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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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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" |