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 = 0 , Unavailable = 1 , UnknownInstrument = 2 , QuoteExpired = 3 }
 
enum class  QuoteResolution : std::uint8_t { AccountOnly = 0 , AccountThenGroup = 1 , AccountThenGroupThenDefault = 2 }
 
enum class  RegisterStatus : std::uint8_t {
  Ok = 0 , AlreadyRegistered = 1 , DuplicateId = 2 , DuplicateInstrument = 3 ,
  UnknownInstrument = 4 , NoTarget = 6
}
 
enum class  SyncPolicy : std::uint8_t { None = 0 , Full = 1 }
 

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 

◆ 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