hypercall/pnl_attribution/mod.rs
1//! PnL attribution engine.
2//!
3//! Replays fills to track per-symbol positions and computes attributed PnL
4//! at any point in time given mark prices. Used for:
5//! - Live attribution in the snapshot job going forward
6
7mod position_tracker;
8mod serde_codec;
9
10pub use position_tracker::{Attribution, Fill, PositionTracker, Side, SymbolAttribution};
11pub use serde_codec::{decode_attribution, encode_attribution};