openpit::pretrade::policies::SpotFundsPnlBoundsKillSwitchPolicy Class Reference

Built-in spot-funds self-computed P&L bounds kill switch. More...

Public Member Functions
SpotFundsPnlBoundsKillSwitchPolicy &	AccountBarrier (SpotFundsPnlBoundsAccountBarrier barrier)
	Adds an account P&L barrier. More...
SpotFundsPnlBoundsKillSwitchPolicy &	AccountGroupBarrier (SpotFundsPnlBoundsAccountGroupBarrier barrier)
	Adds an account-group account P&L barrier. More...
void	AddTo (::openpit::EngineBuilder &builder) const
	Registers the policy on builder. More...
SpotFundsPnlBoundsKillSwitchPolicy &	GlobalBarrier (SpotFundsPnlBoundsBarrier barrier)
	Sets the global account P&L barrier. More...
SpotFundsPnlBoundsKillSwitchPolicy &	PolicyGroupId (std::uint16_t policyGroupId)
	Assigns the policy to a pricing group. More...
SpotFundsPnlBoundsKillSwitchPolicy &	WithMarketData (const ::openpit::marketdata::Service &marketData) noexcept
	Sets the market-data service used for FX conversion. More...
SpotFundsPnlBoundsKillSwitchPolicy &	WithMarketData (const OpenPitMarketDataService *marketData) noexcept
	Sets the borrowed raw market-data service handle used for FX conversion. More...

Detailed Description

Built-in spot-funds self-computed P&L bounds kill switch.

This registers the regular SpotFundsPolicy name and configures its account P&L-bounds axis. The policy computes realized P&L from reconciled fills instead of trusting an externally supplied P&L figure. Its SpotFunds limit mode is TrackOnly: holdings and P&L are updated, but insufficient-funds gating is disabled. Mark pricing is used for market orders.

Member Function Documentation

AccountBarrier()

SpotFundsPnlBoundsKillSwitchPolicy& openpit::pretrade::policies::SpotFundsPnlBoundsKillSwitchPolicy::AccountBarrier ( SpotFundsPnlBoundsAccountBarrier  barrier )

inline

Adds an account P&L barrier.

AccountGroupBarrier()

SpotFundsPnlBoundsKillSwitchPolicy& openpit::pretrade::policies::SpotFundsPnlBoundsKillSwitchPolicy::AccountGroupBarrier ( SpotFundsPnlBoundsAccountGroupBarrier  barrier )

inline

Adds an account-group account P&L barrier.

AddTo()

void openpit::pretrade::policies::SpotFundsPnlBoundsKillSwitchPolicy::AddTo ( ::openpit::EngineBuilder &  builder ) const

inline

Registers the policy on builder.

GlobalBarrier()

SpotFundsPnlBoundsKillSwitchPolicy& openpit::pretrade::policies::SpotFundsPnlBoundsKillSwitchPolicy::GlobalBarrier ( SpotFundsPnlBoundsBarrier  barrier )

inline

Sets the global account P&L barrier.

PolicyGroupId()

SpotFundsPnlBoundsKillSwitchPolicy& openpit::pretrade::policies::SpotFundsPnlBoundsKillSwitchPolicy::PolicyGroupId ( std::uint16_t  policyGroupId )

inline

Assigns the policy to a pricing group.

WithMarketData() [1/2]

SpotFundsPnlBoundsKillSwitchPolicy& openpit::pretrade::policies::SpotFundsPnlBoundsKillSwitchPolicy::WithMarketData ( const ::openpit::marketdata::Service &  marketData )

inlinenoexcept

Sets the market-data service used for FX conversion.

WithMarketData() [2/2]

SpotFundsPnlBoundsKillSwitchPolicy& openpit::pretrade::policies::SpotFundsPnlBoundsKillSwitchPolicy::WithMarketData ( const OpenPitMarketDataService *  marketData )

inlinenoexcept

Sets the borrowed raw market-data service handle used for FX conversion.