Positions engine

The Positions Engine maintains a map of partyID to MarketPosition struct. In the struct are:

• size: the actual volume (orders having been accepted)
• buy and sell : volume of buy and sell orders not yet accepted

For tracking actual and potential volume:

• RegisterOrder, called in SubmitOrder and AmendOrder, adds to the buy xor sell potential volume
• UnregisterOrder, called in AmendOrder and CancelOrder, subtracts from the buy xor sell potential volume
• Update deals with an accepted order and does the following:
• transfers actual volume from the seller to the buyer:

    buyer.size += int64(trade.Size)  // increase
    seller.size -= int64(trade.Size) // decrease

• decreases potential volume for both the buyer and seller:

    buyer.buy -= int64(trade.Size)   // decrease
    seller.sell -= int64(trade.Size) // decrease

The Position for a party is updated before an order is accepted/rejected.

The Risk Engine determines if the order is acceptable.

Settlement is done pre-trade on the old position, because a trader is liable for their position, and also on the new position.