OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
openpit::model::Order Class Reference
Inheritance diagram for openpit::model::Order:
Collaboration diagram for openpit::model::Order:

Public Member Functions

OpenPitOrder EngineRaw () const noexcept override
 
 Order ()=default
 
OpenPitOrder Raw () const noexcept
 
- Public Member Functions inherited from openpit::Order
Orderoperator= (const Order &)=default
 
Orderoperator= (Order &&)=default
 
 Order ()=default
 
 Order (const Order &)=default
 
 Order (Order &&)=default
 
virtual ~Order ()=default
 

Static Public Member Functions

static Order FromRaw (const OpenPitOrder &raw)
 
static Order Limit (Instrument instrument, param::AccountId accountId, Side side, TradeAmount tradeAmount, param::Price price)
 Builds a limit order with the required operation fields set. More...
 
static Order Market (Instrument instrument, param::AccountId accountId, Side side, TradeAmount tradeAmount)
 Builds a market order with the required operation fields set. More...
 

Public Attributes

std::optional< OrderMarginmargin
 
std::optional< OrderOperationoperation
 
std::optional< OrderPositionposition
 
std::uintptr_t userData = 0
 

Constructor & Destructor Documentation

◆ Order()

openpit::model::Order::Order ( )
default

Member Function Documentation

◆ EngineRaw()

OpenPitOrder openpit::model::Order::EngineRaw ( ) const
inlineoverridevirtualnoexcept

Reimplemented from openpit::Order.

◆ FromRaw()

static Order openpit::model::Order::FromRaw ( const OpenPitOrder &  raw)
inlinestatic

◆ Limit()

static Order openpit::model::Order::Limit ( Instrument  instrument,
param::AccountId  accountId,
Side  side,
TradeAmount  tradeAmount,
param::Price  price 
)
inlinestatic

Builds a limit order with the required operation fields set.

◆ Market()

static Order openpit::model::Order::Market ( Instrument  instrument,
param::AccountId  accountId,
Side  side,
TradeAmount  tradeAmount 
)
inlinestatic

Builds a market order with the required operation fields set.

◆ Raw()

OpenPitOrder openpit::model::Order::Raw ( ) const
inlinenoexcept

Member Data Documentation

◆ margin

std::optional<OrderMargin> openpit::model::Order::margin

◆ operation

std::optional<OrderOperation> openpit::model::Order::operation

◆ position

std::optional<OrderPosition> openpit::model::Order::position

◆ userData

std::uintptr_t openpit::model::Order::userData = 0