Classes
struct	AccountAdjustment

struct	AccountOutcomeEntry

class	AccountPnlOperation
	Replaces the account-wide realized-PnL accumulator. More...

struct	AccountPnlOutcome
	Account-level realized-PnL outcome. More...

struct	Amount

struct	BalanceOperation
	Balance-operation payload of an account adjustment. More...

class	BatchError

struct	Bounds

class	Context

class	Operation

struct	Outcome

struct	OutcomeAmount

class	OutcomeList

struct	PnlOutcome

struct	PnlOutcomeAmount
	Realized-PnL change and resulting absolute value. More...

struct	PositionOperation

Typedefs
using	AccountPnlResult = PnlOutcomeResult
	Account-level realized-PnL result: either the amount or a halt reason. More...

using	OutcomeAmountOptional = OpenPitOutcomeAmountOptional

using	PnlOutcomeOptional = OpenPitPnlOutcomeOptional

using	PnlOutcomeResult = std::variant< PnlOutcomeAmount, PnlHaltReason >
	Realized-PnL result: either the amount or a halt reason. More...

Enumerations
enum class	PnlHaltReason : std::uint8_t { MissingFx = OPENPIT_PNL_HALT_REASON_MISSING_FX , MissingAccountCurrency = OPENPIT_PNL_HALT_REASON_MISSING_ACCOUNT_CURRENCY , MissingInitialPnl = OPENPIT_PNL_HALT_REASON_MISSING_INITIAL_PNL , MissingCostBasis = OPENPIT_PNL_HALT_REASON_MISSING_COST_BASIS , ArithmeticOverflow = OPENPIT_PNL_HALT_REASON_ARITHMETIC_OVERFLOW }
	Reason why a realized-PnL amount could not be calculated. More...

Typedef Documentation

◆ AccountPnlResult

using openpit::accountadjustment::AccountPnlResult = typedef PnlOutcomeResult

Account-level realized-PnL result: either the amount or a halt reason.

A newly halted calculation emits its reason once; later checks can reject or block on the stored halt without emitting another account outcome. A manager explicitly force-sets the account PnL to re-arm it. Position accumulators are independent.

◆ OutcomeAmountOptional

using openpit::accountadjustment::OutcomeAmountOptional = typedef OpenPitOutcomeAmountOptional

◆ PnlOutcomeOptional

using openpit::accountadjustment::PnlOutcomeOptional = typedef OpenPitPnlOutcomeOptional

◆ PnlOutcomeResult

using openpit::accountadjustment::PnlOutcomeResult = typedef std::variant<PnlOutcomeAmount, PnlHaltReason>

Realized-PnL result: either the amount or a halt reason.

Enumeration Type Documentation

◆ PnlHaltReason

enum openpit::accountadjustment::PnlHaltReason : std::uint8_t

strong

Reason why a realized-PnL amount could not be calculated.

Enumerator
MissingFx	No quote has been published for a required FX conversion. The last available quote remains valid even when it is stale.
MissingAccountCurrency	The account currency required for the ledger was unavailable.
MissingInitialPnl	The initial realized PnL needed to continue the ledger was unavailable.
MissingCostBasis	The position cost basis needed to calculate PnL was unavailable.
ArithmeticOverflow	Exact realized-PnL arithmetic overflowed.

Classes

Typedefs