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

class  openpit::marketdata::Quote
 
class  openpit::marketdata::QuoteTtl
 

Namespaces

 openpit
 
 openpit::marketdata
 

Enumerations

enum class  openpit::marketdata::QuoteResolution : std::uint8_t { openpit::marketdata::AccountOnly = OPENPIT_MARKET_DATA_QUOTE_RESOLUTION_ACCOUNT_ONLY , openpit::marketdata::AccountThenGroup = OPENPIT_MARKET_DATA_QUOTE_RESOLUTION_ACCOUNT_THEN_GROUP , openpit::marketdata::AccountThenGroupThenDefault }
 

Functions

OpenPitMarketDataQuoteResolution openpit::marketdata::ToRaw (QuoteResolution resolution) noexcept