OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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openpit::marketdata Namespace Reference

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

Enumeration Type Documentation

◆ GetStatus

enum class openpit::marketdata::GetStatus : std::uint8_t
strong
Enumerator
Found 
Unavailable 
UnknownInstrument 

◆ QuoteResolution

enum class openpit::marketdata::QuoteResolution : std::uint8_t
strong
Enumerator
AccountOnly 
AccountThenGroup 
AccountThenGroupThenDefault 

◆ RegisterStatus

enum class openpit::marketdata::RegisterStatus : std::uint8_t
strong
Enumerator
Ok 
AlreadyRegistered 
DuplicateId 
DuplicateInstrument 
UnknownInstrument 
NoTarget 

◆ SyncPolicy

enum class openpit::marketdata::SyncPolicy : std::uint8_t
strong
Enumerator
None 
Full 

Function Documentation

◆ ToRaw()

OpenPitMarketDataQuoteResolution openpit::marketdata::ToRaw ( QuoteResolution resolution)
inlinenodiscardnoexcept