OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
reject.hpp File Reference
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Classes

struct  openpit::reject::Reject
 

Namespaces

 openpit
 
 openpit::reject
 

Enumerations

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

Functions

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