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

#include <engine.hpp>

Public Member Functions

std::optional<::openpit::param::AccountGroupIdAccountGroup (::openpit::param::AccountId accountId) const
::openpit::accounts::Accounts Accounts () const noexcept
template<typename Adjustment>
AdjustmentResult ApplyAccountAdjustment (::openpit::param::AccountId accountId, const std::vector< Adjustment > &adjustments) const
PostTradeResult ApplyExecutionReport (const ::openpit::model::ExecutionReport &report) const
void ClearAccountCurrency (::openpit::param::AccountId accountId) const noexcept
void ClearAccountGroupCurrency (::openpit::param::AccountGroupId groupId) const noexcept
::openpit::Configurator Configure () const noexcept
 Engine ()=default
 Engine (OpenPitEngine *handle) noexcept
::openpit::pretrade::ExecuteResult ExecutePreTrade (const ::openpit::Order &order) const
::openpit::pretrade::DryRunReport ExecutePreTradeDryRun (const ::openpit::Order &order) const
OpenPitEngine * Get () const noexcept
 operator bool () const noexcept
void SetAccountCurrency (::openpit::param::AccountId accountId, std::string_view asset) const
void SetAccountGroupCurrency (::openpit::param::AccountGroupId groupId, std::string_view asset) const
::openpit::pretrade::StartResult StartPreTrade (const ::openpit::Order &order) const
::openpit::pretrade::DryRunReport StartPreTradeDryRun (const ::openpit::Order &order) const

Constructor & Destructor Documentation

◆ Engine() [1/2]

openpit::Engine::Engine ( )
default

◆ Engine() [2/2]

openpit::Engine::Engine ( OpenPitEngine * handle)
inlineexplicitnoexcept

Member Function Documentation

◆ AccountGroup()

std::optional<::openpit::param::AccountGroupId > openpit::Engine::AccountGroup ( ::openpit::param::AccountId accountId) const
inlinenodiscard

◆ Accounts()

::openpit::accounts::Accounts openpit::Engine::Accounts ( ) const
inlinenodiscardnoexcept

◆ ApplyAccountAdjustment()

template<typename Adjustment>
AdjustmentResult openpit::Engine::ApplyAccountAdjustment ( ::openpit::param::AccountId accountId,
const std::vector< Adjustment > & adjustments ) const
inlinenodiscard

◆ ApplyExecutionReport()

PostTradeResult openpit::Engine::ApplyExecutionReport ( const ::openpit::model::ExecutionReport & report) const
inlinenodiscard

◆ ClearAccountCurrency()

void openpit::Engine::ClearAccountCurrency ( ::openpit::param::AccountId accountId) const
inlinenoexcept

◆ ClearAccountGroupCurrency()

void openpit::Engine::ClearAccountGroupCurrency ( ::openpit::param::AccountGroupId groupId) const
inlinenoexcept

◆ Configure()

openpit::Configurator openpit::Engine::Configure ( ) const
inlinenodiscardnoexcept

◆ ExecutePreTrade()

::openpit::pretrade::ExecuteResult openpit::Engine::ExecutePreTrade ( const ::openpit::Order & order) const
inlinenodiscard

◆ ExecutePreTradeDryRun()

::openpit::pretrade::DryRunReport openpit::Engine::ExecutePreTradeDryRun ( const ::openpit::Order & order) const
inlinenodiscard

◆ Get()

OpenPitEngine * openpit::Engine::Get ( ) const
inlinenodiscardnoexcept

◆ operator bool()

openpit::Engine::operator bool ( ) const
inlineexplicitnodiscardnoexcept

◆ SetAccountCurrency()

void openpit::Engine::SetAccountCurrency ( ::openpit::param::AccountId accountId,
std::string_view asset ) const
inline

◆ SetAccountGroupCurrency()

void openpit::Engine::SetAccountGroupCurrency ( ::openpit::param::AccountGroupId groupId,
std::string_view asset ) const
inline

◆ StartPreTrade()

::openpit::pretrade::StartResult openpit::Engine::StartPreTrade ( const ::openpit::Order & order) const
inlinenodiscard

◆ StartPreTradeDryRun()

::openpit::pretrade::DryRunReport openpit::Engine::StartPreTradeDryRun ( const ::openpit::Order & order) const
inlinenodiscard