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

class  openpit::pretrade::PolicyAdapter< ClientPolicy, ClientOrder, ClientReport, mode >
 
class  openpit::pretrade::StartPolicyAdapter< ClientPolicy, ClientOrder, ClientReport, mode >
 Adapts a client start-stage policy to the engine callback seam. More...
 

Namespaces

 openpit
 
 openpit::pretrade
 

Typedefs

template<typename ClientPolicy , typename ClientOrder , typename ClientReport >
using openpit::pretrade::PolicyAdapterWithSafeSlowArgType = PolicyAdapter< ClientPolicy, ClientOrder, ClientReport, CastMode::SafeSlow >
 
template<typename ClientPolicy , typename ClientOrder , typename ClientReport >
using openpit::pretrade::PolicyAdapterWithUnsafeFastArgType = PolicyAdapter< ClientPolicy, ClientOrder, ClientReport, CastMode::UnsafeFast >
 
template<typename ClientPolicy , typename ClientOrder , typename ClientReport >
using openpit::pretrade::StartPolicyAdapterWithSafeSlowArgType = StartPolicyAdapter< ClientPolicy, ClientOrder, ClientReport, CastMode::SafeSlow >
 
template<typename ClientPolicy , typename ClientOrder , typename ClientReport >
using openpit::pretrade::StartPolicyAdapterWithUnsafeFastArgType = StartPolicyAdapter< ClientPolicy, ClientOrder, ClientReport, CastMode::UnsafeFast >
 

Enumerations

enum class  openpit::pretrade::CastMode : std::uint8_t { openpit::pretrade::SafeSlow , openpit::pretrade::UnsafeFast }
 

Functions

const openpit::Orderopenpit::pretrade::ContextOrder (const Context &context)
 
void openpit::pretrade::PushReject (PolicyDecision &decision, Reject reject)