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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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#include <quote.hpp>
Public Member Functions | |
| std::optional< param::Price > | Ask () const noexcept |
| std::optional< param::Price > | Bid () const noexcept |
| std::optional< param::Price > | Mark () const noexcept |
| Quote () noexcept | |
| OpenPitMarketDataQuote | Raw () const noexcept |
| Quote | WithAsk (const param::Price &ask) const noexcept |
| Quote | WithBid (const param::Price &bid) const noexcept |
| Quote | WithMark (const param::Price &mark) const noexcept |
Static Public Member Functions | |
| static Quote | FromRaw (OpenPitMarketDataQuote raw) noexcept |
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