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

Account-currency P&L bounds computed by the spot-funds ledger. More...

#include <policies.hpp>

Public Member Functions

OpenPitPretradePoliciesSpotFundsPnlBoundsBarrier Raw () const noexcept
 Lowers the barrier to the native C payload.
 SpotFundsPnlBoundsBarrier (std::string currency)
 Creates a barrier for one account currency.

Public Attributes

std::string accountCurrency
std::optional<::openpit::param::Pnl > lowerBound
std::optional<::openpit::param::Pnl > upperBound

Detailed Description

Account-currency P&L bounds computed by the spot-funds ledger.

Lower and upper bounds are optional; lower is typically a negative loss limit and upper is typically a positive profit-taking limit.

Constructor & Destructor Documentation

◆ SpotFundsPnlBoundsBarrier()

openpit::pretrade::policies::SpotFundsPnlBoundsBarrier::SpotFundsPnlBoundsBarrier ( std::string currency)
inlineexplicit

Creates a barrier for one account currency.

Member Function Documentation

◆ Raw()

OpenPitPretradePoliciesSpotFundsPnlBoundsBarrier openpit::pretrade::policies::SpotFundsPnlBoundsBarrier::Raw ( ) const
inlinenodiscardnoexcept

Lowers the barrier to the native C payload.

Member Data Documentation

◆ accountCurrency

std::string openpit::pretrade::policies::SpotFundsPnlBoundsBarrier::accountCurrency

◆ lowerBound

std::optional<::openpit::param::Pnl> openpit::pretrade::policies::SpotFundsPnlBoundsBarrier::lowerBound

◆ upperBound

std::optional<::openpit::param::Pnl> openpit::pretrade::policies::SpotFundsPnlBoundsBarrier::upperBound