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

#include <policies.hpp>

Public Member Functions

 OrderSizeLimit (::openpit::param::Quantity quantity, ::openpit::param::Volume notional)
OpenPitPretradePoliciesOrderSizeLimit Raw () const noexcept

Public Attributes

::openpit::param::Volume maxNotional
::openpit::param::Quantity maxQuantity

Constructor & Destructor Documentation

◆ OrderSizeLimit()

openpit::pretrade::policies::OrderSizeLimit::OrderSizeLimit ( ::openpit::param::Quantity quantity,
::openpit::param::Volume notional )
inline

Member Function Documentation

◆ Raw()

OpenPitPretradePoliciesOrderSizeLimit openpit::pretrade::policies::OrderSizeLimit::Raw ( ) const
inlinenodiscardnoexcept

Member Data Documentation

◆ maxNotional

::openpit::param::Volume openpit::pretrade::policies::OrderSizeLimit::maxNotional

◆ maxQuantity

::openpit::param::Quantity openpit::pretrade::policies::OrderSizeLimit::maxQuantity