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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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Classes | |
| class | Builder |
| struct | GetResult |
| Value result returned by account-aware quote reads. More... | |
| class | InstrumentId |
| class | Quote |
| class | QuoteTtl |
| struct | RegisterResult |
| Value result returned by market-data registration calls. More... | |
| class | Service |
Enumerations | |
| enum class | GetStatus : std::uint8_t { Found = OpenPitMarketDataGetStatus_Found , Unavailable = OpenPitMarketDataGetStatus_Unavailable , UnknownInstrument = OpenPitMarketDataGetStatus_UnknownInstrument } |
| enum class | QuoteResolution : std::uint8_t { AccountOnly = OpenPitMarketDataQuoteResolution_AccountOnly , AccountThenGroup = OpenPitMarketDataQuoteResolution_AccountThenGroup , AccountThenGroupThenDefault } |
| enum class | RegisterStatus : std::uint8_t { Ok = OpenPitMarketDataRegisterStatus_Ok , AlreadyRegistered = OpenPitMarketDataRegisterStatus_AlreadyRegistered , DuplicateId = OpenPitMarketDataRegisterStatus_DuplicateId , DuplicateInstrument = OpenPitMarketDataRegisterStatus_DuplicateInstrument , UnknownInstrument = OpenPitMarketDataRegisterStatus_UnknownInstrument , NoTarget = OpenPitMarketDataRegisterStatus_NoTarget } |
| enum class | SyncPolicy : std::uint8_t { None = OpenPitSyncPolicy_None , Full = OpenPitSyncPolicy_Full } |
Functions | |
| OpenPitMarketDataQuoteResolution | ToRaw (QuoteResolution resolution) noexcept |
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