OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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lastTrade :
openpit::model::Fill
leavesQuantity :
openpit::model::Fill
Len() :
openpit::pretrade::PreTradeLock
Leverage() :
openpit::param::Leverage
leverage :
openpit::accountadjustment::PositionOperation
,
openpit::model::OrderMargin
Limit() :
openpit::model::Order
limit :
openpit::pretrade::policies::OrderSizeAccountAssetBarrier
,
openpit::pretrade::policies::OrderSizeAssetBarrier
,
openpit::pretrade::policies::OrderSizeBrokerBarrier
,
openpit::pretrade::policies::RateLimitAccountAssetBarrier
,
openpit::pretrade::policies::RateLimitAccountBarrier
,
openpit::pretrade::policies::RateLimitAssetBarrier
,
openpit::pretrade::policies::RateLimitBrokerBarrier
Lock() :
openpit::pretrade::DryRunReport
LockEntry() :
openpit::pretrade::LockEntry
lowerBound :
openpit::pretrade::policies::PnlBoundsAccountBarrier
,
openpit::pretrade::policies::PnlBoundsAccountBarrierUpdate
,
openpit::pretrade::policies::PnlBoundsBrokerBarrier
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