Module pnl_attribution 

PnL attribution engine.

Replays fills to track per-symbol positions and computes attributed PnL at any point in time given mark prices. Used for:

• Live attribution in the snapshot job going forward

Modules

position_tracker 🔒

Position tracker that replays fills and computes per-symbol PnL attribution.

serde_codec 🔒

Msgpack encoding/decoding for PnL attribution data.

Structs

Attribution

Full attribution snapshot for a wallet.

Fill

A fill event to replay.

PositionTracker

Tracks positions for a single wallet across all symbols.

SymbolAttribution

Per-symbol PnL attribution at a point in time.

Enums

Side

Functions

decode_attribution

Decode msgpack bytes back to an Attribution.

encode_attribution

Encode an Attribution to msgpack bytes.