of IntrabarPath. More...
 
enum  pf_native_sample_eligibility_t {
  PF_NATIVE_SAMPLE_CONTINUOUS_SEGMENTS = 0 ,
  PF_NATIVE_SAMPLE_DISTRIBUTION_SAMPLES = 1
}
 Whether matching stays continuous between generated samples — IntrabarPath::SampleEligibility. More...
 
enum  pf_native_slot_label_t {
  PF_NATIVE_SLOT_LABEL_CANONICAL = 0 ,
  PF_NATIVE_SLOT_LABEL_FEED_TOLERANT = 1
}
 Whether a confirmed bar must name a canonical input slot — NativeSlotLabelPolicy. More...
 
enum  pf_native_feed_tolerance_t {
  PF_NATIVE_FEED_TOLERANCE_NONE = 0 ,
  PF_NATIVE_FEED_TOLERANCE_BATCH_STRUCTURAL = 1u << 0 ,
  PF_NATIVE_FEED_TOLERANCE_WARMUP_NONNEGATIVE = 1u << 1
}
 Opt-in admission exceptions for a tolerated input-feed shape — NativeFeedTolerance. More...
 
enum  pf_native_path_order_t {
  PF_NATIVE_PATH_ORDER_AUTO = 0 ,
  PF_NATIVE_PATH_ORDER_HIGH_FIRST = 1 ,
  PF_NATIVE_PATH_ORDER_LOW_FIRST = 2
}
 Generic ordering for a modeled OHLC path — NativePathOrder. More...
 
enum  pf_native_abort_reporting_t {
  PF_NATIVE_ABORT_ERROR = 0 ,
  PF_NATIVE_ABORT_QUIET = 1
}
 How a cooperative abort is presented — NativeAbortReporting. More...
 
enum  pf_native_calc_reason_t {
  PF_NATIVE_CALC_BAR_CLOSE = 0 ,
  PF_NATIVE_CALC_ORDER_FILL = 1 ,
  PF_NATIVE_CALC_TICK = 2 ,
  PF_NATIVE_CALC_SUB_BAR = 3
}
 Why the kernel is asking the host to calculate — NativeCalculationReason (L5), the reason argument of pf_native_callbacks_v1::on_recalculate. More...
 
enum  pf_native_margin_check_kind_t {
  PF_NATIVE_MARGIN_CHECK_BAR_OPEN = 0 ,
  PF_NATIVE_MARGIN_CHECK_AFTER_APPLIED = 1 ,
  PF_NATIVE_MARGIN_CHECK_CALCULATION = 2 ,
  PF_NATIVE_MARGIN_CHECK_FX_ROLL = 3 ,
  PF_NATIVE_MARGIN_CHECK_INTRABAR_SAMPLE = 4
}
 Which kernel check point is about to test the maintenance requirement — NativeMarginCheckKind (L4b). More...
 
enum  pf_native_answer_t {
  PF_NATIVE_ANSWER_DEFAULT = 0 ,
  PF_NATIVE_ANSWER_PROVIDED = 1
}
 What an ANSWERING callback's return value means. More...
 
enum  pf_native_opened_lot_fill_point_t {
  PF_NATIVE_OPENED_LOT_FILL_POINT_ON_PATH = 0 ,
  PF_NATIVE_OPENED_LOT_FILL_POINT_AFTER_PATH = 1
}
 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. More...
 
enum  pf_native_price_provenance_t {
  PF_NATIVE_PROVENANCE_CONFIRMED = 0 ,
  PF_NATIVE_PROVENANCE_OBSERVED_PRINT = 1 ,
  PF_NATIVE_PROVENANCE_MODELED_OHLC_OPEN = 2 ,
  PF_NATIVE_PROVENANCE_MODELED_OHLC_CLOSE = 3 ,
  PF_NATIVE_PROVENANCE_CARRIED_OPEN = 4 ,
  PF_NATIVE_PROVENANCE_AFTER_CALCULATION_CLOSE = 5 ,
  PF_NATIVE_PROVENANCE_PARTIAL_FINALIZED = 6 ,
  PF_NATIVE_PROVENANCE_CALCULATION = 7 ,
  PF_NATIVE_PROVENANCE_CURRENT_EXECUTION = 8
}
 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. More...
 
enum  pf_native_path_phase_t {
  PF_NATIVE_PATH_PHASE_NONE = 0 ,
  PF_NATIVE_PATH_PHASE_OPEN = 1 ,
  PF_NATIVE_PATH_PHASE_HIGH = 2 ,
  PF_NATIVE_PATH_PHASE_LOW = 3 ,
  PF_NATIVE_PATH_PHASE_CLOSE = 4
}
 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. More...
 
enum  pf_native_completion_kind_t {
  PF_NATIVE_COMPLETION_KIND_CONFIRMED = 0 ,
  PF_NATIVE_COMPLETION_KIND_LAZY_COMPLETE = 1 ,
  PF_NATIVE_COMPLETION_KIND_SESSION_SHORTENED = 2 ,
  PF_NATIVE_COMPLETION_KIND_PARTIAL_FINALIZED = 3
}
 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. More...
 
enum  pf_native_quote_kind_t {
  PF_NATIVE_QUOTE_MARKET_DECISION = 0 ,
  PF_NATIVE_QUOTE_EXECUTION_ANCHOR = 1
}
 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). More...
 
enum  pf_native_terminal_reason_t {
  PF_NATIVE_TERMINAL_WORKING_UNITS_SATISFIED = 0 ,
  PF_NATIVE_TERMINAL_FLATTENED = 1 ,
  PF_NATIVE_TERMINAL_TARGET_EXHAUSTED = 2
}
 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. More...
 
enum  pf_native_reject_reason_t {
  PF_NATIVE_REJECT_INVALID_QUANTITY = 0 ,
  PF_NATIVE_REJECT_OFF_GRID = 1 ,
  PF_NATIVE_REJECT_INVALID_TRIGGER = 2 ,
  PF_NATIVE_REJECT_INVALID_CAPACITY = 3 ,
  PF_NATIVE_REJECT_INVALID_OWNER = 4 ,
  PF_NATIVE_REJECT_INVALID_QUANTITY_BASIS = 5 ,
  PF_NATIVE_REJECT_INVALID_GROUP = 6 ,
  PF_NATIVE_REJECT_PLACEMENT_ADMISSION = 7
}
 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. More...
 
enum  pf_native_cancel_reason_t {
  PF_NATIVE_CANCEL_USER = 0 ,
  PF_NATIVE_CANCEL_GROUP = 1 ,
  PF_NATIVE_CANCEL_OWNER_GONE = 2 ,
  PF_NATIVE_CANCEL_UNSUPPORTED_RELATION = 3 ,
  PF_NATIVE_CANCEL_SUPERSEDED = 4
}
 Why a live request left the book unfilled — native_order::CancelReason: the reason of a PF_NATIVE_EVENT_CANCELLED row. More...
 
enum  pf_native_match_reject_t {
  PF_NATIVE_MATCH_REJECT_NONPOSITIVE_PRICE = 0 ,
  PF_NATIVE_MATCH_REJECT_OPENING_DIRECTION = 1 ,
  PF_NATIVE_MATCH_REJECT_MAX_ABS_UNITS = 2 ,
  PF_NATIVE_MATCH_REJECT_MAX_OPEN_LOTS = 3 ,
  PF_NATIVE_MATCH_REJECT_INITIAL_MARGIN = 4 ,
  PF_NATIVE_MATCH_REJECT_TERMS_UNRESOLVED = 5 ,
  PF_NATIVE_MATCH_REJECT_INVALID_TERMS = 6 ,
  PF_NATIVE_MATCH_REJECT_NO_OPPOSITE_EXPOSURE = 7 ,
  PF_NATIVE_MATCH_REJECT_HOST_PRECOMMIT = 8 ,
  PF_NATIVE_MATCH_REJECT_RISK_LIMIT = 9 ,
  PF_NATIVE_MATCH_REJECT_UNREPRESENTABLE_QUANTITY = 10
}
 Why a matching candidate was refused — native_order::MatchRejectReason: the reason of a PF_NATIVE_EVENT_MATCH_REJECTED row. More...
 
enum  pf_native_activation_t {
  PF_NATIVE_ACTIVATION_STOP = 0 ,
  PF_NATIVE_ACTIVATION_STOP_LIMIT = 1 ,
  PF_NATIVE_ACTIVATION_TRAIL_ARM = 2 ,
  PF_NATIVE_ACTIVATION_TRAIL_TRIGGER = 3
}
 Which trigger a price reached — native_order::ActivationKind: the reason of a PF_NATIVE_EVENT_ACTIVATED row. More...
 
enum  pf_native_origin_t {
  PF_NATIVE_ORIGIN_HOST = 0 ,
  PF_NATIVE_ORIGIN_KERNEL_LIQUIDATION = 1 ,
  PF_NATIVE_ORIGIN_KERNEL_RISK = 2
}
 Who issued a live request — native_order::RequestOrigin: pf_native_working_v1::origin. More...
 
enum  pf_native_failure_code_t {
  PF_NATIVE_FAILURE_NONE = 0 ,
  PF_NATIVE_FAILURE_INVALID_SPECIFICATION = 1 ,
  PF_NATIVE_FAILURE_CONTRACT = 2 ,
  PF_NATIVE_FAILURE_PREFLIGHT = 3 ,
  PF_NATIVE_FAILURE_UNSUPPORTED_SOURCE = 4 ,
  PF_NATIVE_FAILURE_CALLBACK_EXCEPTION = 5 ,
  PF_NATIVE_FAILURE_SETTLEMENT_FAILURE = 6 ,
  PF_NATIVE_FAILURE_ALLOCATION = 7 ,
  PF_NATIVE_FAILURE_COUNTER_EXHAUSTED = 8 ,
  PF_NATIVE_FAILURE_ABORTED = 9 ,
  PF_NATIVE_FAILURE_PROJECTION_MISMATCH = 10 ,
  PF_NATIVE_FAILURE_CALENDAR = 11 ,
  PF_NATIVE_FAILURE_UNEXPECTED = 12
}
 A run's durable first failure — NativeFailureCode: pf_native_state_v1::failure_code. More...
 
enum  pf_native_failure_operation_t {
  PF_NATIVE_OPERATION_NONE = 0 ,
  PF_NATIVE_OPERATION_CONFIGURE = 1 ,
  PF_NATIVE_OPERATION_BEGIN = 2 ,
  PF_NATIVE_OPERATION_COMMAND = 3 ,
  PF_NATIVE_OPERATION_INPUT = 4 ,
  PF_NATIVE_OPERATION_CALLBACK = 5 ,
  PF_NATIVE_OPERATION_SETTLEMENT = 6 ,
  PF_NATIVE_OPERATION_MUTATION = 7 ,
  PF_NATIVE_OPERATION_STREAM = 8
}
 Which operation was in flight when the failure latched — NativeFailureOperation: pf_native_state_v1::failure_operation. More...
 
enum  pf_native_run_phase_t {
  PF_NATIVE_PHASE_BATCH = 0 ,
  PF_NATIVE_PHASE_WARMUP = 1 ,
  PF_NATIVE_PHASE_REALTIME = 2
}
 Which driving a Running run is in — NativeRunPhase: pf_native_state_v1::phase. More...
 
enum  pf_native_completion_t {
  PF_NATIVE_COMPLETION_BATCH_COMPLETE = 0 ,
  PF_NATIVE_COMPLETION_STREAM_ENDED = 1
}
 How a Completed run ended — NativeCompletion: pf_native_state_v1::completion. More...
 
enum  pf_native_spec_error_t {
  PF_NATIVE_SPEC_ERROR_NONE = 0 ,
  PF_NATIVE_SPEC_ERROR_EMPTY_REQUIRED_STRING = 1 ,
  PF_NATIVE_SPEC_ERROR_EMBEDDED_NUL = 2 ,
  PF_NATIVE_SPEC_ERROR_INVALID_UTF8 = 3 ,
  PF_NATIVE_SPEC_ERROR_ZERO_RUN_NUMBER = 4 ,
  PF_NATIVE_SPEC_ERROR_INVALID_TIMEFRAME = 5 ,
  PF_NATIVE_SPEC_ERROR_INCOMPATIBLE_TIMEFRAMES = 6 ,
  PF_NATIVE_SPEC_ERROR_UNRESOLVED_TIMEZONE = 7 ,
  PF_NATIVE_SPEC_ERROR_INVALID_SESSION = 8 ,
  PF_NATIVE_SPEC_ERROR_NOT_FINITE_POSITIVE = 9 ,
  PF_NATIVE_SPEC_ERROR_SLIPPAGE_OUT_OF_RANGE = 10 ,
  PF_NATIVE_SPEC_ERROR_UNKNOWN_FEE_KIND = 11 ,
  PF_NATIVE_SPEC_ERROR_NOT_FINITE_NONNEGATIVE = 12 ,
  PF_NATIVE_SPEC_ERROR_UNKNOWN_CLOSE_EXECUTION = 13 ,
  PF_NATIVE_SPEC_ERROR_UNKNOWN_ABORT_REPORTING = 14 ,
  PF_NATIVE_SPEC_ERROR_UNKNOWN_OPEN_DIRECTIONS = 15 ,
  PF_NATIVE_SPEC_ERROR_ZERO_LOT_LIMIT = 16 ,
  PF_NATIVE_SPEC_ERROR_ALLOCATION_FAILURE = 17 ,
  PF_NATIVE_SPEC_ERROR_CALENDAR_FAILURE = 18 ,
  PF_NATIVE_SPEC_ERROR_INVALID_INTRABAR_PATH = 19 ,
  PF_NATIVE_SPEC_ERROR_UNKNOWN_INTRABAR_SAMPLE_ELIGIBILITY = 20 ,
  PF_NATIVE_SPEC_ERROR_INVALID_UNDETECTED_TIMEFRAME = 21 ,
  PF_NATIVE_SPEC_ERROR_UNKNOWN_SLOT_LABEL_POLICY = 22 ,
  PF_NATIVE_SPEC_ERROR_UNKNOWN_FEED_TOLERANCE = 23 ,
  PF_NATIVE_SPEC_ERROR_UNKNOWN_PATH_ORDER = 24 ,
  PF_NATIVE_SPEC_ERROR_UNKNOWN_REPORT_POLICY = 25 ,
  PF_NATIVE_SPEC_ERROR_UNKNOWN_PRICE_GRID = 26 ,
  PF_NATIVE_SPEC_ERROR_UNKNOWN_GRID_ROUNDING = 27 ,
  PF_NATIVE_SPEC_ERROR_GRID_REQUIRES_PRICE_TICK = 28 ,
  PF_NATIVE_SPEC_ERROR_INVALID_SUBSCRIPTION_TIMEFRAME = 29 ,
  PF_NATIVE_SPEC_ERROR_SUBSCRIPTION_FINER_THAN_INPUT = 30 ,
  PF_NATIVE_SPEC_ERROR_DUPLICATE_SUBSCRIPTION_TIMEFRAME = 31 ,
  PF_NATIVE_SPEC_ERROR_UNORDERED_SUBSCRIPTION_BARS = 32 ,
  PF_NATIVE_SPEC_ERROR_SUBSCRIPTION_WITHOUT_TIMEFRAME = 33 ,
  PF_NATIVE_SPEC_ERROR_MARGIN_MODEL_CONFLICT = 34 ,
  PF_NATIVE_SPEC_ERROR_UNKNOWN_LIQUIDATION_SIZING = 35 ,
  PF_NATIVE_SPEC_ERROR_UNKNOWN_LIQUIDATION_CHECK = 36 ,
  PF_NATIVE_SPEC_ERROR_UNKNOWN_MARGIN_EQUITY_BASIS = 37 ,
  PF_NATIVE_SPEC_ERROR_UNKNOWN_LIQUIDATION_LEVEL_BASE = 38 ,
  PF_NATIVE_SPEC_ERROR_UNKNOWN_CALCULATION_TRIGGER = 39 ,
  PF_NATIVE_SPEC_ERROR_UNKNOWN_OPEN_BAR_VIEW = 40 ,
  PF_NATIVE_SPEC_ERROR_UNKNOWN_RISK_DAY = 41 ,
  PF_NATIVE_SPEC_ERROR_UNKNOWN_RISK_ACTION = 42 ,
  PF_NATIVE_SPEC_ERROR_ZERO_RISK_LIMIT = 43 ,
  PF_NATIVE_SPEC_ERROR_MARGIN_SIDE_UNDECLARED = 44 ,
  PF_NATIVE_SPEC_ERROR_INVALID_AUXILIARY_FEED_TIMEFRAME = 45 ,
  PF_NATIVE_SPEC_ERROR_AUXILIARY_FEED_NOT_FINER_THAN_INPUT = 46 ,
  PF_NATIVE_SPEC_ERROR_UNORDERED_AUXILIARY_FEED_BARS = 47 ,
  PF_NATIVE_SPEC_ERROR_INVALID_AUXILIARY_FEED_BAR = 48 ,
  PF_NATIVE_SPEC_ERROR_AUXILIARY_FEED_WITHOUT_TIMEFRAME = 49 ,
  PF_NATIVE_SPEC_ERROR_UNKNOWN_SERIES_SOURCE = 50 ,
  PF_NATIVE_SPEC_ERROR_SUBSCRIPTION_WITHOUT_AUXILIARY_FEED = 51 ,
  PF_NATIVE_SPEC_ERROR_SUBSCRIPTION_FINER_THAN_AUXILIARY_FEED = 52 ,
  PF_NATIVE_SPEC_ERROR_WRONG_PHASE = 53 ,
  PF_NATIVE_SPEC_ERROR_UNKNOWN_EVENT_RETENTION = 54 ,
  PF_NATIVE_SPEC_ERROR_ABORTED_HOST_NO_REUSABLE_RUN_SPEC = 55 ,
  PF_NATIVE_SPEC_ERROR_SESSION_KEY_CHANGED_ON_REUSE = 56 ,
  PF_NATIVE_SPEC_ERROR_RUN_NUMBER_NOT_ABOVE_CONSUMED_HIGH_WATER = 57 ,
  PF_NATIVE_SPEC_ERROR_INVALID_INSTRUMENT_FEED_TIMEFRAME = 58 ,
  PF_NATIVE_SPEC_ERROR_DUPLICATE_INSTRUMENT_FEED = 59 ,
  PF_NATIVE_SPEC_ERROR_UNORDERED_INSTRUMENT_FEED_BARS = 60 ,
  PF_NATIVE_SPEC_ERROR_INVALID_INSTRUMENT_FEED_BAR = 61 ,
  PF_NATIVE_SPEC_ERROR_INVALID_INSTRUMENT_FEED_CLOSE = 62 ,
  PF_NATIVE_SPEC_ERROR_INVALID_INSTRUMENT_FEED_COLUMN = 63 ,
  PF_NATIVE_SPEC_ERROR_SUBSCRIPTION_WITHOUT_INSTRUMENT_FEED = 64 ,
  PF_NATIVE_SPEC_ERROR_INSTRUMENT_SUBSCRIPTION_BARS = 65 ,
  PF_NATIVE_SPEC_ERROR_INSTRUMENT_ON_NON_INSTRUMENT_SERIES = 66
}
 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. More...
 
enum  pf_native_spec_field_t {
  PF_NATIVE_SPEC_FIELD_NONE = 0 ,
  PF_NATIVE_SPEC_FIELD_SESSION_KEY = 1 ,
  PF_NATIVE_SPEC_FIELD_RUN_NUMBER = 2 ,
  PF_NATIVE_SPEC_FIELD_INPUT_TIMEFRAME = 3 ,
  PF_NATIVE_SPEC_FIELD_SCRIPT_TIMEFRAME = 4 ,
  PF_NATIVE_SPEC_FIELD_TICKER = 5 ,
  PF_NATIVE_SPEC_FIELD_TICKER_ID = 6 ,
  PF_NATIVE_SPEC_FIELD_TYPE = 7 ,
  PF_NATIVE_SPEC_FIELD_CURRENCY = 8 ,
  PF_NATIVE_SPEC_FIELD_BASE_CURRENCY = 9 ,
  PF_NATIVE_SPEC_FIELD_DESCRIPTION = 10 ,
  PF_NATIVE_SPEC_FIELD_VOLUME_TYPE = 11 ,
  PF_NATIVE_SPEC_FIELD_TIMEZONE = 12 ,
  PF_NATIVE_SPEC_FIELD_SESSION = 13 ,
  PF_NATIVE_SPEC_FIELD_CHART_TIMEZONE = 14 ,
  PF_NATIVE_SPEC_FIELD_INITIAL_CAPITAL = 15 ,
  PF_NATIVE_SPEC_FIELD_POINT_VALUE = 16 ,
  PF_NATIVE_SPEC_FIELD_ACCOUNT_FX = 17 ,
  PF_NATIVE_SPEC_FIELD_PRICE_TICK = 18 ,
  PF_NATIVE_SPEC_FIELD_SLIPPAGE_TICKS = 19 ,
  PF_NATIVE_SPEC_FIELD_FEE_KIND = 20 ,
  PF_NATIVE_SPEC_FIELD_FEE_VALUE = 21 ,
  PF_NATIVE_SPEC_FIELD_QUANTITY_GRID = 22 ,
  PF_NATIVE_SPEC_FIELD_CLOSE_EXECUTION = 23 ,
  PF_NATIVE_SPEC_FIELD_ABORT_REPORTING = 24 ,
  PF_NATIVE_SPEC_FIELD_MAX_ABS_UNITS = 25 ,
  PF_NATIVE_SPEC_FIELD_MAX_OPEN_LOTS = 26 ,
  PF_NATIVE_SPEC_FIELD_ALLOWED_OPEN_DIRECTIONS = 27 ,
  PF_NATIVE_SPEC_FIELD_INITIAL_MARGIN_FRACTION = 28 ,
  PF_NATIVE_SPEC_FIELD_INTRABAR_TIMEFRAME = 29 ,
  PF_NATIVE_SPEC_FIELD_INTRABAR_SAMPLES = 30 ,
  PF_NATIVE_SPEC_FIELD_INTRABAR_DISTRIBUTION = 31 ,
  PF_NATIVE_SPEC_FIELD_INTRABAR_VOLUME_SAMPLES = 32 ,
  PF_NATIVE_SPEC_FIELD_INTRABAR_SAMPLE_ELIGIBILITY = 33 ,
  PF_NATIVE_SPEC_FIELD_TIMEFRAME_UNDETECTED = 34 ,
  PF_NATIVE_SPEC_FIELD_SLOT_LABEL_POLICY = 35 ,
  PF_NATIVE_SPEC_FIELD_FEED_TOLERANCE = 36 ,
  PF_NATIVE_SPEC_FIELD_PATH_ORDER = 37 ,
  PF_NATIVE_SPEC_FIELD_REPORT_POLICY = 38 ,
  PF_NATIVE_SPEC_FIELD_PRICE_GRID = 39 ,
  PF_NATIVE_SPEC_FIELD_GRID_ROUNDING = 40 ,
  PF_NATIVE_SPEC_FIELD_SUBSCRIPTION_TIMEFRAME = 41 ,
  PF_NATIVE_SPEC_FIELD_SUBSCRIPTION_BARS = 42 ,
  PF_NATIVE_SPEC_FIELD_MARGIN_MODEL = 43 ,
  PF_NATIVE_SPEC_FIELD_MARGIN_INITIAL = 44 ,
  PF_NATIVE_SPEC_FIELD_MARGIN_MAINTENANCE = 45 ,
  PF_NATIVE_SPEC_FIELD_MARGIN_SIZING = 46 ,
  PF_NATIVE_SPEC_FIELD_MARGIN_SHORTFALL_MULTIPLE = 47 ,
  PF_NATIVE_SPEC_FIELD_MARGIN_MIN_UNITS = 48 ,
  PF_NATIVE_SPEC_FIELD_MARGIN_CHECK = 49 ,
  PF_NATIVE_SPEC_FIELD_MARGIN_EQUITY_BASIS = 50 ,
  PF_NATIVE_SPEC_FIELD_MARGIN_LEVEL_BASE = 51 ,
  PF_NATIVE_SPEC_FIELD_CALCULATION = 52 ,
  PF_NATIVE_SPEC_FIELD_OPEN_BAR_VIEW = 53 ,
  PF_NATIVE_SPEC_FIELD_RISK_LIMITS = 54 ,
  PF_NATIVE_SPEC_FIELD_RISK_DRAWDOWN = 55 ,
  PF_NATIVE_SPEC_FIELD_RISK_INTRADAY_LOSS = 56 ,
  PF_NATIVE_SPEC_FIELD_RISK_LOSS_DAYS = 57 ,
  PF_NATIVE_SPEC_FIELD_RISK_FILLS_PER_DAY = 58 ,
  PF_NATIVE_SPEC_FIELD_RISK_DAY_BASIS = 59 ,
  PF_NATIVE_SPEC_FIELD_RISK_ACTION = 60 ,
  PF_NATIVE_SPEC_FIELD_AUXILIARY_FEED_TIMEFRAME = 61 ,
  PF_NATIVE_SPEC_FIELD_AUXILIARY_FEED_BARS = 62 ,
  PF_NATIVE_SPEC_FIELD_SUBSCRIPTION_SOURCE = 63 ,
  PF_NATIVE_SPEC_FIELD_EVENT_RETENTION = 64 ,
  PF_NATIVE_SPEC_FIELD_QUANTITY_TOLERANCE = 65 ,
  PF_NATIVE_SPEC_FIELD_INSTRUMENT_FEED_INSTRUMENT = 66 ,
  PF_NATIVE_SPEC_FIELD_INSTRUMENT_FEED_TIMEFRAME = 67 ,
  PF_NATIVE_SPEC_FIELD_INSTRUMENT_FEED_BARS = 68 ,
  PF_NATIVE_SPEC_FIELD_INSTRUMENT_FEED_CLOSE = 69 ,
  PF_NATIVE_SPEC_FIELD_INSTRUMENT_FEED_COLUMNS = 70 ,
  PF_NATIVE_SPEC_FIELD_SUBSCRIPTION_INSTRUMENT = 71
}
 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. More...
 
enum  pf_native_append_error_t {
  PF_NATIVE_APPEND_ERROR_NONE = 0 ,
  PF_NATIVE_APPEND_ERROR_HOST_FAILED = 1 ,
  PF_NATIVE_APPEND_ERROR_REENTRANT = 2 ,
  PF_NATIVE_APPEND_ERROR_NOT_REALTIME = 3 ,
  PF_NATIVE_APPEND_ERROR_NO_AUXILIARY_FEED = 4 ,
  PF_NATIVE_APPEND_ERROR_INVALID_BAR_ARRAY = 5 ,
  PF_NATIVE_APPEND_ERROR_INVALID_BAR = 6 ,
  PF_NATIVE_APPEND_ERROR_UNORDERED_BARS = 7 ,
  PF_NATIVE_APPEND_ERROR_INPUT_PERIOD_ALREADY_ACCEPTED = 8 ,
  PF_NATIVE_APPEND_ERROR_ALLOCATION_FAILURE = 9
}
 Why an append was refused — NativeAuxiliaryAppendError: the error out-parameter of strategy_native_append_auxiliary_bars_ext_v1. More...
 
enum  pf_native_opening_shape_t {
  PF_NATIVE_OPENING_SHAPE_TRANSACT = 0 ,
  PF_NATIVE_OPENING_SHAPE_REVERSE_TO = 1 ,
  PF_NATIVE_OPENING_SHAPE_CLOSE_OPPOSITE = 2
}
 How an opening settles against an opposite book — native_order::OpeningShape, pf_native_terms_v1::shape. More...
 
enum  pf_native_candidate_price_t {
  PF_NATIVE_CANDIDATE_PRICE_POINT_PRICE = 0 ,
  PF_NATIVE_CANDIDATE_PRICE_TRIGGER_LEVEL = 1 ,
  PF_NATIVE_CANDIDATE_PRICE_CURRENT_QUOTE = 2
}
 Which price a matching candidate is at — native_order::NativeCandidatePriceKind, pf_native_terms_view_v1::price_kind. More...
 
enum  pf_native_driver_class_t {
  PF_NATIVE_DRIVER_CLASS_OBSERVED_PRINT = 0 ,
  PF_NATIVE_DRIVER_CLASS_CARRIED_OPEN = 1 ,
  PF_NATIVE_DRIVER_CLASS_TICK_AFTER_CALCULATION = 2 ,
  PF_NATIVE_DRIVER_CLASS_CONFIRMED_OPEN = 3 ,
  PF_NATIVE_DRIVER_CLASS_CONFIRMED_EXCURSION = 4 ,
  PF_NATIVE_DRIVER_CLASS_CONFIRMED_AFTER_CALCULATION_CLOSE = 5 ,
  PF_NATIVE_DRIVER_CLASS_CURRENT_EXECUTION = 6
}
 Which kind of driver point a candidate matched at — native_order::DriverEligibilityClass, pf_native_terms_view_v1::driver_class. More...
 
enum  pf_native_plan_t {
  PF_NATIVE_PLAN_FLATTEN = 0 ,
  PF_NATIVE_PLAN_REDUCE = 1 ,
  PF_NATIVE_PLAN_TRANSACT = 2 ,
  PF_NATIVE_PLAN_REVERSE_TO = 3
}
 The settlement shape an execution is about to take — the alternative of native_order::ExecutionPlan, pf_native_precommit_view_v1::plan. More...
 
enum  pf_native_precommit_verdict_t {
  PF_NATIVE_PRECOMMIT_ADMIT = 0 ,
  PF_NATIVE_PRECOMMIT_REFUSE = 1 ,
  PF_NATIVE_PRECOMMIT_ADMIT_WITH_HOST_MARGIN = 2
}
 What pf_native_callbacks_v1::on_precommit answers — NativePrecommitVerdict. More...
 
enum  pf_native_anchored_trigger_t {
  PF_NATIVE_ANCHORED_TRIGGER_LIMIT = 0 ,
  PF_NATIVE_ANCHORED_TRIGGER_STOP = 1 ,
  PF_NATIVE_ANCHORED_TRIGGER_TRAIL_ARM = 2
}
 Which trigger of an anchored leg the owner's fill supplies — NativeAnchoredTrigger, pf_native_anchored_level_view_v1::trigger. More...
 

Detailed Description

Every value below is the exact integer of the C++ alternative it names, pinned by static_asserts in src/native_c_host.cpp.

Enumeration Type Documentation

◆ 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 

intent_value signed units.

PF_NATIVE_INTENT_REVERSE_TO 

intent_value target signed exposure.

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.

◆ pf_native_reduction_t

Reduction size — the alternative index of native_order::ReductionSize.

Enumerator
PF_NATIVE_REDUCE_EXPLICIT_UNITS 

intent_value units.

PF_NATIVE_REDUCE_OWNER_OPENED 

Exactly what the owner opened.

PF_NATIVE_REDUCE_SCOPE_FRACTION 

intent_value fraction in (0, 1].

Definition at line 358 of file native_c_api.h.

◆ pf_native_scope_claim_t

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.

◆ 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.

◆ pf_native_size_basis_t

Sizing basis — the alternative index of native_order::SizeBasis.

Enumerator
PF_NATIVE_SIZE_BASIS_CASH 

intent_value account-currency cash.

PF_NATIVE_SIZE_BASIS_EQUITY_FRACTION 

intent_value fraction of marked equity.

Definition at line 377 of file native_c_api.h.

◆ pf_native_size_time_t

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.

◆ pf_native_grid_policy_t

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.

◆ pf_native_trigger_t

Trigger — the alternative index of native_order::Trigger.

Enumerator
PF_NATIVE_TRIGGER_MARKET 

p1, p2 ignored.

PF_NATIVE_TRIGGER_LIMIT 

p1 = price; fill_through makes it market-if-touched.

PF_NATIVE_TRIGGER_STOP 

p1 = price.

PF_NATIVE_TRIGGER_STOP_LIMIT 

p1 = stop, p2 = limit.

PF_NATIVE_TRIGGER_TRAIL 

p1 = offset, p2 = arm price when trail_has_arm_price; trail_best_seed when trail_has_best_seed.

Definition at line 395 of file native_c_api.h.

◆ 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 + anchor_offset (signed).

Definition at line 405 of file native_c_api.h.

◆ pf_native_anchor_rounding_t

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.

Enumerator
PF_NATIVE_ANCHOR_ROUNDING_RAW 

fill + offset exactly.

PF_NATIVE_ANCHOR_ROUNDING_HALF_UP 

Nearest tick, ties away from zero.

PF_NATIVE_ANCHOR_ROUNDING_DIRECTIONAL 

Toward the region the leg needs.

Definition at line 413 of file native_c_api.h.

◆ pf_native_arm_visibility_t

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.

◆ pf_native_arm_first_match_t

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.

◆ pf_native_arm_scope_t

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.

◆ 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 

capacity_units per matching point.

Definition at line 456 of file native_c_api.h.

◆ 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 owner_incarnations.

PF_NATIVE_OWNER_BIND_OPENING 

One opening + owner_cycle.

PF_NATIVE_OWNER_BIND_OPENINGS 

owner_n openings + owner_cycle.

PF_NATIVE_OWNER_BIND_COHORT 

cohort from strategy_native_cohort_open_v1.

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.

◆ pf_native_group_t

Group — the alternative index of native_order::Group.

Enumerator
PF_NATIVE_GROUP_NONE 
PF_NATIVE_GROUP_MEMBER 

group_id, group_cohort, group_effect.

Definition at line 477 of file native_c_api.h.

◆ pf_native_group_effect_t

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.

◆ pf_native_request_field_t

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.

◆ pf_native_price_rule_t

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.

◆ pf_native_execute_outcome_t

Outcome of strategy_native_execute_current_v1 (non-negative returns).

Enumerator
PF_NATIVE_EXECUTED_APPLIED 

An execution was applied.

PF_NATIVE_EXECUTED_NO_EFFECT 

Legal, nothing to execute.

PF_NATIVE_EXECUTED_MATCH_REJECTED 

Terms/admission rejected it.

PF_NATIVE_EXECUTED_CANCELLED 

The request was cancelled instead.

Definition at line 506 of file native_c_api.h.

◆ 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.

Enumerator
PF_NATIVE_REFUSAL_NO_EXECUTION_CONTEXT 
PF_NATIVE_REFUSAL_REENTRANT 
PF_NATIVE_REFUSAL_INVALID_HANDLE 
PF_NATIVE_REFUSAL_NOT_WORKING 
PF_NATIVE_REFUSAL_NOT_ACCEPTED_IN_CALLBACK 
PF_NATIVE_REFUSAL_UNSUPPORTED_REQUEST 
PF_NATIVE_REFUSAL_UNREADY_OWNER 
PF_NATIVE_REFUSAL_INVALID_SELECTION 
PF_NATIVE_REFUSAL_CONFIGURATION_MISMATCH 

Definition at line 516 of file native_c_api.h.

◆ pf_native_lifecycle_t

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.

◆ pf_native_event_kind_t

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.

Enumerator
PF_NATIVE_EVENT_ACCEPTED 
PF_NATIVE_EVENT_REJECTED 
PF_NATIVE_EVENT_REPLACED 
PF_NATIVE_EVENT_REPLACE_REJECTED 
PF_NATIVE_EVENT_CANCELLED 
PF_NATIVE_EVENT_NOT_WORKING 
PF_NATIVE_EVENT_INVALID_HANDLE 
PF_NATIVE_EVENT_NO_EFFECT 
PF_NATIVE_EVENT_MATCH_REJECTED 
PF_NATIVE_EVENT_APPLIED 
PF_NATIVE_EVENT_CLOSE_BOUND 
PF_NATIVE_EVENT_ACTIVATED 
PF_NATIVE_EVENT_RESERVATION_REDUCED 
PF_NATIVE_EVENT_DEFERRED_GROUP 
PF_NATIVE_EVENT_QUANTITY_BOUND 
PF_NATIVE_EVENT_ARMED 
PF_NATIVE_EVENT_TERMS_RESOLVED 
PF_NATIVE_EVENT_MARGIN_CALL 
PF_NATIVE_EVENT_DRIVER_POINT 
PF_NATIVE_EVENT_ACCOUNT 
PF_NATIVE_EVENT_RISK 

Definition at line 550 of file native_c_api.h.

◆ pf_native_risk_limit_t

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.

◆ 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.

◆ pf_native_risk_action_t

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.

◆ pf_native_remaining_t

Remaining projection of a live request — native_order::RemainingProjection.

Enumerator
PF_NATIVE_REMAINING_UNBOUND 
PF_NATIVE_REMAINING_FLATTEN_ALL 
PF_NATIVE_REMAINING_UNITS 

remaining_units is meaningful.

PF_NATIVE_REMAINING_DEFERRED 
PF_NATIVE_REMAINING_NO_TARGET 

Definition at line 602 of file native_c_api.h.

◆ pf_native_trigger_state_t

Trigger state of a live request — native_order::TriggerState.

Enumerator
PF_NATIVE_TRIGGER_STATE_MARKET_READY 
PF_NATIVE_TRIGGER_STATE_LIMIT_READY 
PF_NATIVE_TRIGGER_STATE_STOP_IDLE 
PF_NATIVE_TRIGGER_STATE_STOP_ACTIVE 
PF_NATIVE_TRIGGER_STATE_STOP_LIMIT_PENDING 
PF_NATIVE_TRIGGER_STATE_STOP_LIMIT_LIVE 
PF_NATIVE_TRIGGER_STATE_TRAIL_WAIT_ARM 
PF_NATIVE_TRIGGER_STATE_TRAIL_TRACK 
PF_NATIVE_TRIGGER_STATE_TRAIL_ACTIVE 

Definition at line 611 of file native_c_api.h.

◆ 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.

Enumerator
PF_NATIVE_FEE_PERCENT 

fee_value percent of |units| × price × point value × account FX (the default).

PF_NATIVE_FEE_CASH_PER_UNIT 

fee_value account currency per unit.

PF_NATIVE_FEE_CASH_PER_EXECUTION 

fee_value account currency per execution.

Definition at line 625 of file native_c_api.h.

◆ pf_native_close_execution_t

When a request born at a script calculation may first match — NativeCloseExecution, the close_execution word of pf_native_run_spec_v1.

Enumerator
PF_NATIVE_CLOSE_EXECUTION_NEXT_ELIGIBLE_POINT 

A later eligible point — the next modeled opening, an observed print or a carried open — never the bar's presented prices (the default).

PF_NATIVE_CLOSE_EXECUTION_AFTER_CALCULATION 

Also a modeled close point right after that calculation.

Definition at line 635 of file native_c_api.h.

◆ pf_native_open_directions_t

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.

◆ pf_native_report_policy_t

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.

Enumerator
PF_NATIVE_REPORT_HOST_RECORDED 

The host's; the kernel appends no point (the default).

PF_NATIVE_REPORT_KERNEL_RECORDED 

One equity point per script calculation; report_open_position_at_end applies.

Definition at line 667 of file native_c_api.h.

◆ pf_native_price_grid_t

A generic instrument price grid — NativePriceGrid, the price_grid word of pf_native_run_spec_ext_v1.

Both quantizing values need price_tick > 0.

Enumerator
PF_NATIVE_PRICE_GRID_NONE 

Every price booked as the path presents it (the default).

PF_NATIVE_PRICE_GRID_QUANTIZE_FILLS 

Each fill booked on the tick ladder.

PF_NATIVE_PRICE_GRID_QUANTIZE_FILLS_AND_TRIGGERS 

And each resting trigger tested against the quantized path.

Definition at line 677 of file native_c_api.h.

◆ pf_native_grid_rounding_t

How a quantizing grid rounds — NativeGridRounding, the grid_rounding word of pf_native_run_spec_ext_v1, read beside price_grid.

Enumerator
PF_NATIVE_GRID_ROUNDING_HALF_UP 

The nearest tick, ties away from zero (the default).

PF_NATIVE_GRID_ROUNDING_DIRECTIONAL 

Toward the region the order needs: a buy limit down and a sell limit up, a stop the other way, a market fill to its adverse side.

Definition at line 690 of file native_c_api.h.

◆ pf_native_calc_trigger_t

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.

Enumerator
PF_NATIVE_CALC_TRIGGER_BAR_CLOSE 

Once per script bar, at its close (the default).

PF_NATIVE_CALC_TRIGGER_BAR_CLOSE_AND_FILLS 

And at each applied execution's cursor, bounded by max_recalculations_per_point.

PF_NATIVE_CALC_TRIGGER_EVERY_MODELED_POINT 

And at every modeled point and every observed print.

Definition at line 702 of file native_c_api.h.

◆ pf_native_open_bar_view_t

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.

◆ pf_native_liquidation_sizing_t

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.

Enumerator
PF_NATIVE_LIQUIDATION_SIZING_RESTORE_MINIMUM 

The fewest units that restore the requirement at the sizing mark (the default).

PF_NATIVE_LIQUIDATION_SIZING_SHORTFALL_MULTIPLE 

That restore times margin_shortfall_multiple.

PF_NATIVE_LIQUIDATION_SIZING_FLATTEN 

The whole position.

Definition at line 725 of file native_c_api.h.

◆ pf_native_spec_ext_mask_t

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 (event_retention).

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 (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.

◆ pf_native_event_retention_t

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.

◆ pf_native_series_source_t

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.

◆ pf_native_lookahead_t

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.

◆ 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.

◆ pf_native_size_price_t

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.

◆ pf_native_scope_basis_t

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.

◆ pf_native_liquidation_check_t

When the kernel tests the maintenance requirement — NativeLiquidationCheck, the margin_check field of pf_native_run_spec_ext_v1.

Enumerator
PF_NATIVE_LIQUIDATION_PATH_ADVERSE_EXTREME 

Solve and rest at the level.

PF_NATIVE_LIQUIDATION_CALCULATION_ONLY 

Test the mark; rest nothing.

PF_NATIVE_LIQUIDATION_PATH_ADVERSE_EXTREME_MARK 

Rest AT the adverse mark.

Definition at line 849 of file native_c_api.h.

◆ pf_native_margin_equity_basis_t

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.

◆ pf_native_margin_level_base_t

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.

◆ pf_native_intrabar_kind_t

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.

◆ pf_native_sample_eligibility_t

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.

◆ pf_native_slot_label_t

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.

◆ pf_native_feed_tolerance_t

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.

Enumerator
PF_NATIVE_FEED_TOLERANCE_NONE 
PF_NATIVE_FEED_TOLERANCE_BATCH_STRUCTURAL 

Finite OHLC need not be positive; NaN volume means unavailable.

PF_NATIVE_FEED_TOLERANCE_WARMUP_NONNEGATIVE 

Stream warmups admit finite, non-negative interim OHLC.

Definition at line 899 of file native_c_api.h.

◆ pf_native_path_order_t

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.

◆ pf_native_abort_reporting_t

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.

◆ pf_native_calc_reason_t

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.

Enumerator
PF_NATIVE_CALC_BAR_CLOSE 

The script bar's own calculation; cause NULL.

PF_NATIVE_CALC_ORDER_FILL 

At an applied execution's cursor; cause is it.

PF_NATIVE_CALC_TICK 

At a modeled point or print; cause NULL.

PF_NATIVE_CALC_SUB_BAR 

Reserved; see on_sub_bar.

Definition at line 926 of file native_c_api.h.

◆ pf_native_margin_check_kind_t

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.

◆ 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.

◆ pf_native_opened_lot_fill_point_t

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.

◆ pf_native_price_provenance_t

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.

◆ pf_native_path_phase_t

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.

◆ pf_native_completion_kind_t

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.

Enumerator
PF_NATIVE_COMPLETION_KIND_CONFIRMED 

Its own last contributing bar.

PF_NATIVE_COMPLETION_KIND_LAZY_COMPLETE 

The NEXT interval's first input: a session-clipped bar, or a hole over the last slot.

PF_NATIVE_COMPLETION_KIND_SESSION_SHORTENED 

The session close clipped it.

PF_NATIVE_COMPLETION_KIND_PARTIAL_FINALIZED 

A stream end finalized a forming observed slot.

Definition at line 1023 of file native_c_api.h.

◆ pf_native_quote_kind_t

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.

◆ pf_native_terminal_reason_t

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.

◆ pf_native_reject_reason_t

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.

Enumerator
PF_NATIVE_REJECT_INVALID_QUANTITY 
PF_NATIVE_REJECT_OFF_GRID 
PF_NATIVE_REJECT_INVALID_TRIGGER 
PF_NATIVE_REJECT_INVALID_CAPACITY 
PF_NATIVE_REJECT_INVALID_OWNER 
PF_NATIVE_REJECT_INVALID_QUANTITY_BASIS 
PF_NATIVE_REJECT_INVALID_GROUP 
PF_NATIVE_REJECT_PLACEMENT_ADMISSION 

A SIZED request resolved at acceptance that the run's opening admission refuses at the sizing price.

Definition at line 1054 of file native_c_api.h.

◆ pf_native_cancel_reason_t

Why a live request left the book unfilled — native_order::CancelReason: the reason of a PF_NATIVE_EVENT_CANCELLED row.

Enumerator
PF_NATIVE_CANCEL_USER 

The host's own cancel.

PF_NATIVE_CANCEL_GROUP 

A group sibling's fill withdrew it.

PF_NATIVE_CANCEL_OWNER_GONE 

Its owner left the book first.

PF_NATIVE_CANCEL_UNSUPPORTED_RELATION 
PF_NATIVE_CANCEL_SUPERSEDED 

A kernel-originated request the kernel itself withdrew: its level or units moved, or the breach is over.

Definition at line 1069 of file native_c_api.h.

◆ pf_native_match_reject_t

Why a matching candidate was refused — native_order::MatchRejectReason: the reason of a PF_NATIVE_EVENT_MATCH_REJECTED row.

Enumerator
PF_NATIVE_MATCH_REJECT_NONPOSITIVE_PRICE 
PF_NATIVE_MATCH_REJECT_OPENING_DIRECTION 

allowed_open_directions.

PF_NATIVE_MATCH_REJECT_MAX_ABS_UNITS 
PF_NATIVE_MATCH_REJECT_MAX_OPEN_LOTS 
PF_NATIVE_MATCH_REJECT_INITIAL_MARGIN 
PF_NATIVE_MATCH_REJECT_TERMS_UNRESOLVED 
PF_NATIVE_MATCH_REJECT_INVALID_TERMS 
PF_NATIVE_MATCH_REJECT_NO_OPPOSITE_EXPOSURE 
PF_NATIVE_MATCH_REJECT_HOST_PRECOMMIT 
PF_NATIVE_MATCH_REJECT_RISK_LIMIT 

An opening refused while a risk limit blocks.

PF_NATIVE_MATCH_REJECT_UNREPRESENTABLE_QUANTITY 

A quantity the settlement cannot book exactly on this book: the request ends, nothing moves and the run goes on.

Definition at line 1081 of file native_c_api.h.

◆ pf_native_activation_t

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.

◆ 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.

◆ pf_native_failure_code_t

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.

Enumerator
PF_NATIVE_FAILURE_NONE 
PF_NATIVE_FAILURE_INVALID_SPECIFICATION 

A spec refused at configure.

PF_NATIVE_FAILURE_CONTRACT 

A lifecycle misuse.

PF_NATIVE_FAILURE_PREFLIGHT 

A bar array the driver refused.

PF_NATIVE_FAILURE_UNSUPPORTED_SOURCE 
PF_NATIVE_FAILURE_CALLBACK_EXCEPTION 

A callback returned non-zero.

PF_NATIVE_FAILURE_SETTLEMENT_FAILURE 
PF_NATIVE_FAILURE_ALLOCATION 
PF_NATIVE_FAILURE_COUNTER_EXHAUSTED 
PF_NATIVE_FAILURE_ABORTED 

A cooperative abort.

PF_NATIVE_FAILURE_PROJECTION_MISMATCH 
PF_NATIVE_FAILURE_CALENDAR 
PF_NATIVE_FAILURE_UNEXPECTED 

Definition at line 1120 of file native_c_api.h.

◆ pf_native_failure_operation_t

Which operation was in flight when the failure latched — NativeFailureOperation: pf_native_state_v1::failure_operation.

Enumerator
PF_NATIVE_OPERATION_NONE 
PF_NATIVE_OPERATION_CONFIGURE 
PF_NATIVE_OPERATION_BEGIN 
PF_NATIVE_OPERATION_COMMAND 
PF_NATIVE_OPERATION_INPUT 
PF_NATIVE_OPERATION_CALLBACK 
PF_NATIVE_OPERATION_SETTLEMENT 
PF_NATIVE_OPERATION_MUTATION 
PF_NATIVE_OPERATION_STREAM 

Definition at line 1138 of file native_c_api.h.

◆ pf_native_run_phase_t

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.

◆ pf_native_completion_t

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.

◆ pf_native_spec_error_t

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 

feed_tolerance: the kernel's legacy_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 event_retention word outside pf_native_event_retention_t.

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.

◆ pf_native_spec_field_t

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.

Enumerator
PF_NATIVE_SPEC_FIELD_NONE 

Not about one field.

PF_NATIVE_SPEC_FIELD_SESSION_KEY 
PF_NATIVE_SPEC_FIELD_RUN_NUMBER 
PF_NATIVE_SPEC_FIELD_INPUT_TIMEFRAME 
PF_NATIVE_SPEC_FIELD_SCRIPT_TIMEFRAME 
PF_NATIVE_SPEC_FIELD_TICKER 
PF_NATIVE_SPEC_FIELD_TICKER_ID 
PF_NATIVE_SPEC_FIELD_TYPE 
PF_NATIVE_SPEC_FIELD_CURRENCY 
PF_NATIVE_SPEC_FIELD_BASE_CURRENCY 
PF_NATIVE_SPEC_FIELD_DESCRIPTION 
PF_NATIVE_SPEC_FIELD_VOLUME_TYPE 
PF_NATIVE_SPEC_FIELD_TIMEZONE 
PF_NATIVE_SPEC_FIELD_SESSION 
PF_NATIVE_SPEC_FIELD_CHART_TIMEZONE 
PF_NATIVE_SPEC_FIELD_INITIAL_CAPITAL 
PF_NATIVE_SPEC_FIELD_POINT_VALUE 
PF_NATIVE_SPEC_FIELD_ACCOUNT_FX 
PF_NATIVE_SPEC_FIELD_PRICE_TICK 
PF_NATIVE_SPEC_FIELD_SLIPPAGE_TICKS 
PF_NATIVE_SPEC_FIELD_FEE_KIND 
PF_NATIVE_SPEC_FIELD_FEE_VALUE 
PF_NATIVE_SPEC_FIELD_QUANTITY_GRID 
PF_NATIVE_SPEC_FIELD_CLOSE_EXECUTION 
PF_NATIVE_SPEC_FIELD_ABORT_REPORTING 
PF_NATIVE_SPEC_FIELD_MAX_ABS_UNITS 
PF_NATIVE_SPEC_FIELD_MAX_OPEN_LOTS 
PF_NATIVE_SPEC_FIELD_ALLOWED_OPEN_DIRECTIONS 
PF_NATIVE_SPEC_FIELD_INITIAL_MARGIN_FRACTION 
PF_NATIVE_SPEC_FIELD_INTRABAR_TIMEFRAME 
PF_NATIVE_SPEC_FIELD_INTRABAR_SAMPLES 
PF_NATIVE_SPEC_FIELD_INTRABAR_DISTRIBUTION 
PF_NATIVE_SPEC_FIELD_INTRABAR_VOLUME_SAMPLES 
PF_NATIVE_SPEC_FIELD_INTRABAR_SAMPLE_ELIGIBILITY 
PF_NATIVE_SPEC_FIELD_TIMEFRAME_UNDETECTED 
PF_NATIVE_SPEC_FIELD_SLOT_LABEL_POLICY 
PF_NATIVE_SPEC_FIELD_FEED_TOLERANCE 

feed_tolerance: the kernel's legacy_tolerance.

PF_NATIVE_SPEC_FIELD_PATH_ORDER 
PF_NATIVE_SPEC_FIELD_REPORT_POLICY 
PF_NATIVE_SPEC_FIELD_PRICE_GRID 
PF_NATIVE_SPEC_FIELD_GRID_ROUNDING 
PF_NATIVE_SPEC_FIELD_SUBSCRIPTION_TIMEFRAME 
PF_NATIVE_SPEC_FIELD_SUBSCRIPTION_BARS 
PF_NATIVE_SPEC_FIELD_MARGIN_MODEL 
PF_NATIVE_SPEC_FIELD_MARGIN_INITIAL 
PF_NATIVE_SPEC_FIELD_MARGIN_MAINTENANCE 
PF_NATIVE_SPEC_FIELD_MARGIN_SIZING 
PF_NATIVE_SPEC_FIELD_MARGIN_SHORTFALL_MULTIPLE 
PF_NATIVE_SPEC_FIELD_MARGIN_MIN_UNITS 
PF_NATIVE_SPEC_FIELD_MARGIN_CHECK 
PF_NATIVE_SPEC_FIELD_MARGIN_EQUITY_BASIS 
PF_NATIVE_SPEC_FIELD_MARGIN_LEVEL_BASE 
PF_NATIVE_SPEC_FIELD_CALCULATION 
PF_NATIVE_SPEC_FIELD_OPEN_BAR_VIEW 
PF_NATIVE_SPEC_FIELD_RISK_LIMITS 
PF_NATIVE_SPEC_FIELD_RISK_DRAWDOWN 
PF_NATIVE_SPEC_FIELD_RISK_INTRADAY_LOSS 
PF_NATIVE_SPEC_FIELD_RISK_LOSS_DAYS 
PF_NATIVE_SPEC_FIELD_RISK_FILLS_PER_DAY 
PF_NATIVE_SPEC_FIELD_RISK_DAY_BASIS 
PF_NATIVE_SPEC_FIELD_RISK_ACTION 
PF_NATIVE_SPEC_FIELD_AUXILIARY_FEED_TIMEFRAME 
PF_NATIVE_SPEC_FIELD_AUXILIARY_FEED_BARS 
PF_NATIVE_SPEC_FIELD_SUBSCRIPTION_SOURCE 
PF_NATIVE_SPEC_FIELD_EVENT_RETENTION 
PF_NATIVE_SPEC_FIELD_QUANTITY_TOLERANCE 
PF_NATIVE_SPEC_FIELD_INSTRUMENT_FEED_INSTRUMENT 
PF_NATIVE_SPEC_FIELD_INSTRUMENT_FEED_TIMEFRAME 
PF_NATIVE_SPEC_FIELD_INSTRUMENT_FEED_BARS 
PF_NATIVE_SPEC_FIELD_INSTRUMENT_FEED_CLOSE 
PF_NATIVE_SPEC_FIELD_INSTRUMENT_FEED_COLUMNS 
PF_NATIVE_SPEC_FIELD_SUBSCRIPTION_INSTRUMENT 

Definition at line 1272 of file native_c_api.h.

◆ pf_native_append_error_t

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.

Enumerator
PF_NATIVE_APPEND_ERROR_NONE 

Applied.

PF_NATIVE_APPEND_ERROR_HOST_FAILED 

The host had already failed.

PF_NATIVE_APPEND_ERROR_REENTRANT 

From inside a callback or an in-flight input.

PF_NATIVE_APPEND_ERROR_NOT_REALTIME 

Not on a stream's realtime leg.

PF_NATIVE_APPEND_ERROR_NO_AUXILIARY_FEED 

The run declared no feed.

PF_NATIVE_APPEND_ERROR_INVALID_BAR_ARRAY 

A NULL array with a non-zero count.

PF_NATIVE_APPEND_ERROR_INVALID_BAR 

index has invalid OHLCV.

PF_NATIVE_APPEND_ERROR_UNORDERED_BARS 

index is not strictly after its predecessor (the feed's last bar for index 0).

PF_NATIVE_APPEND_ERROR_INPUT_PERIOD_ALREADY_ACCEPTED 

The first bar opened inside an input period already accepted.

PF_NATIVE_APPEND_ERROR_ALLOCATION_FAILURE 

Growing the feed threw; this fails the host.

Definition at line 1353 of file native_c_api.h.

◆ pf_native_opening_shape_t

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.

Enumerator
PF_NATIVE_OPENING_SHAPE_TRANSACT 

Net against the book (the default).

PF_NATIVE_OPENING_SHAPE_REVERSE_TO 

Close the opposite book, then open the units.

PF_NATIVE_OPENING_SHAPE_CLOSE_OPPOSITE 

Close the opposite book and open the remainder.

Definition at line 1383 of file native_c_api.h.

◆ pf_native_candidate_price_t

Which price a matching candidate is at — native_order::NativeCandidatePriceKind, pf_native_terms_view_v1::price_kind.

Enumerator
PF_NATIVE_CANDIDATE_PRICE_POINT_PRICE 

The driver point's own price.

PF_NATIVE_CANDIDATE_PRICE_TRIGGER_LEVEL 

A resting level the path crossed.

PF_NATIVE_CANDIDATE_PRICE_CURRENT_QUOTE 

A current execution's quote.

Definition at line 1393 of file native_c_api.h.

◆ pf_native_driver_class_t

Which kind of driver point a candidate matched at — native_order::DriverEligibilityClass, pf_native_terms_view_v1::driver_class.

Enumerator
PF_NATIVE_DRIVER_CLASS_OBSERVED_PRINT 
PF_NATIVE_DRIVER_CLASS_CARRIED_OPEN 
PF_NATIVE_DRIVER_CLASS_TICK_AFTER_CALCULATION 
PF_NATIVE_DRIVER_CLASS_CONFIRMED_OPEN 
PF_NATIVE_DRIVER_CLASS_CONFIRMED_EXCURSION 
PF_NATIVE_DRIVER_CLASS_CONFIRMED_AFTER_CALCULATION_CLOSE 
PF_NATIVE_DRIVER_CLASS_CURRENT_EXECUTION 

Definition at line 1402 of file native_c_api.h.

◆ 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.

Enumerator
PF_NATIVE_PLAN_FLATTEN 

Close the whole book; plan_units 0.

PF_NATIVE_PLAN_REDUCE 

Close plan_units units.

PF_NATIVE_PLAN_TRANSACT 

Trade plan_units signed units.

PF_NATIVE_PLAN_REVERSE_TO 

Reach plan_units signed exposure.

Definition at line 1414 of file native_c_api.h.

◆ pf_native_precommit_verdict_t

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.

◆ pf_native_anchored_trigger_t

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.