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

Account-wide P&L bounds computed by the spot-funds ledger. More...

Public Member Functions

OpenPitPretradePoliciesSpotFundsPnlBoundsBarrier Raw () const noexcept
 Lowers the barrier to the native C payload. More...
 

Public Attributes

std::optional<::openpit::param::Pnl > lowerBound
 
std::optional<::openpit::param::Pnl > upperBound
 

Detailed Description

Account-wide P&L bounds computed by the spot-funds ledger.

Lower and upper bounds are optional; lower is typically a negative loss limit and upper is typically a positive profit-taking limit. At least one bound must be set whenever a barrier is installed.

Member Function Documentation

◆ Raw()

OpenPitPretradePoliciesSpotFundsPnlBoundsBarrier openpit::pretrade::policies::SpotFundsPnlBoundsBarrier::Raw ( ) const
inlinenoexcept

Lowers the barrier to the native C payload.

Member Data Documentation

◆ lowerBound

std::optional<::openpit::param::Pnl> openpit::pretrade::policies::SpotFundsPnlBoundsBarrier::lowerBound

◆ upperBound

std::optional<::openpit::param::Pnl> openpit::pretrade::policies::SpotFundsPnlBoundsBarrier::upperBound