|
OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
|
Classes | |
| class | ExecutionReport |
| struct | ExecutionReportOperation |
| struct | Fill |
| struct | FinancialImpact |
| struct | Instrument |
| class | Order |
| struct | OrderMargin |
| struct | OrderOperation |
| struct | OrderPosition |
| struct | PositionImpact |
| struct | Trade |
| class | TradeAmount |
Typedefs | |
| using | Side = std::uint8_t ::openpit::param::Side |
Enumerations | |
| enum class | PositionEffect : std::uint8_t { Open = 1 , Close = 2 } |
| enum class | PositionMode : std::uint8_t { Netting = 1 , Hedged = 2 } |
| enum class | PositionSide : std::uint8_t { Long = 1 , Short = 2 } |
| enum class | TradeAmountKind : std::uint8_t { Quantity = 1 , Volume = 2 } |
Functions | |
| std::string | ToString (PositionEffect effect) |
| Formats an open/close position effect. More... | |
| std::string | ToString (PositionMode mode) |
| Formats a position accounting mode. More... | |
| std::string | ToString (PositionSide side) |
| Formats a long/short exposure. More... | |
|
strong |
|
strong |
|
strong |
|
strong |
|
strong |
|
inline |
Formats an open/close position effect.
|
inline |
Formats a position accounting mode.
|
inline |
Formats a long/short exposure.