openpit::pretrade Namespace Reference

Namespaces
	policies

Classes
class	AccountOutcomes
class	Context
	Main-stage pre-trade context passed to a custom policy check. More...
class	CustomPolicy
class	DropCopyOperation
struct	DropCopyResult
class	DryRunReport
struct	ExecuteResult
struct	LockEntry
struct	PolicyAccountAdjustmentResult
class	PolicyAdapter
struct	PolicyDecision
	Rejections produced by one custom-policy callback. More...
class	PostTradeAdjustments
class	PostTradeContext
class	PostTradePnls
class	PreTradeLock
class	Request
class	Reservation
class	Result
class	StartPolicyAdapter
	Adapts a client start-stage policy to the engine callback seam. More...
struct	StartResult

Typedefs
template<typename ClientPolicy , typename ClientOrder , typename ClientReport >
using	PolicyAdapterWithSafeSlowArgType = PolicyAdapter< ClientPolicy, ClientOrder, ClientReport, CastMode::SafeSlow >
template<typename ClientPolicy , typename ClientOrder , typename ClientReport >
using	PolicyAdapterWithUnsafeFastArgType = PolicyAdapter< ClientPolicy, ClientOrder, ClientReport, CastMode::UnsafeFast >
using	Reject = ::openpit::reject::Reject
using	RejectCode = ::openpit::reject::RejectCode
using	RejectScope = ::openpit::reject::RejectScope
template<typename ClientPolicy , typename ClientOrder , typename ClientReport >
using	StartPolicyAdapterWithSafeSlowArgType = StartPolicyAdapter< ClientPolicy, ClientOrder, ClientReport, CastMode::SafeSlow >
template<typename ClientPolicy , typename ClientOrder , typename ClientReport >
using	StartPolicyAdapterWithUnsafeFastArgType = StartPolicyAdapter< ClientPolicy, ClientOrder, ClientReport, CastMode::UnsafeFast >

Enumerations
enum class	CastMode : std::uint8_t { SafeSlow , UnsafeFast }

Functions
const openpit::Order &	ContextOrder (const Context &context)
void	PushReject (PolicyDecision &decision, Reject reject)

Typedef Documentation

PolicyAdapterWithSafeSlowArgType

template<typename ClientPolicy , typename ClientOrder , typename ClientReport >

using openpit::pretrade::PolicyAdapterWithSafeSlowArgType = typedef PolicyAdapter<ClientPolicy, ClientOrder, ClientReport, CastMode::SafeSlow>

PolicyAdapterWithUnsafeFastArgType

template<typename ClientPolicy , typename ClientOrder , typename ClientReport >

using openpit::pretrade::PolicyAdapterWithUnsafeFastArgType = typedef PolicyAdapter<ClientPolicy, ClientOrder, ClientReport, CastMode::UnsafeFast>

Reject

using openpit::pretrade::Reject = typedef ::openpit::reject::Reject

RejectCode

using openpit::pretrade::RejectCode = typedef ::openpit::reject::RejectCode

RejectScope

using openpit::pretrade::RejectScope = typedef ::openpit::reject::RejectScope

StartPolicyAdapterWithSafeSlowArgType

template<typename ClientPolicy , typename ClientOrder , typename ClientReport >

using openpit::pretrade::StartPolicyAdapterWithSafeSlowArgType = typedef StartPolicyAdapter<ClientPolicy, ClientOrder, ClientReport, CastMode::SafeSlow>

StartPolicyAdapterWithUnsafeFastArgType

template<typename ClientPolicy , typename ClientOrder , typename ClientReport >

using openpit::pretrade::StartPolicyAdapterWithUnsafeFastArgType = typedef StartPolicyAdapter<ClientPolicy, ClientOrder, ClientReport, CastMode::UnsafeFast>

Enumeration Type Documentation

CastMode

enum openpit::pretrade::CastMode : std::uint8_t

strong

Enumerator
SafeSlow
UnsafeFast

Function Documentation

ContextOrder()

const ::openpit::Order & openpit::pretrade::ContextOrder ( const Context &  context )

inline

PushReject()

void openpit::pretrade::PushReject ( PolicyDecision &  decision, Reject  reject  )

inline