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xiaochuan
2025-11-14 22:56:44 +00:00
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commit ef6e1e278d
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QuantTrader/results/execution/live/fills.csv
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order_id,ts,symbol,pnl,adapter_latency_ms,direction,price,quantity
LIVE-1,2025-11-12T09:00:00Z,EURUSD,42.5,30,BUY,1.1593,10000
LIVE-2,2025-11-12T10:00:00Z,EURUSD,-15.2,28,SELL,1.1591,8000
1 order_id ts symbol pnl adapter_latency_ms direction price quantity
2 LIVE-1 2025-11-12T09:00:00Z EURUSD 42.5 30 BUY 1.1593 10000
3 LIVE-2 2025-11-12T10:00:00Z EURUSD -15.2 28 SELL 1.1591 8000