OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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openpit::Configurator Class Reference

#include <policies.hpp>

Public Member Functions

 Configurator (const ::openpit::Engine &engine) noexcept
 Configurator (OpenPitEngine *engine) noexcept
void OrderSizeLimit (std::string_view name, std::optional<::openpit::pretrade::policies::OrderSizeBrokerBarrier > broker, std::optional< std::vector<::openpit::pretrade::policies::OrderSizeAssetBarrier > > assets=std::nullopt, std::optional< std::vector< ::openpit::pretrade::policies::OrderSizeAccountAssetBarrier > > accountAssets=std::nullopt) const
void PnlBoundsKillSwitch (std::string_view name, std::optional< std::vector<::openpit::pretrade::policies::PnlBoundsBrokerBarrier > > brokers=std::nullopt, std::optional< std::vector< ::openpit::pretrade::policies::PnlBoundsAccountBarrierUpdate > > accounts=std::nullopt) const
void RateLimit (std::string_view name, std::optional<::openpit::pretrade::policies::RateLimitBrokerBarrier > broker, std::optional< std::vector<::openpit::pretrade::policies::RateLimitAssetBarrier > > assets=std::nullopt, std::optional< std::vector<::openpit::pretrade::policies::RateLimitAccountBarrier > > accounts=std::nullopt, std::optional< std::vector< ::openpit::pretrade::policies::RateLimitAccountAssetBarrier > > accountAssets=std::nullopt) const
void SetAccountPnl (std::string_view name, ::openpit::param::AccountId accountId, std::string_view settlementAsset, ::openpit::param::Pnl pnl) const
void SpotFunds (std::string_view name, std::optional< std::uint16_t > globalSlippageBps=std::nullopt, std::optional<::openpit::pretrade::policies::SpotFundsPricingSource > pricingSource=std::nullopt, std::optional< std::vector<::openpit::pretrade::policies::SpotFundsOverride > > overrides=std::nullopt) const
void SpotFundsAccountGroupLimitMode (std::string_view name, ::openpit::param::AccountGroupId accountGroupId, std::optional<::openpit::pretrade::policies::SpotFundsLimitMode > mode) const
void SpotFundsAccountLimitMode (std::string_view name, ::openpit::param::AccountId accountId, std::optional<::openpit::pretrade::policies::SpotFundsLimitMode > mode) const
void SpotFundsGlobalLimitMode (std::string_view name, ::openpit::pretrade::policies::SpotFundsLimitMode mode) const

Constructor & Destructor Documentation

◆ Configurator() [1/2]

openpit::Configurator::Configurator ( const ::openpit::Engine & engine)
inlineexplicitnoexcept

◆ Configurator() [2/2]

openpit::Configurator::Configurator ( OpenPitEngine * engine)
inlineexplicitnoexcept

Member Function Documentation

◆ OrderSizeLimit()

void openpit::Configurator::OrderSizeLimit ( std::string_view name,
std::optional<::openpit::pretrade::policies::OrderSizeBrokerBarrier > broker,
std::optional< std::vector<::openpit::pretrade::policies::OrderSizeAssetBarrier > > assets = std::nullopt,
std::optional< std::vector< ::openpit::pretrade::policies::OrderSizeAccountAssetBarrier > > accountAssets = std::nullopt ) const
inline

◆ PnlBoundsKillSwitch()

void openpit::Configurator::PnlBoundsKillSwitch ( std::string_view name,
std::optional< std::vector<::openpit::pretrade::policies::PnlBoundsBrokerBarrier > > brokers = std::nullopt,
std::optional< std::vector< ::openpit::pretrade::policies::PnlBoundsAccountBarrierUpdate > > accounts = std::nullopt ) const
inline

◆ RateLimit()

void openpit::Configurator::RateLimit ( std::string_view name,
std::optional<::openpit::pretrade::policies::RateLimitBrokerBarrier > broker,
std::optional< std::vector<::openpit::pretrade::policies::RateLimitAssetBarrier > > assets = std::nullopt,
std::optional< std::vector<::openpit::pretrade::policies::RateLimitAccountBarrier > > accounts = std::nullopt,
std::optional< std::vector< ::openpit::pretrade::policies::RateLimitAccountAssetBarrier > > accountAssets = std::nullopt ) const
inline

◆ SetAccountPnl()

void openpit::Configurator::SetAccountPnl ( std::string_view name,
::openpit::param::AccountId accountId,
std::string_view settlementAsset,
::openpit::param::Pnl pnl ) const
inline

◆ SpotFunds()

void openpit::Configurator::SpotFunds ( std::string_view name,
std::optional< std::uint16_t > globalSlippageBps = std::nullopt,
std::optional<::openpit::pretrade::policies::SpotFundsPricingSource > pricingSource = std::nullopt,
std::optional< std::vector<::openpit::pretrade::policies::SpotFundsOverride > > overrides = std::nullopt ) const
inline

◆ SpotFundsAccountGroupLimitMode()

void openpit::Configurator::SpotFundsAccountGroupLimitMode ( std::string_view name,
::openpit::param::AccountGroupId accountGroupId,
std::optional<::openpit::pretrade::policies::SpotFundsLimitMode > mode ) const
inline

◆ SpotFundsAccountLimitMode()

void openpit::Configurator::SpotFundsAccountLimitMode ( std::string_view name,
::openpit::param::AccountId accountId,
std::optional<::openpit::pretrade::policies::SpotFundsLimitMode > mode ) const
inline

◆ SpotFundsGlobalLimitMode()

void openpit::Configurator::SpotFundsGlobalLimitMode ( std::string_view name,
::openpit::pretrade::policies::SpotFundsLimitMode mode ) const
inline