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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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Classes | |
| struct | openpit::pretrade::PolicyDecision |
| struct | openpit::pretrade::Reject |
Namespaces | |
| namespace | openpit |
| namespace | openpit::pretrade |
| namespace | openpit::reject |
Enumerations | |
| enum class | openpit::pretrade::RejectCode : std::uint16_t { openpit::pretrade::MissingRequiredField = OpenPitPretradeRejectCode_MissingRequiredField , openpit::pretrade::InvalidFieldFormat = OpenPitPretradeRejectCode_InvalidFieldFormat , openpit::pretrade::InvalidFieldValue = OpenPitPretradeRejectCode_InvalidFieldValue , openpit::pretrade::UnsupportedOrderType = OpenPitPretradeRejectCode_UnsupportedOrderType , openpit::pretrade::UnsupportedTimeInForce = OpenPitPretradeRejectCode_UnsupportedTimeInForce , openpit::pretrade::UnsupportedOrderAttribute , openpit::pretrade::DuplicateClientOrderId = OpenPitPretradeRejectCode_DuplicateClientOrderId , openpit::pretrade::TooLateToEnter = OpenPitPretradeRejectCode_TooLateToEnter , openpit::pretrade::ExchangeClosed = OpenPitPretradeRejectCode_ExchangeClosed , openpit::pretrade::UnknownInstrument = OpenPitPretradeRejectCode_UnknownInstrument , openpit::pretrade::UnknownAccount = OpenPitPretradeRejectCode_UnknownAccount , openpit::pretrade::UnknownVenue = OpenPitPretradeRejectCode_UnknownVenue , openpit::pretrade::UnknownClearingAccount = OpenPitPretradeRejectCode_UnknownClearingAccount , openpit::pretrade::UnknownCollateralAsset = OpenPitPretradeRejectCode_UnknownCollateralAsset , openpit::pretrade::InsufficientFunds = OpenPitPretradeRejectCode_InsufficientFunds , openpit::pretrade::InsufficientMargin = OpenPitPretradeRejectCode_InsufficientMargin , openpit::pretrade::InsufficientPosition = OpenPitPretradeRejectCode_InsufficientPosition , openpit::pretrade::CreditLimitExceeded = OpenPitPretradeRejectCode_CreditLimitExceeded , openpit::pretrade::RiskLimitExceeded = OpenPitPretradeRejectCode_RiskLimitExceeded , openpit::pretrade::OrderExceedsLimit = OpenPitPretradeRejectCode_OrderExceedsLimit , openpit::pretrade::OrderQtyExceedsLimit = OpenPitPretradeRejectCode_OrderQtyExceedsLimit , openpit::pretrade::OrderNotionalExceedsLimit , openpit::pretrade::PositionLimitExceeded = OpenPitPretradeRejectCode_PositionLimitExceeded , openpit::pretrade::ConcentrationLimitExceeded , openpit::pretrade::LeverageLimitExceeded = OpenPitPretradeRejectCode_LeverageLimitExceeded , openpit::pretrade::RateLimitExceeded = OpenPitPretradeRejectCode_RateLimitExceeded , openpit::pretrade::PnlKillSwitchTriggered = OpenPitPretradeRejectCode_PnlKillSwitchTriggered , openpit::pretrade::AccountBlocked = OpenPitPretradeRejectCode_AccountBlocked , openpit::pretrade::AccountNotAuthorized = OpenPitPretradeRejectCode_AccountNotAuthorized , openpit::pretrade::ComplianceRestriction = OpenPitPretradeRejectCode_ComplianceRestriction , openpit::pretrade::InstrumentRestricted = OpenPitPretradeRejectCode_InstrumentRestricted , openpit::pretrade::JurisdictionRestriction = OpenPitPretradeRejectCode_JurisdictionRestriction , openpit::pretrade::WashTradePrevention = OpenPitPretradeRejectCode_WashTradePrevention , openpit::pretrade::SelfMatchPrevention = OpenPitPretradeRejectCode_SelfMatchPrevention , openpit::pretrade::ShortSaleRestriction = OpenPitPretradeRejectCode_ShortSaleRestriction , openpit::pretrade::RiskConfigurationMissing = OpenPitPretradeRejectCode_RiskConfigurationMissing , openpit::pretrade::ReferenceDataUnavailable = OpenPitPretradeRejectCode_ReferenceDataUnavailable , openpit::pretrade::OrderValueCalculationFailed , openpit::pretrade::SystemUnavailable = OpenPitPretradeRejectCode_SystemUnavailable , openpit::pretrade::MarkPriceUnavailable = OpenPitPretradeRejectCode_MarkPriceUnavailable , openpit::pretrade::AccountAdjustmentBoundsExceeded , openpit::pretrade::ArithmeticOverflow = OpenPitPretradeRejectCode_ArithmeticOverflow , openpit::pretrade::Custom = OpenPitPretradeRejectCode_Custom , openpit::pretrade::Other = OpenPitPretradeRejectCode_Other } |
| enum class | openpit::pretrade::RejectScope : std::uint8_t { openpit::pretrade::Order = OpenPitPretradeRejectScope_Order , openpit::pretrade::Account = OpenPitPretradeRejectScope_Account } |