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

Classes

class  ExecutionReport
struct  ExecutionReportOperation
struct  Fill
struct  FinancialImpact
struct  Instrument
class  Order
struct  OrderMargin
struct  OrderOperation
struct  OrderPosition
struct  PositionImpact
struct  Trade
class  TradeAmount

Enumerations

enum class  PositionEffect : std::uint8_t { Open = OpenPitParamPositionEffect_Open , Close = OpenPitParamPositionEffect_Close }
enum class  PositionMode : std::uint8_t { Netting = OpenPitParamPositionMode_Netting , Hedged = OpenPitParamPositionMode_Hedged }
enum class  PositionSide : std::uint8_t { Long = OpenPitParamPositionSide_Long , Short = OpenPitParamPositionSide_Short }
enum class  Side : std::uint8_t { Buy = OpenPitParamSide_Buy , Sell = OpenPitParamSide_Sell }
enum class  TradeAmountKind : std::uint8_t { Quantity = OpenPitParamTradeAmountKind_Quantity , Volume = OpenPitParamTradeAmountKind_Volume }

Enumeration Type Documentation

◆ PositionEffect

enum class openpit::model::PositionEffect : std::uint8_t
strong
Enumerator
Open 
Close 

◆ PositionMode

enum class openpit::model::PositionMode : std::uint8_t
strong
Enumerator
Netting 
Hedged 

◆ PositionSide

enum class openpit::model::PositionSide : std::uint8_t
strong
Enumerator
Long 
Short 

◆ Side

enum class openpit::model::Side : std::uint8_t
strong
Enumerator
Buy 
Sell 

◆ TradeAmountKind

enum class openpit::model::TradeAmountKind : std::uint8_t
strong
Enumerator
Quantity 
Volume