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

Public Member Functions

void Clear (InstrumentId instrumentId)
 
void ClearAccountGroupTtl (param::AccountGroupId accountGroupId)
 
void ClearAccountTtl (param::AccountId accountId)
 
RegisterStatus ClearInstrumentAccountGroupTtl (InstrumentId instrumentId, param::AccountGroupId accountGroupId)
 
RegisterStatus ClearInstrumentAccountTtl (InstrumentId instrumentId, param::AccountId accountId)
 
RegisterStatus ClearInstrumentTtl (InstrumentId instrumentId)
 
Service Clone () const
 
template<typename AccountInfo >
std::optional< QuoteFind (InstrumentId instrumentId, param::AccountId accountId, const AccountInfo &accountInfo, QuoteResolution resolution)
 
OpenPitMarketDataService * Get () const noexcept
 
template<typename AccountInfo >
GetResult Get (InstrumentId instrumentId, param::AccountId accountId, const AccountInfo &accountInfo, QuoteResolution resolution)
 
 operator bool () const noexcept
 
RegisterStatus Push (InstrumentId instrumentId, const Quote &quote)
 
InstrumentId PushByInstrument (const model::Instrument &instrument, const Quote &quote)
 
InstrumentId PushByInstrumentPatch (const model::Instrument &instrument, const Quote &quote)
 
RegisterStatus PushFor (InstrumentId instrumentId, const Quote &quote, const std::vector< param::AccountId > &accountIds, const std::vector< param::AccountGroupId > &accountGroupIds)
 
RegisterStatus PushForPatch (InstrumentId instrumentId, const Quote &quote, const std::vector< param::AccountId > &accountIds, const std::vector< param::AccountGroupId > &accountGroupIds)
 
RegisterStatus PushPatch (InstrumentId instrumentId, const Quote &quote)
 
RegisterResult Register (const model::Instrument &instrument)
 
RegisterResult Register (const model::Instrument &instrument, const QuoteTtl &ttl)
 
RegisterResult Register (const model::Instrument &instrument, InstrumentId id)
 
RegisterResult Register (const model::Instrument &instrument, InstrumentId id, const QuoteTtl &ttl)
 
std::optional< InstrumentIdResolve (const model::Instrument &instrument) const
 
 Service ()=default
 
 Service (OpenPitMarketDataService *handle) noexcept
 
void SetAccountGroupTtl (param::AccountGroupId accountGroupId, const QuoteTtl &ttl)
 
void SetAccountTtl (param::AccountId accountId, const QuoteTtl &ttl)
 
RegisterStatus SetInstrumentAccountGroupTtl (InstrumentId instrumentId, param::AccountGroupId accountGroupId, const QuoteTtl &ttl)
 
RegisterStatus SetInstrumentAccountTtl (InstrumentId instrumentId, param::AccountId accountId, const QuoteTtl &ttl)
 
RegisterStatus SetInstrumentTtl (InstrumentId instrumentId, const QuoteTtl &ttl)
 

Constructor & Destructor Documentation

◆ Service() [1/2]

openpit::marketdata::Service::Service ( )
default

◆ Service() [2/2]

openpit::marketdata::Service::Service ( OpenPitMarketDataService *  handle)
inlineexplicitnoexcept

Member Function Documentation

◆ Clear()

void openpit::marketdata::Service::Clear ( InstrumentId  instrumentId)
inline

◆ ClearAccountGroupTtl()

void openpit::marketdata::Service::ClearAccountGroupTtl ( param::AccountGroupId  accountGroupId)
inline

◆ ClearAccountTtl()

void openpit::marketdata::Service::ClearAccountTtl ( param::AccountId  accountId)
inline

◆ ClearInstrumentAccountGroupTtl()

RegisterStatus openpit::marketdata::Service::ClearInstrumentAccountGroupTtl ( InstrumentId  instrumentId,
param::AccountGroupId  accountGroupId 
)
inline

◆ ClearInstrumentAccountTtl()

RegisterStatus openpit::marketdata::Service::ClearInstrumentAccountTtl ( InstrumentId  instrumentId,
param::AccountId  accountId 
)
inline

◆ ClearInstrumentTtl()

RegisterStatus openpit::marketdata::Service::ClearInstrumentTtl ( InstrumentId  instrumentId)
inline

◆ Clone()

Service openpit::marketdata::Service::Clone ( ) const
inline

◆ Find()

template<typename AccountInfo >
std::optional<Quote> openpit::marketdata::Service::Find ( InstrumentId  instrumentId,
param::AccountId  accountId,
const AccountInfo &  accountInfo,
QuoteResolution  resolution 
)
inline

◆ Get() [1/2]

OpenPitMarketDataService* openpit::marketdata::Service::Get ( ) const
inlinenoexcept

◆ Get() [2/2]

template<typename AccountInfo >
GetResult openpit::marketdata::Service::Get ( InstrumentId  instrumentId,
param::AccountId  accountId,
const AccountInfo &  accountInfo,
QuoteResolution  resolution 
)
inline

◆ operator bool()

openpit::marketdata::Service::operator bool ( ) const
inlineexplicitnoexcept

◆ Push()

RegisterStatus openpit::marketdata::Service::Push ( InstrumentId  instrumentId,
const Quote quote 
)
inline

◆ PushByInstrument()

InstrumentId openpit::marketdata::Service::PushByInstrument ( const model::Instrument instrument,
const Quote quote 
)
inline

◆ PushByInstrumentPatch()

InstrumentId openpit::marketdata::Service::PushByInstrumentPatch ( const model::Instrument instrument,
const Quote quote 
)
inline

◆ PushFor()

RegisterStatus openpit::marketdata::Service::PushFor ( InstrumentId  instrumentId,
const Quote quote,
const std::vector< param::AccountId > &  accountIds,
const std::vector< param::AccountGroupId > &  accountGroupIds 
)
inline

◆ PushForPatch()

RegisterStatus openpit::marketdata::Service::PushForPatch ( InstrumentId  instrumentId,
const Quote quote,
const std::vector< param::AccountId > &  accountIds,
const std::vector< param::AccountGroupId > &  accountGroupIds 
)
inline

◆ PushPatch()

RegisterStatus openpit::marketdata::Service::PushPatch ( InstrumentId  instrumentId,
const Quote quote 
)
inline

◆ Register() [1/4]

RegisterResult openpit::marketdata::Service::Register ( const model::Instrument instrument)
inline

◆ Register() [2/4]

RegisterResult openpit::marketdata::Service::Register ( const model::Instrument instrument,
const QuoteTtl ttl 
)
inline

◆ Register() [3/4]

RegisterResult openpit::marketdata::Service::Register ( const model::Instrument instrument,
InstrumentId  id 
)
inline

◆ Register() [4/4]

RegisterResult openpit::marketdata::Service::Register ( const model::Instrument instrument,
InstrumentId  id,
const QuoteTtl ttl 
)
inline

◆ Resolve()

std::optional<InstrumentId> openpit::marketdata::Service::Resolve ( const model::Instrument instrument) const
inline

◆ SetAccountGroupTtl()

void openpit::marketdata::Service::SetAccountGroupTtl ( param::AccountGroupId  accountGroupId,
const QuoteTtl ttl 
)
inline

◆ SetAccountTtl()

void openpit::marketdata::Service::SetAccountTtl ( param::AccountId  accountId,
const QuoteTtl ttl 
)
inline

◆ SetInstrumentAccountGroupTtl()

RegisterStatus openpit::marketdata::Service::SetInstrumentAccountGroupTtl ( InstrumentId  instrumentId,
param::AccountGroupId  accountGroupId,
const QuoteTtl ttl 
)
inline

◆ SetInstrumentAccountTtl()

RegisterStatus openpit::marketdata::Service::SetInstrumentAccountTtl ( InstrumentId  instrumentId,
param::AccountId  accountId,
const QuoteTtl ttl 
)
inline

◆ SetInstrumentTtl()

RegisterStatus openpit::marketdata::Service::SetInstrumentTtl ( InstrumentId  instrumentId,
const QuoteTtl ttl 
)
inline