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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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#include <model.hpp>
Public Member Functions | |
| OpenPitOrder | EngineRaw () const noexcept override |
| Order ()=default | |
| OpenPitOrder | Raw () const noexcept |
| Public Member Functions inherited from openpit::Order | |
| Order & | operator= (const Order &)=default |
| Order & | operator= (Order &&)=default |
| Order ()=default | |
| Order (const Order &)=default | |
| Order (Order &&)=default | |
| virtual | ~Order ()=default |
Static Public Member Functions | |
| static Order | FromRaw (const OpenPitOrder &raw) |
| static Order | Limit (Instrument instrument, param::AccountId accountId, Side side, TradeAmount tradeAmount, param::Price price) |
| Builds a limit order with the required operation fields set. | |
| static Order | Market (Instrument instrument, param::AccountId accountId, Side side, TradeAmount tradeAmount) |
| Builds a market order with the required operation fields set. | |
Public Attributes | |
| std::optional< OrderMargin > | margin |
| std::optional< OrderOperation > | operation |
| std::optional< OrderPosition > | position |
| std::uintptr_t | userData = 0 |
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default |
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inlinenodiscardoverridevirtualnoexcept |
Reimplemented from openpit::Order.
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inlinestaticnodiscard |
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inlinestaticnodiscard |
Builds a limit order with the required operation fields set.
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inlinestaticnodiscard |
Builds a market order with the required operation fields set.
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inlinenodiscardnoexcept |
| std::optional<OrderMargin> openpit::model::Order::margin |
| std::optional<OrderOperation> openpit::model::Order::operation |
| std::optional<OrderPosition> openpit::model::Order::position |
| std::uintptr_t openpit::model::Order::userData = 0 |