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

Public Member Functions

void AddTo (::openpit::EngineBuilder &builder) const
 
SpotFundsPolicyOverride (SpotFundsOverride override)
 
SpotFundsPolicyPolicyGroupId (std::uint16_t policyGroupId)
 
SpotFundsPolicyPricingSource (SpotFundsPricingSource source)
 
SpotFundsPolicyWithMarketOrders (const ::openpit::marketdata::Service &marketData, std::uint16_t slippageBps)
 Enables market orders from a C++ market-data service. More...
 
SpotFundsPolicyWithMarketOrders (const OpenPitMarketDataService *marketData, std::uint16_t slippageBps)
 Enables market orders from a borrowed raw market-data service handle. More...
 

Member Function Documentation

◆ AddTo()

void openpit::pretrade::policies::SpotFundsPolicy::AddTo ( ::openpit::EngineBuilder builder) const
inline

◆ Override()

SpotFundsPolicy& openpit::pretrade::policies::SpotFundsPolicy::Override ( SpotFundsOverride  override)
inline

◆ PolicyGroupId()

SpotFundsPolicy& openpit::pretrade::policies::SpotFundsPolicy::PolicyGroupId ( std::uint16_t  policyGroupId)
inline

◆ PricingSource()

SpotFundsPolicy& openpit::pretrade::policies::SpotFundsPolicy::PricingSource ( SpotFundsPricingSource  source)
inline

◆ WithMarketOrders() [1/2]

SpotFundsPolicy& openpit::pretrade::policies::SpotFundsPolicy::WithMarketOrders ( const ::openpit::marketdata::Service marketData,
std::uint16_t  slippageBps 
)
inline

Enables market orders from a C++ market-data service.

marketData must outlive registration; slippageBps is the worst-case global slippage (1 bps = 0.01%).

◆ WithMarketOrders() [2/2]

SpotFundsPolicy& openpit::pretrade::policies::SpotFundsPolicy::WithMarketOrders ( const OpenPitMarketDataService *  marketData,
std::uint16_t  slippageBps 
)
inline

Enables market orders from a borrowed raw market-data service handle.