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

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

Namespaces

 openpit
 
 openpit::pretrade
 
 openpit::pretrade::policies
 

Enumerations

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

Variables

constexpr std::string_view openpit::pretrade::policies::OrderSizeLimitPolicyName
 
constexpr std::string_view openpit::pretrade::policies::PnlBoundsKillSwitchPolicyName
 
constexpr std::string_view openpit::pretrade::policies::RateLimitPolicyName = "RateLimitPolicy"
 
constexpr std::string_view openpit::pretrade::policies::SpotFundsPolicyName = "SpotFundsPolicy"