openpit::pretrade::policies::OrderSizeLimit Struct Reference

Static Public Member Functions
static OrderSizeLimit	Both (::openpit::param::Quantity quantity, ::openpit::param::Volume notional)
static OrderSizeLimit	Notional (::openpit::param::Volume notional)
static OrderSizeLimit	Quantity (::openpit::param::Quantity quantity)

Public Attributes
std::optional<::openpit::param::Volume >	maxNotional
std::optional<::openpit::param::Quantity >	maxQuantity

Member Function Documentation

Both()

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

inlinestatic

Notional()

static OrderSizeLimit openpit::pretrade::policies::OrderSizeLimit::Notional ( ::openpit::param::Volume  notional )

inlinestatic

Quantity()

static OrderSizeLimit openpit::pretrade::policies::OrderSizeLimit::Quantity ( ::openpit::param::Quantity  quantity )

inlinestatic

Member Data Documentation

maxNotional

std::optional<::openpit::param::Volume> openpit::pretrade::policies::OrderSizeLimit::maxNotional

maxQuantity

std::optional<::openpit::param::Quantity> openpit::pretrade::policies::OrderSizeLimit::maxQuantity