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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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Classes | |
| struct | OrderSizeAccountAssetBarrier |
| struct | OrderSizeAssetBarrier |
| struct | OrderSizeBrokerBarrier |
| struct | OrderSizeLimit |
| class | OrderSizeLimitPolicy |
| class | OrderValidationPolicy |
| struct | PnlBoundsAccountBarrier |
| struct | PnlBoundsAccountBarrierUpdate |
| struct | PnlBoundsBrokerBarrier |
| class | PnlBoundsKillSwitchPolicy |
| struct | RateLimit |
| struct | RateLimitAccountAssetBarrier |
| struct | RateLimitAccountBarrier |
| struct | RateLimitAssetBarrier |
| struct | RateLimitBrokerBarrier |
| class | RateLimitPolicy |
| struct | SpotFundsOverride |
| class | SpotFundsPolicy |
Enumerations | |
| enum class | SpotFundsLimitMode : std::uint8_t { Enforce = OpenPitPretradePoliciesSpotFundsLimitMode_Enforce , TrackOnly = OpenPitPretradePoliciesSpotFundsLimitMode_TrackOnly } |
| enum class | SpotFundsPricingSource : std::uint8_t { Mark = 0 , BookTop = 1 } |
Variables | |
| constexpr std::string_view | OrderSizeLimitPolicyName |
| constexpr std::string_view | PnlBoundsKillSwitchPolicyName |
| constexpr std::string_view | RateLimitPolicyName = "RateLimitPolicy" |
| constexpr std::string_view | SpotFundsPolicyName = "SpotFundsPolicy" |
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strong |
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inlineconstexpr |
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inlineconstexpr |
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inlineconstexpr |
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inlineconstexpr |