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

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
 

Enumerations

enum class  PositionEffect : std::uint8_t { Open = OPENPIT_PARAM_POSITION_EFFECT_OPEN , Close = OPENPIT_PARAM_POSITION_EFFECT_CLOSE }
 
enum class  PositionMode : std::uint8_t { Netting = OPENPIT_PARAM_POSITION_MODE_NETTING , Hedged = OPENPIT_PARAM_POSITION_MODE_HEDGED }
 
enum class  PositionSide : std::uint8_t { Long = OPENPIT_PARAM_POSITION_SIDE_LONG , Short = OPENPIT_PARAM_POSITION_SIDE_SHORT }
 
enum class  Side : std::uint8_t { Buy = OPENPIT_PARAM_SIDE_BUY , Sell = OPENPIT_PARAM_SIDE_SELL }
 
enum class  TradeAmountKind : std::uint8_t { Quantity = OPENPIT_PARAM_TRADE_AMOUNT_KIND_QUANTITY , Volume = OPENPIT_PARAM_TRADE_AMOUNT_KIND_VOLUME }
 

Enumeration Type Documentation

◆ PositionEffect

enum openpit::model::PositionEffect : std::uint8_t
strong
Enumerator
Open 
Close 

◆ PositionMode

enum openpit::model::PositionMode : std::uint8_t
strong
Enumerator
Netting 
Hedged 

◆ PositionSide

enum openpit::model::PositionSide : std::uint8_t
strong
Enumerator
Long 
Short 

◆ Side

enum openpit::model::Side : std::uint8_t
strong
Enumerator
Buy 
Sell 

◆ TradeAmountKind

enum openpit::model::TradeAmountKind : std::uint8_t
strong
Enumerator
Quantity 
Volume