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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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Public Member Functions | |
| OpenPitExecutionReportTrade | Raw () const noexcept |
| Trade (param::Price tradePrice, param::Quantity tradeQuantity) | |
Static Public Member Functions | |
| static Trade | FromRaw (const OpenPitExecutionReportTrade &raw) |
Public Attributes | |
| param::Price | price |
| param::Quantity | quantity |
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inline |
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inlinestatic |
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inlinenoexcept |
| param::Price openpit::model::Trade::price |
| param::Quantity openpit::model::Trade::quantity |