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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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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::openpit::InstrumentId openpit::marketdata::InstrumentId |
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