openpit::Configurator Class Reference

Public Member Functions
	Configurator (const ::openpit::Engine &engine) noexcept
void	OrderSizeLimit (std::string_view name, ::openpit::pretrade::policies::OrderSizeBrokerBarrierUpdate broker=::openpit::pretrade::policies::OrderSizeBrokerBarrierUpdate::Unchanged(), std::optional< std::vector<::openpit::pretrade::policies::OrderSizeAssetBarrier >> assets=std::nullopt, std::optional< std::vector< ::openpit::pretrade::policies::OrderSizeAccountAssetBarrier >> accountAssets=std::nullopt) const
void	PnlBoundsKillSwitch (std::string_view name, std::optional< std::vector<::openpit::pretrade::policies::PnlBoundsBrokerBarrier >> brokers=std::nullopt, std::optional< std::vector< ::openpit::pretrade::policies::PnlBoundsAccountBarrierUpdate >> accounts=std::nullopt) const
void	RateLimit (std::string_view name, ::openpit::pretrade::policies::RateLimitBrokerBarrierUpdate broker=::openpit::pretrade::policies::RateLimitBrokerBarrierUpdate::Unchanged(), std::optional< std::vector<::openpit::pretrade::policies::RateLimitAssetBarrier >> assets=std::nullopt, std::optional< std::vector<::openpit::pretrade::policies::RateLimitAccountBarrier >> accounts=std::nullopt, std::optional< std::vector< ::openpit::pretrade::policies::RateLimitAccountAssetBarrier >> accountAssets=std::nullopt) const
	Clearing an account or account+asset barrier keeps its sliding-window log; re-adding the key resumes counting orders still inside its window. More...
void	SetAccountPnl (std::string_view name, ::openpit::param::AccountId accountId, const ::openpit::param::Asset &settlementAsset, ::openpit::param::Pnl pnl) const
::openpit::PolicyConfigurationResult	SetSpotFundsAccountPnl (std::string_view name, ::openpit::param::AccountId accountId, ::openpit::accountadjustment::PnlHaltReason reason) const
	Replaces one SpotFunds live account P&L accumulator with a halt reason. More...
::openpit::PolicyConfigurationResult	SetSpotFundsAccountPnl (std::string_view name, ::openpit::param::AccountId accountId, ::openpit::param::Pnl pnl) const
	Replaces one SpotFunds live account P&L accumulator with a numeric value. More...
void	SpotFunds (std::string_view name, std::optional< std::uint16_t > globalSlippageBps=std::nullopt, std::optional<::openpit::pretrade::policies::SpotFundsPricingSource > pricingSource=std::nullopt, std::optional< std::vector<::openpit::pretrade::policies::SpotFundsOverride >> overrides=std::nullopt) const
void	SpotFundsAccountGroupLimitMode (std::string_view name, ::openpit::param::AccountGroupId accountGroupId, std::optional<::openpit::pretrade::policies::SpotFundsLimitMode > mode) const
void	SpotFundsAccountLimitMode (std::string_view name, ::openpit::param::AccountId accountId, std::optional<::openpit::pretrade::policies::SpotFundsLimitMode > mode) const
void	SpotFundsGlobalLimitMode (std::string_view name, ::openpit::pretrade::policies::SpotFundsLimitMode mode) const
::openpit::AccountBlockOutcomes	SpotFundsPnlBoundsKillSwitch (std::string_view name, ::openpit::pretrade::policies::SpotFundsPnlBoundsGlobalBarrierUpdate global=::openpit::pretrade::policies::SpotFundsPnlBoundsGlobalBarrierUpdate::Unchanged(), std::optional< std::vector< ::openpit::pretrade::policies::SpotFundsPnlBoundsAccountGroupBarrier >> accountGroups=std::nullopt, std::optional< std::vector< ::openpit::pretrade::policies::SpotFundsPnlBoundsAccountBarrier >> accounts=std::nullopt) const
	Retunes the SpotFunds self-computed P&L bounds axis. More...
void	SpotFundsPositionLimit (std::string_view name, ::openpit::param::AccountId accountId, const ::openpit::param::Asset &asset, std::optional<::openpit::param::Quantity > limit) const
	Pins, replaces, or clears the inclusive long and short position magnitude limit for an account and asset in the named SpotFunds policy. More...

Constructor & Destructor Documentation

Configurator()

openpit::Configurator::Configurator ( const ::openpit::Engine &  engine )

inlineexplicitnoexcept

Member Function Documentation

OrderSizeLimit()

void openpit::Configurator::OrderSizeLimit ( std::string_view  name, ::openpit::pretrade::policies::OrderSizeBrokerBarrierUpdate  broker = ::openpit::pretrade::policies::OrderSizeBrokerBarrierUpdate:: Unchanged(), std::optional< std::vector<::openpit::pretrade::policies::OrderSizeAssetBarrier >>  assets = std::nullopt, std::optional< std::vector< ::openpit::pretrade::policies::OrderSizeAccountAssetBarrier >>  accountAssets = std::nullopt  ) const

inline

PnlBoundsKillSwitch()

void openpit::Configurator::PnlBoundsKillSwitch ( std::string_view  name, std::optional< std::vector<::openpit::pretrade::policies::PnlBoundsBrokerBarrier >>  brokers = std::nullopt, std::optional< std::vector< ::openpit::pretrade::policies::PnlBoundsAccountBarrierUpdate >>  accounts = std::nullopt  ) const

inline

RateLimit()

void openpit::Configurator::RateLimit ( std::string_view  name, ::openpit::pretrade::policies::RateLimitBrokerBarrierUpdate  broker = ::openpit::pretrade::policies::RateLimitBrokerBarrierUpdate:: Unchanged(), std::optional< std::vector<::openpit::pretrade::policies::RateLimitAssetBarrier >>  assets = std::nullopt, std::optional< std::vector<::openpit::pretrade::policies::RateLimitAccountBarrier >>  accounts = std::nullopt, std::optional< std::vector< ::openpit::pretrade::policies::RateLimitAccountAssetBarrier >>  accountAssets = std::nullopt  ) const

inline

Clearing an account or account+asset barrier keeps its sliding-window log; re-adding the key resumes counting orders still inside its window.

SetAccountPnl()

void openpit::Configurator::SetAccountPnl ( std::string_view  name, ::openpit::param::AccountId  accountId, const ::openpit::param::Asset &  settlementAsset, ::openpit::param::Pnl  pnl  ) const

inline

SetSpotFundsAccountPnl() [1/2]

::openpit::PolicyConfigurationResult openpit::Configurator::SetSpotFundsAccountPnl ( std::string_view  name, ::openpit::param::AccountId  accountId, ::openpit::accountadjustment::PnlHaltReason  reason  ) const

inline

Replaces one SpotFunds live account P&L accumulator with a halt reason.

This is separate from barrier retuning and does not affect any position-level accumulator. When an effective account P&L barrier is configured, the result reports the policy block even when the account is already blocked. The engine processes the block request before returning and preserves the existing first cause.

SetSpotFundsAccountPnl() [2/2]

::openpit::PolicyConfigurationResult openpit::Configurator::SetSpotFundsAccountPnl ( std::string_view  name, ::openpit::param::AccountId  accountId, ::openpit::param::Pnl  pnl  ) const

inline

Replaces one SpotFunds live account P&L accumulator with a numeric value.

This is separate from barrier retuning and re-arms the accumulator after a calculation halt. It does not affect any position-level accumulator. A value outside the effective bounds returns the policy-reported block, even when the account already has a block. The engine processes the block request before returning and preserves the existing first cause. Otherwise the returned block list is empty.

SpotFunds()

void openpit::Configurator::SpotFunds ( std::string_view  name, std::optional< std::uint16_t >  globalSlippageBps = std::nullopt, std::optional<::openpit::pretrade::policies::SpotFundsPricingSource >  pricingSource = std::nullopt, std::optional< std::vector<::openpit::pretrade::policies::SpotFundsOverride >>  overrides = std::nullopt  ) const

inline

SpotFundsAccountGroupLimitMode()

void openpit::Configurator::SpotFundsAccountGroupLimitMode ( std::string_view  name, ::openpit::param::AccountGroupId  accountGroupId, std::optional<::openpit::pretrade::policies::SpotFundsLimitMode >  mode  ) const

inline

SpotFundsAccountLimitMode()

void openpit::Configurator::SpotFundsAccountLimitMode ( std::string_view  name, ::openpit::param::AccountId  accountId, std::optional<::openpit::pretrade::policies::SpotFundsLimitMode >  mode  ) const

inline

SpotFundsGlobalLimitMode()

void openpit::Configurator::SpotFundsGlobalLimitMode ( std::string_view  name, ::openpit::pretrade::policies::SpotFundsLimitMode  mode  ) const

inline

SpotFundsPnlBoundsKillSwitch()

::openpit::AccountBlockOutcomes openpit::Configurator::SpotFundsPnlBoundsKillSwitch ( std::string_view  name, ::openpit::pretrade::policies::SpotFundsPnlBoundsGlobalBarrierUpdate  global = ::openpit::pretrade::policies:: SpotFundsPnlBoundsGlobalBarrierUpdate::Unchanged(), std::optional< std::vector< ::openpit::pretrade::policies::SpotFundsPnlBoundsAccountGroupBarrier >>  accountGroups = std::nullopt, std::optional< std::vector< ::openpit::pretrade::policies::SpotFundsPnlBoundsAccountBarrier >>  accounts = std::nullopt  ) const

inline

Retunes the SpotFunds self-computed P&L bounds axis.

The global update uses the explicitly named Unchanged, Clear, and Set operations. Optional group/account vectors are PATCH axes: std::nullopt leaves the axis unchanged and an engaged empty vector clears it. Account updates preserve each live accumulated P&L value. With a known effective account currency, an account-tier mismatch fails closed and blocks the account; account-group and global mismatches are skipped. A known-currency account with no account barrier and no matching fallback has no effective barrier, but its P&L keeps accumulating and publishing. Without an effective currency, the first in-scope barrier applies. Bounds are compared as stored and are never FX-converted.

An account whose effective barrier changed is evaluated against its stored account P&L in the same call: an already halted account, or one already beyond the new barrier, is blocked before this call returns and its block is reported here as already recorded by the engine. Each returned accounts::AccountBlockOutcome names the account that owns its newly inserted block. Removing the last effective barrier reports no block and does not release an existing block. Clearing an override can expose a fallback barrier; the fallback is evaluated normally and may record and report a block.

SpotFundsPositionLimit()

void openpit::Configurator::SpotFundsPositionLimit ( std::string_view  name, ::openpit::param::AccountId  accountId, const ::openpit::param::Asset &  asset, std::optional<::openpit::param::Quantity >  limit  ) const

inline

Pins, replaces, or clears the inclusive long and short position magnitude limit for an account and asset in the named SpotFunds policy.

The checked position starts with recorded available + held, including a negative held residual. A long projection adds open positive incoming; a short projection subtracts open positive held. Only the side the order moves toward is checked, so a position-reducing order passes while that projection stays within the limit. A breach rejects with PositionLimitExceeded at Order scope. A projection that cannot be computed exactly rejects with ArithmeticOverflow at Order scope. A change applies from the next order and does not re-evaluate open reservations. std::nullopt clears the limit.