openpit::pretrade::PolicyAdapter< ClientPolicy, ClientOrder, ClientReport, mode > Class Template Reference

Public Member Functions
template<typename P = ClientPolicy, std::enable_if_t< detail::HasAdjustment< P >::value, int > = 0>
PolicyAccountAdjustmentResult	ApplyAccountAdjustment (const ::openpit::accountadjustment::Context &context, ::openpit::param::AccountId accountId, const ::openpit::accountadjustment::AccountAdjustment &adjustment, ::openpit::tx::Mutations &mutations, AccountOutcomes &outcomes) const
template<typename P = ClientPolicy, std::enable_if_t< detail::HasReportLegacy< P, ClientReport >::value, int > = 0>
bool	ApplyExecutionReport (const openpit::ExecutionReport &report) const
template<typename P = ClientPolicy, std::enable_if_t< detail::HasReportFull< P, ClientReport >::value||detail::HasReportLegacy< P, ClientReport >::value, int > = 0>
std::vector<::openpit::accounts::AccountBlock >	ApplyExecutionReport (const PostTradeContext &context, const openpit::ExecutionReport &report, PostTradeAdjustments &adjustments, PostTradePnls &pnls) const
template<typename P = ClientPolicy, std::enable_if_t< detail::HasStart< P, ClientOrder >::value, int > = 0>
std::optional< Reject >	CheckPreTradeStart (const openpit::Order &order) const
template<typename P = ClientPolicy, std::enable_if_t< detail::HasStartDryRun< P, ClientOrder >::value, int > = 0>
std::optional< Reject >	CheckPreTradeStartDryRun (const openpit::Order &order) const
std::string_view	Name () const noexcept
void	PerformPreTradeCheck (const Context &context, ::openpit::tx::Mutations &mutations, Result &result, PolicyDecision &decision) const
void	PerformPreTradeCheck (const Context &context, PolicyDecision &decision) const
template<typename P = ClientPolicy, std::enable_if_t< detail::HasMainDryRunFull< P, ClientOrder >::value||detail::HasMainDryRunLegacy< P, ClientOrder >::value, int > = 0>
void	PerformPreTradeCheckDryRun (const Context &context, ::openpit::tx::Mutations &mutations, Result &result, PolicyDecision &decision) const
	PolicyAdapter (ClientPolicy policy)

Constructor & Destructor Documentation

PolicyAdapter()

template<typename ClientPolicy , typename ClientOrder , typename ClientReport , CastMode mode>

openpit::pretrade::PolicyAdapter< ClientPolicy, ClientOrder, ClientReport, mode >::PolicyAdapter ( ClientPolicy  policy )

inlineexplicit

Member Function Documentation

ApplyAccountAdjustment()

template<typename ClientPolicy , typename ClientOrder , typename ClientReport , CastMode mode>

template<typename P = ClientPolicy, std::enable_if_t< detail::HasAdjustment< P >::value, int > = 0>

PolicyAccountAdjustmentResult openpit::pretrade::PolicyAdapter< ClientPolicy, ClientOrder, ClientReport, mode >::ApplyAccountAdjustment ( const ::openpit::accountadjustment::Context &  context, ::openpit::param::AccountId  accountId, const ::openpit::accountadjustment::AccountAdjustment &  adjustment, ::openpit::tx::Mutations &  mutations, AccountOutcomes &  outcomes  ) const

inline

ApplyExecutionReport() [1/2]

template<typename ClientPolicy , typename ClientOrder , typename ClientReport , CastMode mode>

template<typename P = ClientPolicy, std::enable_if_t< detail::HasReportLegacy< P, ClientReport >::value, int > = 0>

bool openpit::pretrade::PolicyAdapter< ClientPolicy, ClientOrder, ClientReport, mode >::ApplyExecutionReport ( const openpit::ExecutionReport &  report ) const

inline

ApplyExecutionReport() [2/2]

template<typename ClientPolicy , typename ClientOrder , typename ClientReport , CastMode mode>

template<typename P = ClientPolicy, std::enable_if_t< detail::HasReportFull< P, ClientReport >::value||detail::HasReportLegacy< P, ClientReport >::value, int > = 0>

std::vector<::openpit::accounts::AccountBlock> openpit::pretrade::PolicyAdapter< ClientPolicy, ClientOrder, ClientReport, mode >::ApplyExecutionReport ( const PostTradeContext &  context, const openpit::ExecutionReport &  report, PostTradeAdjustments &  adjustments, PostTradePnls &  pnls  ) const

inline

CheckPreTradeStart()

template<typename ClientPolicy , typename ClientOrder , typename ClientReport , CastMode mode>

template<typename P = ClientPolicy, std::enable_if_t< detail::HasStart< P, ClientOrder >::value, int > = 0>

std::optional<Reject> openpit::pretrade::PolicyAdapter< ClientPolicy, ClientOrder, ClientReport, mode >::CheckPreTradeStart ( const openpit::Order &  order ) const

inline

CheckPreTradeStartDryRun()

template<typename ClientPolicy , typename ClientOrder , typename ClientReport , CastMode mode>

template<typename P = ClientPolicy, std::enable_if_t< detail::HasStartDryRun< P, ClientOrder >::value, int > = 0>

std::optional<Reject> openpit::pretrade::PolicyAdapter< ClientPolicy, ClientOrder, ClientReport, mode >::CheckPreTradeStartDryRun ( const openpit::Order &  order ) const

inline

Name()

template<typename ClientPolicy , typename ClientOrder , typename ClientReport , CastMode mode>

std::string_view openpit::pretrade::PolicyAdapter< ClientPolicy, ClientOrder, ClientReport, mode >::Name ( ) const

inlinenoexcept

PerformPreTradeCheck() [1/2]

template<typename ClientPolicy , typename ClientOrder , typename ClientReport , CastMode mode>

void openpit::pretrade::PolicyAdapter< ClientPolicy, ClientOrder, ClientReport, mode >::PerformPreTradeCheck ( const Context &  context, ::openpit::tx::Mutations &  mutations, Result &  result, PolicyDecision &  decision  ) const

inline

PerformPreTradeCheck() [2/2]

template<typename ClientPolicy , typename ClientOrder , typename ClientReport , CastMode mode>

void openpit::pretrade::PolicyAdapter< ClientPolicy, ClientOrder, ClientReport, mode >::PerformPreTradeCheck ( const Context &  context, PolicyDecision &  decision  ) const

inline

PerformPreTradeCheckDryRun()

template<typename ClientPolicy , typename ClientOrder , typename ClientReport , CastMode mode>

template<typename P = ClientPolicy, std::enable_if_t< detail::HasMainDryRunFull< P, ClientOrder >::value||detail::HasMainDryRunLegacy< P, ClientOrder >::value, int > = 0>

void openpit::pretrade::PolicyAdapter< ClientPolicy, ClientOrder, ClientReport, mode >::PerformPreTradeCheckDryRun ( const Context &  context, ::openpit::tx::Mutations &  mutations, Result &  result, PolicyDecision &  decision  ) const

inline