Currency-specific account P&L bounds computed by the spot-funds ledger. More...
Public Member Functions | |
| SpotFundsPnlBoundsBarrier (::openpit::param::Asset value) | |
Public Attributes | |
| ::openpit::param::Asset | currency |
| Currency matched when the account has an effective currency. More... | |
| std::optional<::openpit::param::Pnl > | lowerBound |
| std::optional<::openpit::param::Pnl > | upperBound |
Detailed Description
Currency-specific account P&L bounds computed by the spot-funds ledger.
With a known effective account currency, an account-tier mismatch fails closed and blocks the account; account-group and global mismatches are skipped. A known-currency account with no account barrier and no matching fallback has no effective barrier, but its P&L keeps accumulating and publishing. Without an effective currency, the first in-scope barrier applies. Bounds are compared as stored and are never FX-converted. 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.
Constructor & Destructor Documentation
◆ SpotFundsPnlBoundsBarrier()
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inlineexplicit |
Member Data Documentation
◆ currency
| ::openpit::param::Asset openpit::pretrade::policies::SpotFundsPnlBoundsBarrier::currency |
Currency matched when the account has an effective currency.
◆ lowerBound
| std::optional<::openpit::param::Pnl> openpit::pretrade::policies::SpotFundsPnlBoundsBarrier::lowerBound |
◆ upperBound
| std::optional<::openpit::param::Pnl> openpit::pretrade::policies::SpotFundsPnlBoundsBarrier::upperBound |
