OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
openpit::pretrade::policies::OrderSizeLimit Struct Reference

Public Member Functions

 OrderSizeLimit (::openpit::param::Quantity quantity, ::openpit::param::Volume notional)
 
OpenPitPretradePoliciesOrderSizeLimit Raw () const noexcept
 

Public Attributes

::openpit::param::Volume maxNotional
 
::openpit::param::Quantity maxQuantity
 

Constructor & Destructor Documentation

◆ OrderSizeLimit()

openpit::pretrade::policies::OrderSizeLimit::OrderSizeLimit ( ::openpit::param::Quantity  quantity,
::openpit::param::Volume  notional 
)
inline

Member Function Documentation

◆ Raw()

OpenPitPretradePoliciesOrderSizeLimit openpit::pretrade::policies::OrderSizeLimit::Raw ( ) const
inlinenoexcept

Member Data Documentation

◆ maxNotional

::openpit::param::Volume openpit::pretrade::policies::OrderSizeLimit::maxNotional

◆ maxQuantity

::openpit::param::Quantity openpit::pretrade::policies::OrderSizeLimit::maxQuantity