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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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Namespaces | |
| accountadjustment | |
| accounts | |
| asyncengine | |
| marketdata | |
| model | |
| param | |
| pretrade | |
| reject | |
| tx | |
Classes | |
| struct | AccountBlockOutcomes |
| struct | AdjustmentResult |
| class | BytesView |
| class | Configurator |
| class | ConfigureError |
| class | Engine |
| class | EngineBuilder |
| class | EngineBuildError |
| class | Error |
| class | ExecutionReport |
| class | FinalizationInProgressError |
| class | InstrumentId |
| class | Order |
| struct | PolicyConfigurationResult |
| struct | PostTradeResult |
| class | ReferenceBook |
| struct | ReferenceBookRegisterResult |
| struct | ReferenceBookSettlementSchemeResult |
| struct | SettlementLag |
| struct | SettlementScheme |
| class | SharedBytes |
| class | SharedString |
| class | StringView |
Enumerations | |
| enum class | ConfigureErrorKind : std::uint32_t { Unknown = 0 , TypeMismatch = 1 , Validation = 2 , NestedConfiguration = 3 } |
| enum class | EngineBuildErrorCode : std::uint8_t { DuplicatePolicyName = 0 , DuplicatePolicyGroupId = 1 , Other = 2 } |
| enum class | ParamErrorCode : std::uint32_t { Unspecified = 0 , Negative = 1 , DivisionByZero = 2 , Overflow = 3 , Underflow = 4 , InvalidFloat = 5 , InvalidFormat = 6 , InvalidPrice = 7 , InvalidLeverage = 8 , AssetEmpty = 9 , AccountIdEmpty = 10 , Other = 0xffffffffU } |
| enum class | ReferenceBookRegisterStatus : std::uint8_t { Ok = 0 , DuplicateId = 1 , DuplicateInstrument = 2 } |
| enum class | ReferenceBookStatus : std::uint8_t { Ok = 0 , UnknownInstrument = 1 } |
| enum class | SettlementUnit : std::uint8_t { BusinessDays = 0 , CalendarDays = 1 } |
| enum class | SyncPolicy : std::uint8_t { None = 0 , Full = 1 , Account = 2 } |
Functions | |
| std::string | GetBuildProfile () |
| std::string | GetVersion () |
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