openpit::pretrade::policies::SpotFundsPnlBoundsKillSwitchPolicy Class Reference

Built-in spot-funds self-computed P&L bounds kill switch. More...

#include <policies.hpp>

Public Member Functions
SpotFundsPnlBoundsKillSwitchPolicy &	AccountBarrier (SpotFundsPnlBoundsAccountBarrier barrier)
	Adds an account account-currency P&L barrier.
SpotFundsPnlBoundsKillSwitchPolicy &	AccountGroupBarrier (SpotFundsPnlBoundsAccountGroupBarrier barrier)
	Adds an account-group account-currency P&L barrier.
void	AddTo (::openpit::EngineBuilder &builder) const
	Registers the policy on builder.
SpotFundsPnlBoundsKillSwitchPolicy &	GlobalBarrier (SpotFundsPnlBoundsBarrier barrier)
	Adds a global account-currency P&L barrier.
SpotFundsPnlBoundsKillSwitchPolicy &	PolicyGroupId (std::uint16_t policyGroupId)
	Assigns the policy to a pricing group.
SpotFundsPnlBoundsKillSwitchPolicy &	WithMarketData (const ::openpit::marketdata::Service &marketData) noexcept
	Sets the market-data service used for FX conversion.
SpotFundsPnlBoundsKillSwitchPolicy &	WithMarketData (const OpenPitMarketDataService *marketData) noexcept
	Sets the borrowed raw market-data service handle used for FX conversion.

Detailed Description

Built-in spot-funds self-computed P&L bounds kill switch.

This registers the regular SpotFundsPolicy name and configures its account-currency P&L-bounds axis. The policy computes realized P&L from reconciled fills instead of trusting an externally supplied P&L figure.

Member Function Documentation

AccountBarrier()

SpotFundsPnlBoundsKillSwitchPolicy & openpit::pretrade::policies::SpotFundsPnlBoundsKillSwitchPolicy::AccountBarrier ( SpotFundsPnlBoundsAccountBarrier barrier )

inline

Adds an account account-currency P&L barrier.

AccountGroupBarrier()

SpotFundsPnlBoundsKillSwitchPolicy & openpit::pretrade::policies::SpotFundsPnlBoundsKillSwitchPolicy::AccountGroupBarrier ( SpotFundsPnlBoundsAccountGroupBarrier barrier )

inline

Adds an account-group account-currency P&L barrier.

AddTo()

void openpit::pretrade::policies::SpotFundsPnlBoundsKillSwitchPolicy::AddTo ( ::openpit::EngineBuilder & builder ) const

inline

Registers the policy on builder.

GlobalBarrier()

SpotFundsPnlBoundsKillSwitchPolicy & openpit::pretrade::policies::SpotFundsPnlBoundsKillSwitchPolicy::GlobalBarrier ( SpotFundsPnlBoundsBarrier barrier )

inline

Adds a global account-currency P&L barrier.

PolicyGroupId()

SpotFundsPnlBoundsKillSwitchPolicy & openpit::pretrade::policies::SpotFundsPnlBoundsKillSwitchPolicy::PolicyGroupId ( std::uint16_t policyGroupId )

inline

Assigns the policy to a pricing group.

WithMarketData() [1/2]

SpotFundsPnlBoundsKillSwitchPolicy & openpit::pretrade::policies::SpotFundsPnlBoundsKillSwitchPolicy::WithMarketData ( const ::openpit::marketdata::Service & marketData )

inlinenoexcept

Sets the market-data service used for FX conversion.

WithMarketData() [2/2]

SpotFundsPnlBoundsKillSwitchPolicy & openpit::pretrade::policies::SpotFundsPnlBoundsKillSwitchPolicy::WithMarketData ( const OpenPitMarketDataService * marketData )

inlinenoexcept

Sets the borrowed raw market-data service handle used for FX conversion.