OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
Toggle main menu visibility
Loading...
Searching...
No Matches
Here is a list of all variables with links to the classes they belong to:
A
B
C
D
E
F
G
H
I
K
L
M
N
O
P
Q
R
S
T
U
W
- a -
absolute :
openpit::accountadjustment::OutcomeAmount
account :
openpit::accounts::AccountBlockError
,
openpit::accounts::AccountGroupError
accountAdjustmentOutcomes :
openpit::AdjustmentResult
,
openpit::PostTradeResult
accountBlocks :
openpit::PostTradeResult
accountId :
openpit::model::ExecutionReportOperation
,
openpit::model::OrderOperation
,
openpit::pretrade::policies::OrderSizeAccountAssetBarrier
,
openpit::pretrade::policies::PnlBoundsAccountBarrier
,
openpit::pretrade::policies::PnlBoundsAccountBarrierUpdate
,
openpit::pretrade::policies::RateLimitAccountAssetBarrier
,
openpit::pretrade::policies::RateLimitAccountBarrier
amount :
openpit::accountadjustment::AccountAdjustment
asset :
openpit::accountadjustment::AccountOutcomeEntry
,
openpit::accountadjustment::BalanceOperation
autoBorrow :
openpit::model::OrderMargin
averageEntryPrice :
openpit::accountadjustment::BalanceOperation
,
openpit::accountadjustment::PositionOperation
- b -
balance :
openpit::accountadjustment::AccountOutcomeEntry
,
openpit::accountadjustment::Amount
balanceLower :
openpit::accountadjustment::Bounds
balanceUpper :
openpit::accountadjustment::Bounds
batchError :
openpit::AdjustmentResult
,
openpit::asyncengine::AdjustmentOutcome
bounds :
openpit::accountadjustment::AccountAdjustment
- c -
closePosition :
openpit::model::OrderPosition
code :
openpit::accounts::AccountBlock
,
openpit::pretrade::Reject
collateralAsset :
openpit::accountadjustment::PositionOperation
,
openpit::model::OrderMargin
currentGroup :
openpit::accounts::AccountGroupError
- d -
delta :
openpit::accountadjustment::OutcomeAmount
details :
openpit::accounts::AccountBlock
,
openpit::pretrade::Reject
- e -
entry :
openpit::accountadjustment::Outcome
- f -
fee :
openpit::model::FinancialImpact
fill :
openpit::model::ExecutionReport
financialImpact :
openpit::model::ExecutionReport
- g -
group :
openpit::accounts::AccountBlockError
- h -
held :
openpit::accountadjustment::AccountOutcomeEntry
,
openpit::accountadjustment::Amount
heldLower :
openpit::accountadjustment::Bounds
heldUpper :
openpit::accountadjustment::Bounds
- i -
incoming :
openpit::accountadjustment::AccountOutcomeEntry
,
openpit::accountadjustment::Amount
incomingLower :
openpit::accountadjustment::Bounds
incomingUpper :
openpit::accountadjustment::Bounds
initialPnl :
openpit::pretrade::policies::PnlBoundsAccountBarrier
instrument :
openpit::accountadjustment::PositionOperation
,
openpit::model::ExecutionReportOperation
,
openpit::model::OrderOperation
instrumentId :
openpit::marketdata::RegisterResult
isFinal :
openpit::model::Fill
- k -
kind :
openpit::accounts::AccountBlockError
- l -
lastTrade :
openpit::model::Fill
leavesQuantity :
openpit::model::Fill
leverage :
openpit::accountadjustment::PositionOperation
,
openpit::model::OrderMargin
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
lowerBound :
openpit::pretrade::policies::PnlBoundsAccountBarrier
,
openpit::pretrade::policies::PnlBoundsAccountBarrierUpdate
,
openpit::pretrade::policies::PnlBoundsBrokerBarrier
- m -
margin :
openpit::model::Order
Max :
openpit::param::Leverage
maxNotional :
openpit::pretrade::policies::OrderSizeLimit
maxOrders :
openpit::pretrade::policies::RateLimit
maxQuantity :
openpit::pretrade::policies::OrderSizeLimit
message :
openpit::accounts::AccountBlockError
,
openpit::accounts::AccountGroupError
Min :
openpit::param::Leverage
mode :
openpit::accountadjustment::PositionOperation
- n -
NotSet :
openpit::param::Leverage
- o -
operation :
openpit::accountadjustment::AccountAdjustment
,
openpit::model::ExecutionReport
,
openpit::model::Order
outcomes :
openpit::asyncengine::AdjustmentOutcome
- p -
pnl :
openpit::model::FinancialImpact
policy :
openpit::accounts::AccountBlock
,
openpit::pretrade::Reject
policyGroupId :
openpit::accountadjustment::Outcome
,
openpit::pretrade::LockEntry
position :
openpit::model::Order
positionEffect :
openpit::model::PositionImpact
positionImpact :
openpit::model::ExecutionReport
positionSide :
openpit::model::OrderPosition
,
openpit::model::PositionImpact
price :
openpit::model::OrderOperation
,
openpit::model::Trade
,
openpit::pretrade::LockEntry
- q -
quantity :
openpit::model::Trade
quote :
openpit::marketdata::GetResult
- r -
reason :
openpit::accounts::AccountBlock
,
openpit::pretrade::Reject
reduceOnly :
openpit::model::OrderPosition
rejects :
openpit::asyncengine::ExecuteOutcome< Driver >
,
openpit::asyncengine::StartOutcome< Driver >
,
openpit::pretrade::ExecuteResult
,
openpit::pretrade::PolicyDecision
,
openpit::pretrade::StartResult
request :
openpit::asyncengine::StartOutcome< Driver >
,
openpit::pretrade::StartResult
reservation :
openpit::asyncengine::ExecuteOutcome< Driver >
,
openpit::pretrade::ExecuteResult
- s -
Scale :
openpit::param::Leverage
scope :
openpit::pretrade::Reject
settlementAsset :
openpit::model::Instrument
,
openpit::pretrade::policies::OrderSizeAccountAssetBarrier
,
openpit::pretrade::policies::OrderSizeAssetBarrier
,
openpit::pretrade::policies::PnlBoundsAccountBarrier
,
openpit::pretrade::policies::PnlBoundsAccountBarrierUpdate
,
openpit::pretrade::policies::PnlBoundsBrokerBarrier
,
openpit::pretrade::policies::RateLimitAccountAssetBarrier
,
openpit::pretrade::policies::RateLimitAssetBarrier
side :
openpit::model::ExecutionReportOperation
,
openpit::model::OrderOperation
slippageBps :
openpit::pretrade::policies::SpotFundsOverride
status :
openpit::marketdata::GetResult
,
openpit::marketdata::RegisterResult
Step :
openpit::param::Leverage
- t -
target :
openpit::pretrade::policies::SpotFundsOverride
tradeAmount :
openpit::model::OrderOperation
- u -
underlyingAsset :
openpit::model::Instrument
upperBound :
openpit::pretrade::policies::PnlBoundsAccountBarrier
,
openpit::pretrade::policies::PnlBoundsAccountBarrierUpdate
,
openpit::pretrade::policies::PnlBoundsBrokerBarrier
userData :
openpit::accountadjustment::AccountAdjustment
,
openpit::accounts::AccountBlock
,
openpit::model::ExecutionReport
,
openpit::model::Order
,
openpit::pretrade::Reject
- w -
windowNanoseconds :
openpit::pretrade::policies::RateLimit
Generated by
1.17.0