OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
param.hpp File Reference
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Classes

class  openpit::param::AdjustmentAmount
 
class  openpit::param::Asset
 Validated asset or currency identifier. More...
 
class  openpit::param::Leverage
 Fixed-point leverage multiplier transport wrapper. More...
 
class  openpit::param::MonetaryAmount
 Signed fee-style amount paired with the currency it is denominated in. More...
 

Namespaces

 openpit
 
 openpit::param
 

Macros

#define OPENPIT_PARAM_DEFINE_VALUE_TYPE(Name, CType, Prefix)
 

Typedefs

using openpit::param::AccountGroupIdOptional = OpenPitParamAccountGroupIdOptional
 
using openpit::param::AccountIdOptional = OpenPitParamAccountIdOptional
 
using openpit::param::CashFlowOptional = OpenPitParamCashFlowOptional
 
using openpit::param::FeeOptional = OpenPitParamFeeOptional
 
using openpit::param::MonetaryAmountOptional = OpenPitParamMonetaryAmountOptional
 
using openpit::param::NotionalOptional = OpenPitParamNotionalOptional
 
using openpit::param::PnlOptional = OpenPitParamPnlOptional
 
using openpit::param::PositionSizeOptional = OpenPitParamPositionSizeOptional
 
using openpit::param::PriceOptional = OpenPitParamPriceOptional
 
using openpit::param::QuantityOptional = OpenPitParamQuantityOptional
 
using openpit::param::VolumeOptional = OpenPitParamVolumeOptional
 

Enumerations

enum class  openpit::param::AdjustmentAmountKind : std::uint8_t { openpit::param::Delta = OPENPIT_PARAM_ADJUSTMENT_AMOUNT_KIND_DELTA , openpit::param::Absolute = OPENPIT_PARAM_ADJUSTMENT_AMOUNT_KIND_ABSOLUTE }
 
enum class  openpit::param::FillType : std::uint8_t {
  openpit::param::Trade = OPENPIT_PARAM_FILL_TYPE_TRADE , openpit::param::Liquidation = OPENPIT_PARAM_FILL_TYPE_LIQUIDATION , openpit::param::AutoDeleverage = OPENPIT_PARAM_FILL_TYPE_AUTO_DELEVERAGE , openpit::param::Settlement = OPENPIT_PARAM_FILL_TYPE_SETTLEMENT ,
  openpit::param::Funding = OPENPIT_PARAM_FILL_TYPE_FUNDING
}
 
enum class  openpit::param::Kind : std::uint8_t {
  openpit::param::Quantity = OPENPIT_PARAM_KIND_QUANTITY , openpit::param::Volume = OPENPIT_PARAM_KIND_VOLUME , openpit::param::Notional = OPENPIT_PARAM_KIND_NOTIONAL , openpit::param::Price = OPENPIT_PARAM_KIND_PRICE ,
  openpit::param::Pnl = OPENPIT_PARAM_KIND_PNL , openpit::param::CashFlow = OPENPIT_PARAM_KIND_CASH_FLOW , openpit::param::PositionSize = OPENPIT_PARAM_KIND_POSITION_SIZE , openpit::param::Fee = OPENPIT_PARAM_KIND_FEE ,
  openpit::param::Leverage = OPENPIT_PARAM_KIND_LEVERAGE
}
 
enum class  openpit::param::RoundingStrategy : std::uint8_t { openpit::param::MidpointNearestEven = OPENPIT_PARAM_ROUNDING_STRATEGY_MIDPOINT_NEAREST_EVEN , openpit::param::MidpointAwayFromZero , openpit::param::Up = OPENPIT_PARAM_ROUNDING_STRATEGY_UP , openpit::param::Down = OPENPIT_PARAM_ROUNDING_STRATEGY_DOWN }
 

Functions

 openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE (CashFlow, OpenPitParamCashFlow, cash_flow)
 
 openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE (Fee, OpenPitParamFee, fee)
 
 openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE (Notional, OpenPitParamNotional, notional)
 
 openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE (Pnl, OpenPitParamPnl, pnl)
 
 openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE (PositionSize, OpenPitParamPositionSize, position_size)
 
 openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE (Price, OpenPitParamPrice, price)
 
 openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE (Quantity, OpenPitParamQuantity, quantity)
 
 openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE (Volume, OpenPitParamVolume, volume)
 
OpenPitParamRoundingStrategy openpit::param::ToRaw (RoundingStrategy strategy) noexcept
 

Macro Definition Documentation

◆ OPENPIT_PARAM_DEFINE_VALUE_TYPE

#define OPENPIT_PARAM_DEFINE_VALUE_TYPE (   Name,
  CType,
  Prefix 
)