|
OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
|
Public Member Functions | |
| void | AddTo (::openpit::EngineBuilder &builder) const |
| SpotFundsPolicy & | Override (SpotFundsOverride override) |
| SpotFundsPolicy & | PolicyGroupId (std::uint16_t policyGroupId) |
| SpotFundsPolicy & | PricingSource (SpotFundsPricingSource source) |
| SpotFundsPolicy & | WithMarketOrders (const ::openpit::marketdata::Service &marketData, std::uint16_t slippageBps) |
| Enables market orders from a C++ market-data service. More... | |
| SpotFundsPolicy & | WithMarketOrders (const OpenPitMarketDataService *marketData, std::uint16_t slippageBps) |
| Enables market orders from a borrowed raw market-data service handle. More... | |
|
inline |
|
inline |
|
inline |
|
inline |
|
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%).
|
inline |
Enables market orders from a borrowed raw market-data service handle.