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

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"

Enumeration Type Documentation

◆ SpotFundsLimitMode

enum class openpit::pretrade::policies::SpotFundsLimitMode : std::uint8_t
strong
Enumerator
Enforce 
TrackOnly 

◆ SpotFundsPricingSource

enum class openpit::pretrade::policies::SpotFundsPricingSource : std::uint8_t
strong
Enumerator
Mark 
BookTop 

Variable Documentation

◆ OrderSizeLimitPolicyName

std::string_view openpit::pretrade::policies::OrderSizeLimitPolicyName
inlineconstexpr
Initial value:
=
"OrderSizeLimitPolicy"

◆ PnlBoundsKillSwitchPolicyName

std::string_view openpit::pretrade::policies::PnlBoundsKillSwitchPolicyName
inlineconstexpr
Initial value:
=
"PnlBoundsKillSwitchPolicy"

◆ RateLimitPolicyName

std::string_view openpit::pretrade::policies::RateLimitPolicyName = "RateLimitPolicy"
inlineconstexpr

◆ SpotFundsPolicyName

std::string_view openpit::pretrade::policies::SpotFundsPolicyName = "SpotFundsPolicy"
inlineconstexpr