openpit::pretrade::policies Namespace Reference

Classes
struct	OrderSizeAccountAssetBarrier
struct	OrderSizeAssetBarrier
struct	OrderSizeBrokerBarrier
struct	OrderSizeLimit
class	OrderSizeLimitPolicy
class	OrderValidationPolicy
struct	PnlBoundsAccountBarrier
struct	PnlBoundsAccountBarrierUpdate
struct	PnlBoundsBrokerBarrier
class	PnlBoundsKillSwitchPolicy
struct	RateLimit
struct	RateLimitAccountAssetBarrier
struct	RateLimitAccountBarrier
struct	RateLimitAssetBarrier
struct	RateLimitBrokerBarrier
class	RateLimitPolicy
struct	SpotFundsOverride
struct	SpotFundsPnlBoundsAccountBarrier
	Per-account spot-funds P&L bounds refinement. More...
struct	SpotFundsPnlBoundsAccountGroupBarrier
	Per-account-group spot-funds P&L bounds refinement. More...
struct	SpotFundsPnlBoundsBarrier
	Account-wide P&L bounds computed by the spot-funds ledger. More...
class	SpotFundsPnlBoundsGlobalBarrierUpdate
	Tri-state runtime update for the singular SpotFunds global P&L barrier. More...
class	SpotFundsPnlBoundsKillSwitchPolicy
	Built-in spot-funds self-computed P&L bounds kill switch. More...
class	SpotFundsPolicy

Enumerations
enum class	SpotFundsLimitMode : std::uint8_t { Enforce = OPENPIT_PRETRADE_POLICIES_SPOT_FUNDS_LIMIT_MODE_ENFORCE , TrackOnly = OPENPIT_PRETRADE_POLICIES_SPOT_FUNDS_LIMIT_MODE_TRACK_ONLY }
enum class	SpotFundsPricingSource : std::uint8_t { Mark = 0 , BookTop = 1 }

Variables
constexpr std::string_view	OrderSizeLimitPolicyName
constexpr std::string_view	PnlBoundsKillSwitchPolicyName
constexpr std::string_view	RateLimitPolicyName = "RateLimitPolicy"
constexpr std::string_view	SpotFundsPolicyName = "SpotFundsPolicy"

Enumeration Type Documentation

SpotFundsLimitMode

enum openpit::pretrade::policies::SpotFundsLimitMode : std::uint8_t

strong

Enumerator
Enforce
TrackOnly

SpotFundsPricingSource

enum openpit::pretrade::policies::SpotFundsPricingSource : std::uint8_t

strong

Enumerator
Mark
BookTop

Variable Documentation

OrderSizeLimitPolicyName

constexpr std::string_view openpit::pretrade::policies::OrderSizeLimitPolicyName

inlineconstexpr

Initial value:

=
    "OrderSizeLimitPolicy"

PnlBoundsKillSwitchPolicyName

constexpr std::string_view openpit::pretrade::policies::PnlBoundsKillSwitchPolicyName

inlineconstexpr

Initial value:

=
    "PnlBoundsKillSwitchPolicy"

RateLimitPolicyName

constexpr std::string_view openpit::pretrade::policies::RateLimitPolicyName = "RateLimitPolicy"

inlineconstexpr

SpotFundsPolicyName

constexpr std::string_view openpit::pretrade::policies::SpotFundsPolicyName = "SpotFundsPolicy"

inlineconstexpr