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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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Classes | |
| class | openpit::param::AdjustmentAmount |
| class | openpit::param::Asset |
| Validated asset or currency identifier. More... | |
| class | openpit::param::Leverage |
| Fixed-point leverage multiplier transport wrapper. More... | |
| class | openpit::param::MonetaryAmount |
| Signed fee-style amount paired with the currency it is denominated in. More... | |
Namespaces | |
| openpit | |
| openpit::param | |
Macros | |
| #define | OPENPIT_PARAM_DEFINE_VALUE_TYPE(Name, CType, Prefix) |
Typedefs | |
| using | openpit::param::AccountGroupIdOptional = OpenPitParamAccountGroupIdOptional |
| using | openpit::param::AccountIdOptional = OpenPitParamAccountIdOptional |
| using | openpit::param::CashFlowOptional = OpenPitParamCashFlowOptional |
| using | openpit::param::FeeOptional = OpenPitParamFeeOptional |
| using | openpit::param::MonetaryAmountOptional = OpenPitParamMonetaryAmountOptional |
| using | openpit::param::NotionalOptional = OpenPitParamNotionalOptional |
| using | openpit::param::PnlOptional = OpenPitParamPnlOptional |
| using | openpit::param::PositionSizeOptional = OpenPitParamPositionSizeOptional |
| using | openpit::param::PriceOptional = OpenPitParamPriceOptional |
| using | openpit::param::QuantityOptional = OpenPitParamQuantityOptional |
| using | openpit::param::VolumeOptional = OpenPitParamVolumeOptional |
Enumerations | |
| enum class | openpit::param::AdjustmentAmountKind : std::uint8_t { openpit::param::Delta = OPENPIT_PARAM_ADJUSTMENT_AMOUNT_KIND_DELTA , openpit::param::Absolute = OPENPIT_PARAM_ADJUSTMENT_AMOUNT_KIND_ABSOLUTE } |
| enum class | openpit::param::FillType : std::uint8_t { openpit::param::Trade = OPENPIT_PARAM_FILL_TYPE_TRADE , openpit::param::Liquidation = OPENPIT_PARAM_FILL_TYPE_LIQUIDATION , openpit::param::AutoDeleverage = OPENPIT_PARAM_FILL_TYPE_AUTO_DELEVERAGE , openpit::param::Settlement = OPENPIT_PARAM_FILL_TYPE_SETTLEMENT , openpit::param::Funding = OPENPIT_PARAM_FILL_TYPE_FUNDING } |
| enum class | openpit::param::Kind : std::uint8_t { openpit::param::Quantity = OPENPIT_PARAM_KIND_QUANTITY , openpit::param::Volume = OPENPIT_PARAM_KIND_VOLUME , openpit::param::Notional = OPENPIT_PARAM_KIND_NOTIONAL , openpit::param::Price = OPENPIT_PARAM_KIND_PRICE , openpit::param::Pnl = OPENPIT_PARAM_KIND_PNL , openpit::param::CashFlow = OPENPIT_PARAM_KIND_CASH_FLOW , openpit::param::PositionSize = OPENPIT_PARAM_KIND_POSITION_SIZE , openpit::param::Fee = OPENPIT_PARAM_KIND_FEE , openpit::param::Leverage = OPENPIT_PARAM_KIND_LEVERAGE } |
| enum class | openpit::param::RoundingStrategy : std::uint8_t { openpit::param::MidpointNearestEven = OPENPIT_PARAM_ROUNDING_STRATEGY_MIDPOINT_NEAREST_EVEN , openpit::param::MidpointAwayFromZero , openpit::param::Up = OPENPIT_PARAM_ROUNDING_STRATEGY_UP , openpit::param::Down = OPENPIT_PARAM_ROUNDING_STRATEGY_DOWN } |
Functions | |
| openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE (CashFlow, OpenPitParamCashFlow, cash_flow) | |
| openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE (Fee, OpenPitParamFee, fee) | |
| openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE (Notional, OpenPitParamNotional, notional) | |
| openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE (Pnl, OpenPitParamPnl, pnl) | |
| openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE (PositionSize, OpenPitParamPositionSize, position_size) | |
| openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE (Price, OpenPitParamPrice, price) | |
| openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE (Quantity, OpenPitParamQuantity, quantity) | |
| openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE (Volume, OpenPitParamVolume, volume) | |
| OpenPitParamRoundingStrategy | openpit::param::ToRaw (RoundingStrategy strategy) noexcept |
| #define OPENPIT_PARAM_DEFINE_VALUE_TYPE | ( | Name, | |
| CType, | |||
| Prefix | |||
| ) |