openpit::param Namespace Reference

Namespaces
	detail

Classes
class	AccountGroupId
	Stable account-group identifier used for shared market-data resolution. More...
class	AccountId
	Stable account identifier created from a numeric or textual source. More...
class	AdjustmentAmount
	One exact balance adjustment expressed as either a delta or an absolute. More...
class	Asset
	Validated, owning asset or currency identifier. More...
class	CashFlow
	Signed cash-flow contribution: positive is inflow and negative is outflow. More...
struct	Decimal
	Exact decimal represented as mantissa * 10^-scale. More...
class	Fee
	Signed fee or rebate contribution. More...
class	GroupId
	Policy-group identifier local to one engine configuration. More...
class	Leverage
	Fixed-point leverage multiplier with one decimal place. More...
class	MonetaryAmount
	Exact signed fee-style amount paired with its currency. More...
class	Notional
	Non-negative monetary position exposure used for margin and risk. More...
class	Pnl
	Signed profit-and-loss contribution. More...
class	PositionSize
	Signed position quantity: positive is long and negative is short. More...
class	Price
	Per-unit instrument price; may be negative in derivative markets. More...
class	Quantity
	Non-negative instrument quantity. More...
class	Volume
	Non-negative settlement volume. More...

Enumerations
enum class	FillType : std::uint8_t {   Trade = 1 , Liquidation = 2 , AutoDeleverage = 3 , Settlement = 4 ,   Funding = 5 }
enum class	Kind : std::uint8_t {   Quantity = 1 , Volume = 2 , Notional = 3 , Price = 4 ,   Pnl = 5 , CashFlow = 6 , PositionSize = 7 , Fee = 8 ,   Leverage = 9 }
enum class	RoundingStrategy : std::uint8_t { MidpointNearestEven = 0 , MidpointAwayFromZero = 1 , Up = 2 , Down = 3 }
enum class	Side : std::uint8_t { Buy = 1 , Sell = 2 }
	Buy/sell direction. More...

Functions
std::string	ToString (Side side)
	Formats a buy/sell direction. More...

Variables
constexpr AccountGroupId	DefaultAccountGroup {}
	Default account group. More...
constexpr std::uint16_t	DefaultPolicyGroupId = 0
	Default policy-group identifier. More...

Enumeration Type Documentation

FillType

enum openpit::param::FillType : std::uint8_t

strong

Enumerator
Trade
Liquidation
AutoDeleverage
Settlement
Funding

Kind

enum openpit::param::Kind : std::uint8_t

strong

Enumerator
Quantity
Volume
Notional
Price
Pnl
CashFlow
PositionSize
Fee
Leverage

RoundingStrategy

enum openpit::param::RoundingStrategy : std::uint8_t

strong

Enumerator
MidpointNearestEven
MidpointAwayFromZero
Up
Down

Side

enum openpit::param::Side : std::uint8_t

strong

Buy/sell direction.

Enumerator
Buy	Buy or increase positive exposure.
Sell	Sell or increase negative exposure.

Function Documentation

ToString()

std::string openpit::param::ToString ( Side  side )

inline

Formats a buy/sell direction.

Variable Documentation

DefaultAccountGroup

constexpr AccountGroupId openpit::param::DefaultAccountGroup {}

inlineconstexpr

Default account group.

DefaultPolicyGroupId

constexpr std::uint16_t openpit::param::DefaultPolicyGroupId = 0

inlineconstexpr

Default policy-group identifier.