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

class  openpit::ExecutionReport
 
class  openpit::model::ExecutionReport
 
struct  openpit::model::ExecutionReportOperation
 
struct  openpit::model::Fill
 
struct  openpit::model::FinancialImpact
 
struct  openpit::model::Instrument
 
class  openpit::Order
 
class  openpit::model::Order
 
struct  openpit::model::OrderMargin
 
struct  openpit::model::OrderOperation
 
struct  openpit::model::OrderPosition
 
struct  openpit::model::PositionImpact
 
struct  openpit::model::Trade
 
class  openpit::model::TradeAmount
 

Namespaces

 openpit
 
 openpit::model
 

Enumerations

enum class  openpit::model::PositionEffect : std::uint8_t { openpit::model::Open = OPENPIT_PARAM_POSITION_EFFECT_OPEN , openpit::model::Close = OPENPIT_PARAM_POSITION_EFFECT_CLOSE }
 
enum class  openpit::model::PositionMode : std::uint8_t { openpit::model::Netting = OPENPIT_PARAM_POSITION_MODE_NETTING , openpit::model::Hedged = OPENPIT_PARAM_POSITION_MODE_HEDGED }
 
enum class  openpit::model::PositionSide : std::uint8_t { openpit::model::Long = OPENPIT_PARAM_POSITION_SIDE_LONG , openpit::model::Short = OPENPIT_PARAM_POSITION_SIDE_SHORT }
 
enum class  openpit::model::Side : std::uint8_t { openpit::model::Buy = OPENPIT_PARAM_SIDE_BUY , openpit::model::Sell = OPENPIT_PARAM_SIDE_SELL }
 
enum class  openpit::model::TradeAmountKind : std::uint8_t { openpit::model::Quantity = OPENPIT_PARAM_TRADE_AMOUNT_KIND_QUANTITY , openpit::model::Volume = OPENPIT_PARAM_TRADE_AMOUNT_KIND_VOLUME }