openpit::reject Namespace Reference

Classes
struct	Reject

Enumerations
enum class	RejectCode : std::uint16_t {   MissingRequiredField = 1 , InvalidFieldFormat = 2 , InvalidFieldValue = 3 , UnsupportedOrderType = 4 ,   UnsupportedTimeInForce = 5 , UnsupportedOrderAttribute = 6 , DuplicateClientOrderId = 7 , TooLateToEnter = 8 ,   ExchangeClosed = 9 , UnknownInstrument = 10 , UnknownAccount = 11 , UnknownVenue = 12 ,   UnknownClearingAccount = 13 , UnknownCollateralAsset = 14 , InsufficientFunds = 15 , InsufficientMargin = 16 ,   InsufficientPosition = 17 , CreditLimitExceeded = 18 , RiskLimitExceeded = 19 , OrderExceedsLimit = 20 ,   OrderQtyExceedsLimit = 21 , OrderNotionalExceedsLimit = 22 , PositionLimitExceeded = 23 , ConcentrationLimitExceeded = 24 ,   LeverageLimitExceeded = 25 , RateLimitExceeded = 26 , PnlKillSwitchTriggered = 27 , AccountBlocked = 28 ,   AccountNotAuthorized = 29 , ComplianceRestriction = 30 , InstrumentRestricted = 31 , JurisdictionRestriction = 32 ,   WashTradePrevention = 33 , SelfMatchPrevention = 34 , ShortSaleRestriction = 35 , RiskConfigurationMissing = 36 ,   ReferenceDataUnavailable = 37 , OrderValueCalculationFailed = 38 , SystemUnavailable = 39 , MarkPriceUnavailable = 40 ,   AccountAdjustmentBoundsExceeded = 41 , ArithmeticOverflow = 42 , Custom = 254 , Other = 255 }
enum class	RejectScope : std::uint8_t { Order = 1 , Account = 2 }

Functions
bool	IsEvaluationFailure (RejectCode code) noexcept

Enumeration Type Documentation

RejectCode

enum openpit::reject::RejectCode : std::uint16_t

strong

Enumerator
MissingRequiredField
InvalidFieldFormat
InvalidFieldValue
UnsupportedOrderType
UnsupportedTimeInForce
UnsupportedOrderAttribute
DuplicateClientOrderId
TooLateToEnter
ExchangeClosed
UnknownInstrument
UnknownAccount
UnknownVenue
UnknownClearingAccount
UnknownCollateralAsset
InsufficientFunds
InsufficientMargin
InsufficientPosition
CreditLimitExceeded
RiskLimitExceeded
OrderExceedsLimit
OrderQtyExceedsLimit
OrderNotionalExceedsLimit
PositionLimitExceeded
ConcentrationLimitExceeded
LeverageLimitExceeded
RateLimitExceeded
PnlKillSwitchTriggered
AccountBlocked
AccountNotAuthorized
ComplianceRestriction
InstrumentRestricted
JurisdictionRestriction
WashTradePrevention
SelfMatchPrevention
ShortSaleRestriction
RiskConfigurationMissing
ReferenceDataUnavailable
OrderValueCalculationFailed
SystemUnavailable
MarkPriceUnavailable
AccountAdjustmentBoundsExceeded
ArithmeticOverflow
Custom
Other

RejectScope

enum openpit::reject::RejectScope : std::uint8_t

strong

Enumerator
Order
Account

Function Documentation

IsEvaluationFailure()

bool openpit::reject::IsEvaluationFailure ( RejectCode  code )

inlinenoexcept