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

#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

Constructor & Destructor Documentation

◆ Quote()

openpit::marketdata::Quote::Quote ( )
inlinenoexcept

Member Function Documentation

◆ Ask()

std::optional< param::Price > openpit::marketdata::Quote::Ask ( ) const
inlinenodiscardnoexcept

◆ Bid()

std::optional< param::Price > openpit::marketdata::Quote::Bid ( ) const
inlinenodiscardnoexcept

◆ FromRaw()

Quote openpit::marketdata::Quote::FromRaw ( OpenPitMarketDataQuote raw)
inlinestaticnodiscardnoexcept

◆ Mark()

std::optional< param::Price > openpit::marketdata::Quote::Mark ( ) const
inlinenodiscardnoexcept

◆ Raw()

OpenPitMarketDataQuote openpit::marketdata::Quote::Raw ( ) const
inlinenodiscardnoexcept

◆ WithAsk()

Quote openpit::marketdata::Quote::WithAsk ( const param::Price & ask) const
inlinenodiscardnoexcept

◆ WithBid()

Quote openpit::marketdata::Quote::WithBid ( const param::Price & bid) const
inlinenodiscardnoexcept

◆ WithMark()

Quote openpit::marketdata::Quote::WithMark ( const param::Price & mark) const
inlinenodiscardnoexcept