|
OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
|
#include <policies.hpp>
Public Member Functions | |
| void | AddTo (::openpit::EngineBuilder &builder) const |
| SpotFundsPolicy & | Override (SpotFundsOverride override) |
| SpotFundsPolicy & | PolicyGroupId (std::uint16_t policyGroupId) |
| SpotFundsPolicy & | PricingSource (SpotFundsPricingSource source) |
| SpotFundsPolicy & | WithMarketOrders (const OpenPitMarketDataService *marketData, std::uint16_t slippageBps) |
|
inline |
|
inline |
|
inline |
|
inline |
|
inline |