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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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Classes | |
| class | openpit::ExecutionReport |
| class | openpit::model::ExecutionReport |
| struct | openpit::model::ExecutionReportOperation |
| struct | openpit::model::Fill |
| struct | openpit::model::FinancialImpact |
| struct | openpit::model::Instrument |
| class | openpit::Order |
| class | openpit::model::Order |
| struct | openpit::model::OrderMargin |
| struct | openpit::model::OrderOperation |
| struct | openpit::model::OrderPosition |
| struct | openpit::model::PositionImpact |
| struct | openpit::model::Trade |
| class | openpit::model::TradeAmount |
Namespaces | |
| namespace | openpit |
| namespace | openpit::model |
Enumerations | |
| enum class | openpit::model::PositionEffect : std::uint8_t { openpit::model::Open = OpenPitParamPositionEffect_Open , openpit::model::Close = OpenPitParamPositionEffect_Close } |
| enum class | openpit::model::PositionMode : std::uint8_t { openpit::model::Netting = OpenPitParamPositionMode_Netting , openpit::model::Hedged = OpenPitParamPositionMode_Hedged } |
| enum class | openpit::model::PositionSide : std::uint8_t { openpit::model::Long = OpenPitParamPositionSide_Long , openpit::model::Short = OpenPitParamPositionSide_Short } |
| enum class | openpit::model::Side : std::uint8_t { openpit::model::Buy = OpenPitParamSide_Buy , openpit::model::Sell = OpenPitParamSide_Sell } |
| enum class | openpit::model::TradeAmountKind : std::uint8_t { openpit::model::Quantity = OpenPitParamTradeAmountKind_Quantity , openpit::model::Volume = OpenPitParamTradeAmountKind_Volume } |