openpit::param Namespace Reference

Classes
class	AccountGroupId
class	AccountId
class	AdjustmentAmount
class	Asset
	Validated asset or currency identifier. More...
class	GroupId
class	Leverage
	Fixed-point leverage multiplier transport wrapper. More...
class	MonetaryAmount
	Signed fee-style amount paired with the currency it is denominated in. More...

Typedefs
using	AccountGroupIdOptional = OpenPitParamAccountGroupIdOptional
using	AccountIdOptional = OpenPitParamAccountIdOptional
using	CashFlowOptional = OpenPitParamCashFlowOptional
using	FeeOptional = OpenPitParamFeeOptional
using	MonetaryAmountOptional = OpenPitParamMonetaryAmountOptional
using	NotionalOptional = OpenPitParamNotionalOptional
using	PnlOptional = OpenPitParamPnlOptional
using	PositionSizeOptional = OpenPitParamPositionSizeOptional
using	PriceOptional = OpenPitParamPriceOptional
using	QuantityOptional = OpenPitParamQuantityOptional
using	VolumeOptional = OpenPitParamVolumeOptional

Enumerations
enum class	AdjustmentAmountKind : std::uint8_t { Delta = OPENPIT_PARAM_ADJUSTMENT_AMOUNT_KIND_DELTA , Absolute = OPENPIT_PARAM_ADJUSTMENT_AMOUNT_KIND_ABSOLUTE }
enum class	FillType : std::uint8_t {   Trade = OPENPIT_PARAM_FILL_TYPE_TRADE , Liquidation = OPENPIT_PARAM_FILL_TYPE_LIQUIDATION , AutoDeleverage = OPENPIT_PARAM_FILL_TYPE_AUTO_DELEVERAGE , Settlement = OPENPIT_PARAM_FILL_TYPE_SETTLEMENT ,   Funding = OPENPIT_PARAM_FILL_TYPE_FUNDING }
enum class	Kind : std::uint8_t {   Quantity = OPENPIT_PARAM_KIND_QUANTITY , Volume = OPENPIT_PARAM_KIND_VOLUME , Notional = OPENPIT_PARAM_KIND_NOTIONAL , Price = OPENPIT_PARAM_KIND_PRICE ,   Pnl = OPENPIT_PARAM_KIND_PNL , CashFlow = OPENPIT_PARAM_KIND_CASH_FLOW , PositionSize = OPENPIT_PARAM_KIND_POSITION_SIZE , Fee = OPENPIT_PARAM_KIND_FEE ,   Leverage = OPENPIT_PARAM_KIND_LEVERAGE }
enum class	RoundingStrategy : std::uint8_t { MidpointNearestEven = OPENPIT_PARAM_ROUNDING_STRATEGY_MIDPOINT_NEAREST_EVEN , MidpointAwayFromZero , Up = OPENPIT_PARAM_ROUNDING_STRATEGY_UP , Down = OPENPIT_PARAM_ROUNDING_STRATEGY_DOWN }

Functions
	OPENPIT_PARAM_DEFINE_VALUE_TYPE (CashFlow, OpenPitParamCashFlow, cash_flow)
	OPENPIT_PARAM_DEFINE_VALUE_TYPE (Fee, OpenPitParamFee, fee)
	OPENPIT_PARAM_DEFINE_VALUE_TYPE (Notional, OpenPitParamNotional, notional)
	OPENPIT_PARAM_DEFINE_VALUE_TYPE (Pnl, OpenPitParamPnl, pnl)
	OPENPIT_PARAM_DEFINE_VALUE_TYPE (PositionSize, OpenPitParamPositionSize, position_size)
	OPENPIT_PARAM_DEFINE_VALUE_TYPE (Price, OpenPitParamPrice, price)
	OPENPIT_PARAM_DEFINE_VALUE_TYPE (Quantity, OpenPitParamQuantity, quantity)
	OPENPIT_PARAM_DEFINE_VALUE_TYPE (Volume, OpenPitParamVolume, volume)
OpenPitParamRoundingStrategy	ToRaw (RoundingStrategy strategy) noexcept

Variables
constexpr AccountGroupId	DefaultAccountGroup {}
constexpr std::uint16_t	DefaultPolicyGroupId

Typedef Documentation

AccountGroupIdOptional

using openpit::param::AccountGroupIdOptional = typedef OpenPitParamAccountGroupIdOptional

AccountIdOptional

using openpit::param::AccountIdOptional = typedef OpenPitParamAccountIdOptional

CashFlowOptional

using openpit::param::CashFlowOptional = typedef OpenPitParamCashFlowOptional

FeeOptional

using openpit::param::FeeOptional = typedef OpenPitParamFeeOptional

MonetaryAmountOptional

using openpit::param::MonetaryAmountOptional = typedef OpenPitParamMonetaryAmountOptional

NotionalOptional

using openpit::param::NotionalOptional = typedef OpenPitParamNotionalOptional

PnlOptional

using openpit::param::PnlOptional = typedef OpenPitParamPnlOptional

PositionSizeOptional

using openpit::param::PositionSizeOptional = typedef OpenPitParamPositionSizeOptional

PriceOptional

using openpit::param::PriceOptional = typedef OpenPitParamPriceOptional

QuantityOptional

using openpit::param::QuantityOptional = typedef OpenPitParamQuantityOptional

VolumeOptional

using openpit::param::VolumeOptional = typedef OpenPitParamVolumeOptional

Enumeration Type Documentation

AdjustmentAmountKind

enum openpit::param::AdjustmentAmountKind : std::uint8_t

strong

Enumerator
Delta
Absolute

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

Function Documentation

OPENPIT_PARAM_DEFINE_VALUE_TYPE() [1/8]

openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE	(	CashFlow	,
		OpenPitParamCashFlow	,
		cash_flow
	)

OPENPIT_PARAM_DEFINE_VALUE_TYPE() [2/8]

openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE	(	Fee	,
		OpenPitParamFee	,
		fee
	)

OPENPIT_PARAM_DEFINE_VALUE_TYPE() [3/8]

openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE	(	Notional	,
		OpenPitParamNotional	,
		notional
	)

OPENPIT_PARAM_DEFINE_VALUE_TYPE() [4/8]

openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE	(	Pnl	,
		OpenPitParamPnl	,
		pnl
	)

OPENPIT_PARAM_DEFINE_VALUE_TYPE() [5/8]

openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE	(	PositionSize	,
		OpenPitParamPositionSize	,
		position_size
	)

OPENPIT_PARAM_DEFINE_VALUE_TYPE() [6/8]

openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE	(	Price	,
		OpenPitParamPrice	,
		price
	)

OPENPIT_PARAM_DEFINE_VALUE_TYPE() [7/8]

openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE	(	Quantity	,
		OpenPitParamQuantity	,
		quantity
	)

OPENPIT_PARAM_DEFINE_VALUE_TYPE() [8/8]

openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE	(	Volume	,
		OpenPitParamVolume	,
		volume
	)

ToRaw()

OpenPitParamRoundingStrategy openpit::param::ToRaw ( RoundingStrategy  strategy )

inlinenoexcept

Variable Documentation

DefaultAccountGroup

constexpr AccountGroupId openpit::param::DefaultAccountGroup {}

inlineconstexpr

DefaultPolicyGroupId

constexpr std::uint16_t openpit::param::DefaultPolicyGroupId

inlineconstexpr

Initial value:

=
    OPENPIT_DEFAULT_POLICY_GROUP_ID