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 = 1 , openpit::model::Close = 2 }
 
enum class  openpit::model::PositionMode : std::uint8_t { openpit::model::Netting = 1 , openpit::model::Hedged = 2 }
 
enum class  openpit::model::PositionSide : std::uint8_t { openpit::model::Long = 1 , openpit::model::Short = 2 }
 
enum class  openpit::model::TradeAmountKind : std::uint8_t { openpit::model::Quantity = 1 , openpit::model::Volume = 2 }
 

Functions

std::string openpit::model::ToString (PositionEffect effect)
 Formats an open/close position effect. More...
 
std::string openpit::model::ToString (PositionMode mode)
 Formats a position accounting mode. More...
 
std::string openpit::model::ToString (PositionSide side)
 Formats a long/short exposure. More...