openpit::pretrade Namespace Reference

Namespaces
	policies

Classes
class	AccountOutcomes
class	Context
	Main-stage pre-trade context passed to a custom policy check. More...
class	CustomPolicy
	Owning custom pre-trade policy backed by a C++ Handler. More...
class	DryRunReport
struct	ExecuteResult
struct	LockEntry
struct	PolicyAccountAdjustmentResult
class	PolicyAdapter
struct	PolicyDecision
class	PostTradeAdjustments
class	PostTradeContext
class	PostTradePnls
class	PreTradeLock
struct	Reject
class	Request
class	Reservation
class	Result
class	StartPolicyAdapter
	Adapts a client start-stage policy to the engine callback seam. More...
struct	StartResult

Typedefs
template<typename ClientPolicy , typename ClientOrder , typename ClientReport >
using	PolicyAdapterWithSafeSlowArgType = PolicyAdapter< ClientPolicy, ClientOrder, ClientReport, CastMode::SafeSlow >
template<typename ClientPolicy , typename ClientOrder , typename ClientReport >
using	PolicyAdapterWithUnsafeFastArgType = PolicyAdapter< ClientPolicy, ClientOrder, ClientReport, CastMode::UnsafeFast >
template<typename ClientPolicy , typename ClientOrder , typename ClientReport >
using	StartPolicyAdapterWithSafeSlowArgType = StartPolicyAdapter< ClientPolicy, ClientOrder, ClientReport, CastMode::SafeSlow >
template<typename ClientPolicy , typename ClientOrder , typename ClientReport >
using	StartPolicyAdapterWithUnsafeFastArgType = StartPolicyAdapter< ClientPolicy, ClientOrder, ClientReport, CastMode::UnsafeFast >

Enumerations
enum class	CastMode : std::uint8_t { SafeSlow , UnsafeFast }
enum class	RejectCode : std::uint16_t {   MissingRequiredField = OPENPIT_PRETRADE_REJECT_CODE_MISSING_REQUIRED_FIELD , InvalidFieldFormat = OPENPIT_PRETRADE_REJECT_CODE_INVALID_FIELD_FORMAT , InvalidFieldValue = OPENPIT_PRETRADE_REJECT_CODE_INVALID_FIELD_VALUE , UnsupportedOrderType = OPENPIT_PRETRADE_REJECT_CODE_UNSUPPORTED_ORDER_TYPE ,   UnsupportedTimeInForce , UnsupportedOrderAttribute , DuplicateClientOrderId , TooLateToEnter = OPENPIT_PRETRADE_REJECT_CODE_TOO_LATE_TO_ENTER ,   ExchangeClosed = OPENPIT_PRETRADE_REJECT_CODE_EXCHANGE_CLOSED , UnknownInstrument = OPENPIT_PRETRADE_REJECT_CODE_UNKNOWN_INSTRUMENT , UnknownAccount = OPENPIT_PRETRADE_REJECT_CODE_UNKNOWN_ACCOUNT , UnknownVenue = OPENPIT_PRETRADE_REJECT_CODE_UNKNOWN_VENUE ,   UnknownClearingAccount , UnknownCollateralAsset , InsufficientFunds = OPENPIT_PRETRADE_REJECT_CODE_INSUFFICIENT_FUNDS , InsufficientMargin = OPENPIT_PRETRADE_REJECT_CODE_INSUFFICIENT_MARGIN ,   InsufficientPosition = OPENPIT_PRETRADE_REJECT_CODE_INSUFFICIENT_POSITION , CreditLimitExceeded = OPENPIT_PRETRADE_REJECT_CODE_CREDIT_LIMIT_EXCEEDED , RiskLimitExceeded = OPENPIT_PRETRADE_REJECT_CODE_RISK_LIMIT_EXCEEDED , OrderExceedsLimit = OPENPIT_PRETRADE_REJECT_CODE_ORDER_EXCEEDS_LIMIT ,   OrderQtyExceedsLimit = OPENPIT_PRETRADE_REJECT_CODE_ORDER_QTY_EXCEEDS_LIMIT , OrderNotionalExceedsLimit , PositionLimitExceeded = OPENPIT_PRETRADE_REJECT_CODE_POSITION_LIMIT_EXCEEDED , ConcentrationLimitExceeded ,   LeverageLimitExceeded = OPENPIT_PRETRADE_REJECT_CODE_LEVERAGE_LIMIT_EXCEEDED , RateLimitExceeded = OPENPIT_PRETRADE_REJECT_CODE_RATE_LIMIT_EXCEEDED , PnlKillSwitchTriggered , AccountBlocked = OPENPIT_PRETRADE_REJECT_CODE_ACCOUNT_BLOCKED ,   AccountNotAuthorized = OPENPIT_PRETRADE_REJECT_CODE_ACCOUNT_NOT_AUTHORIZED , ComplianceRestriction = OPENPIT_PRETRADE_REJECT_CODE_COMPLIANCE_RESTRICTION , InstrumentRestricted = OPENPIT_PRETRADE_REJECT_CODE_INSTRUMENT_RESTRICTED , JurisdictionRestriction ,   WashTradePrevention = OPENPIT_PRETRADE_REJECT_CODE_WASH_TRADE_PREVENTION , SelfMatchPrevention = OPENPIT_PRETRADE_REJECT_CODE_SELF_MATCH_PREVENTION , ShortSaleRestriction = OPENPIT_PRETRADE_REJECT_CODE_SHORT_SALE_RESTRICTION , RiskConfigurationMissing ,   ReferenceDataUnavailable , OrderValueCalculationFailed , SystemUnavailable = OPENPIT_PRETRADE_REJECT_CODE_SYSTEM_UNAVAILABLE , MarkPriceUnavailable = OPENPIT_PRETRADE_REJECT_CODE_MARK_PRICE_UNAVAILABLE ,   AccountAdjustmentBoundsExceeded , ArithmeticOverflow = OPENPIT_PRETRADE_REJECT_CODE_ARITHMETIC_OVERFLOW , Custom = OPENPIT_PRETRADE_REJECT_CODE_CUSTOM , Other = OPENPIT_PRETRADE_REJECT_CODE_OTHER }
enum class	RejectScope : std::uint8_t { Order = OPENPIT_PRETRADE_REJECT_SCOPE_ORDER , Account = OPENPIT_PRETRADE_REJECT_SCOPE_ACCOUNT }

Functions
const openpit::Order &	ContextOrder (const Context &context)
Reject	MakeTypeMismatchReject (std::string_view policy_name, RejectScope scope, RejectCode code, std::string_view reason, std::string_view expected_type_name)
void	PushReject (PolicyDecision &decision, Reject reject)

Typedef Documentation

PolicyAdapterWithSafeSlowArgType

template<typename ClientPolicy , typename ClientOrder , typename ClientReport >

using openpit::pretrade::PolicyAdapterWithSafeSlowArgType = typedef PolicyAdapter<ClientPolicy, ClientOrder, ClientReport, CastMode::SafeSlow>

PolicyAdapterWithUnsafeFastArgType

template<typename ClientPolicy , typename ClientOrder , typename ClientReport >

using openpit::pretrade::PolicyAdapterWithUnsafeFastArgType = typedef PolicyAdapter<ClientPolicy, ClientOrder, ClientReport, CastMode::UnsafeFast>

StartPolicyAdapterWithSafeSlowArgType

template<typename ClientPolicy , typename ClientOrder , typename ClientReport >

using openpit::pretrade::StartPolicyAdapterWithSafeSlowArgType = typedef StartPolicyAdapter<ClientPolicy, ClientOrder, ClientReport, CastMode::SafeSlow>

StartPolicyAdapterWithUnsafeFastArgType

template<typename ClientPolicy , typename ClientOrder , typename ClientReport >

using openpit::pretrade::StartPolicyAdapterWithUnsafeFastArgType = typedef StartPolicyAdapter<ClientPolicy, ClientOrder, ClientReport, CastMode::UnsafeFast>

Enumeration Type Documentation

CastMode

enum openpit::pretrade::CastMode : std::uint8_t

strong

Enumerator
SafeSlow
UnsafeFast

RejectCode

enum openpit::pretrade::RejectCode : std::uint16_t

strong

Enumerator
MissingRequiredField
InvalidFieldFormat
InvalidFieldValue
UnsupportedOrderType
UnsupportedTimeInForce
UnsupportedOrderAttribute
DuplicateClientOrderId
TooLateToEnter
ExchangeClosed
UnknownInstrument
UnknownAccount
UnknownVenue
UnknownClearingAccount
UnknownCollateralAsset
InsufficientFunds
InsufficientMargin
InsufficientPosition
CreditLimitExceeded
RiskLimitExceeded
OrderExceedsLimit
OrderQtyExceedsLimit
OrderNotionalExceedsLimit
PositionLimitExceeded
ConcentrationLimitExceeded
LeverageLimitExceeded
RateLimitExceeded
PnlKillSwitchTriggered
AccountBlocked
AccountNotAuthorized
ComplianceRestriction
InstrumentRestricted
JurisdictionRestriction
WashTradePrevention
SelfMatchPrevention
ShortSaleRestriction
RiskConfigurationMissing
ReferenceDataUnavailable
OrderValueCalculationFailed
SystemUnavailable
MarkPriceUnavailable
AccountAdjustmentBoundsExceeded
ArithmeticOverflow
Custom
Other

RejectScope

enum openpit::pretrade::RejectScope : std::uint8_t

strong

Enumerator
Order
Account

Function Documentation

ContextOrder()

const ::openpit::Order & openpit::pretrade::ContextOrder ( const Context &  context )

inline

MakeTypeMismatchReject()

Reject openpit::pretrade::MakeTypeMismatchReject ( std::string_view  policy_name, RejectScope  scope, RejectCode  code, std::string_view  reason, std::string_view  expected_type_name  )

inline

PushReject()

void openpit::pretrade::PushReject ( PolicyDecision &  decision, Reject  reject  )

inline