OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
openpit::asyncengine::EngineAdapter Class Reference

Adapter that exposes openpit::Engine methods to TypedAsyncEngine. More...

Public Member Functions

::openpit::accounts::Accounts Accounts () const noexcept
 
template<typename Adjustment >
::openpit::AdjustmentResult ApplyAccountAdjustment (::openpit::param::AccountId accountId, const std::vector< Adjustment > &adjustments) const
 
::openpit::PostTradeResult ApplyExecutionReport (const ::openpit::model::ExecutionReport &report) const
 
::openpit::PostTradeResult ApplyExecutionReport (const ::openpit::model::ExecutionReport &report, const ::openpit::pretrade::PreTradeLock &lock) const
 
 EngineAdapter (const ::openpit::Engine &engine) noexcept
 
::openpit::pretrade::ExecuteResult ExecutePreTrade (const ::openpit::model::Order &order) const
 
::openpit::pretrade::Reservation ExecutePreTradeDropCopy (const ::openpit::model::Order &order) const
 
::openpit::pretrade::StartResult StartPreTrade (const ::openpit::model::Order &order) const
 

Detailed Description

Adapter that exposes openpit::Engine methods to TypedAsyncEngine.

Constructor & Destructor Documentation

◆ EngineAdapter()

openpit::asyncengine::EngineAdapter::EngineAdapter ( const ::openpit::Engine engine)
inlineexplicitnoexcept

Member Function Documentation

◆ Accounts()

::openpit::accounts::Accounts openpit::asyncengine::EngineAdapter::Accounts ( ) const
inlinenoexcept

◆ ApplyAccountAdjustment()

template<typename Adjustment >
::openpit::AdjustmentResult openpit::asyncengine::EngineAdapter::ApplyAccountAdjustment ( ::openpit::param::AccountId  accountId,
const std::vector< Adjustment > &  adjustments 
) const
inline

◆ ApplyExecutionReport() [1/2]

::openpit::PostTradeResult openpit::asyncengine::EngineAdapter::ApplyExecutionReport ( const ::openpit::model::ExecutionReport report) const
inline

◆ ApplyExecutionReport() [2/2]

::openpit::PostTradeResult openpit::asyncengine::EngineAdapter::ApplyExecutionReport ( const ::openpit::model::ExecutionReport report,
const ::openpit::pretrade::PreTradeLock lock 
) const
inline

◆ ExecutePreTrade()

::openpit::pretrade::ExecuteResult openpit::asyncengine::EngineAdapter::ExecutePreTrade ( const ::openpit::model::Order order) const
inline

◆ ExecutePreTradeDropCopy()

::openpit::pretrade::Reservation openpit::asyncengine::EngineAdapter::ExecutePreTradeDropCopy ( const ::openpit::model::Order order) const
inline

◆ StartPreTrade()

::openpit::pretrade::StartResult openpit::asyncengine::EngineAdapter::StartPreTrade ( const ::openpit::model::Order order) const
inline