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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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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 } |
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