|
OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
|
#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 |
|
inlineexplicitnoexcept |
|
inlineexplicitnoexcept |
|
inline |
|
inline |
|
inline |
|
inline |
|
inline |
|
inline |
|
inline |
|
inline |