OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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policies.hpp File Reference

Classes

class  openpit::Configurator
struct  openpit::pretrade::policies::OrderSizeAccountAssetBarrier
struct  openpit::pretrade::policies::OrderSizeAssetBarrier
struct  openpit::pretrade::policies::OrderSizeBrokerBarrier
struct  openpit::pretrade::policies::OrderSizeLimit
class  openpit::pretrade::policies::OrderSizeLimitPolicy
class  openpit::pretrade::policies::OrderValidationPolicy
struct  openpit::pretrade::policies::PnlBoundsAccountBarrier
struct  openpit::pretrade::policies::PnlBoundsAccountBarrierUpdate
struct  openpit::pretrade::policies::PnlBoundsBrokerBarrier
class  openpit::pretrade::policies::PnlBoundsKillSwitchPolicy
struct  openpit::pretrade::policies::RateLimit
struct  openpit::pretrade::policies::RateLimitAccountAssetBarrier
struct  openpit::pretrade::policies::RateLimitAccountBarrier
struct  openpit::pretrade::policies::RateLimitAssetBarrier
struct  openpit::pretrade::policies::RateLimitBrokerBarrier
class  openpit::pretrade::policies::RateLimitPolicy
struct  openpit::pretrade::policies::SpotFundsOverride
class  openpit::pretrade::policies::SpotFundsPolicy

Namespaces

namespace  openpit
namespace  openpit::pretrade
namespace  openpit::pretrade::policies

Enumerations

enum class  openpit::pretrade::policies::SpotFundsLimitMode : std::uint8_t { openpit::pretrade::policies::Enforce = OpenPitPretradePoliciesSpotFundsLimitMode_Enforce , openpit::pretrade::policies::TrackOnly = OpenPitPretradePoliciesSpotFundsLimitMode_TrackOnly }
enum class  openpit::pretrade::policies::SpotFundsPricingSource : std::uint8_t { openpit::pretrade::policies::Mark = 0 , openpit::pretrade::policies::BookTop = 1 }

Variables

constexpr std::string_view openpit::pretrade::policies::OrderSizeLimitPolicyName
constexpr std::string_view openpit::pretrade::policies::PnlBoundsKillSwitchPolicyName
constexpr std::string_view openpit::pretrade::policies::RateLimitPolicyName = "RateLimitPolicy"
constexpr std::string_view openpit::pretrade::policies::SpotFundsPolicyName = "SpotFundsPolicy"