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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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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 } |