OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
openpit::marketdata Namespace Reference

Classes

class  Builder
 
struct  GetResult
 Value result returned by account-aware quote reads. More...
 
class  Quote
 
class  QuoteTtl
 
struct  RegisterResult
 Value result returned by market-data registration calls. More...
 
class  Service
 

Typedefs

using InstrumentId = ::openpit::InstrumentId
 

Enumerations

enum class  GetStatus : std::uint8_t {
  Found = OpenPitMarketDataGetStatus_Found , Unavailable = OpenPitMarketDataGetStatus_Unavailable , UnknownInstrument = OpenPitMarketDataGetStatus_UnknownInstrument , QuoteExpired = OpenPitMarketDataGetStatus_QuoteExpired ,
  Error = OpenPitMarketDataGetStatus_Error
}
 
enum class  QuoteResolution : std::uint8_t { AccountOnly = OPENPIT_MARKET_DATA_QUOTE_RESOLUTION_ACCOUNT_ONLY , AccountThenGroup = OPENPIT_MARKET_DATA_QUOTE_RESOLUTION_ACCOUNT_THEN_GROUP , AccountThenGroupThenDefault }
 
enum class  RegisterStatus : std::uint8_t {
  Ok = OpenPitMarketDataRegisterStatus_Ok , AlreadyRegistered = OpenPitMarketDataRegisterStatus_AlreadyRegistered , DuplicateId = OpenPitMarketDataRegisterStatus_DuplicateId , DuplicateInstrument = OpenPitMarketDataRegisterStatus_DuplicateInstrument ,
  UnknownInstrument = OpenPitMarketDataRegisterStatus_UnknownInstrument , NoTarget = OpenPitMarketDataRegisterStatus_NoTarget
}
 
enum class  SyncPolicy : std::uint8_t { None = OpenPitSyncPolicy_None , Full = OpenPitSyncPolicy_Full }
 

Functions

OpenPitMarketDataQuoteResolution ToRaw (QuoteResolution resolution) noexcept
 

Typedef Documentation

◆ InstrumentId

typedef::openpit::InstrumentId openpit::marketdata::InstrumentId

Enumeration Type Documentation

◆ GetStatus

enum openpit::marketdata::GetStatus : std::uint8_t
strong
Enumerator
Found 
Unavailable 
UnknownInstrument 
QuoteExpired 
Error 

◆ QuoteResolution

enum openpit::marketdata::QuoteResolution : std::uint8_t
strong
Enumerator
AccountOnly 
AccountThenGroup 
AccountThenGroupThenDefault 

◆ RegisterStatus

enum openpit::marketdata::RegisterStatus : std::uint8_t
strong
Enumerator
Ok 
AlreadyRegistered 
DuplicateId 
DuplicateInstrument 
UnknownInstrument 
NoTarget 

◆ SyncPolicy

enum openpit::marketdata::SyncPolicy : std::uint8_t
strong
Enumerator
None 
Full 

Function Documentation

◆ ToRaw()

OpenPitMarketDataQuoteResolution openpit::marketdata::ToRaw ( QuoteResolution  resolution)
inlinenoexcept