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

struct  openpit::pretrade::PolicyDecision
 
struct  openpit::pretrade::Reject
 

Namespaces

 openpit
 
 openpit::pretrade
 
 openpit::reject
 

Typedefs

using openpit::reject::PolicyDecision = ::openpit::pretrade::PolicyDecision
 
using openpit::reject::Reject = ::openpit::pretrade::Reject
 
using openpit::reject::RejectCode = ::openpit::pretrade::RejectCode
 
using openpit::reject::RejectScope = ::openpit::pretrade::RejectScope
 

Enumerations

enum class  openpit::pretrade::RejectCode : std::uint16_t {
  openpit::pretrade::MissingRequiredField = OPENPIT_PRETRADE_REJECT_CODE_MISSING_REQUIRED_FIELD , openpit::pretrade::InvalidFieldFormat = OPENPIT_PRETRADE_REJECT_CODE_INVALID_FIELD_FORMAT , openpit::pretrade::InvalidFieldValue = OPENPIT_PRETRADE_REJECT_CODE_INVALID_FIELD_VALUE , openpit::pretrade::UnsupportedOrderType = OPENPIT_PRETRADE_REJECT_CODE_UNSUPPORTED_ORDER_TYPE ,
  openpit::pretrade::UnsupportedTimeInForce , openpit::pretrade::UnsupportedOrderAttribute , openpit::pretrade::DuplicateClientOrderId , openpit::pretrade::TooLateToEnter = OPENPIT_PRETRADE_REJECT_CODE_TOO_LATE_TO_ENTER ,
  openpit::pretrade::ExchangeClosed = OPENPIT_PRETRADE_REJECT_CODE_EXCHANGE_CLOSED , openpit::pretrade::UnknownInstrument = OPENPIT_PRETRADE_REJECT_CODE_UNKNOWN_INSTRUMENT , openpit::pretrade::UnknownAccount = OPENPIT_PRETRADE_REJECT_CODE_UNKNOWN_ACCOUNT , openpit::pretrade::UnknownVenue = OPENPIT_PRETRADE_REJECT_CODE_UNKNOWN_VENUE ,
  openpit::pretrade::UnknownClearingAccount , openpit::pretrade::UnknownCollateralAsset , openpit::pretrade::InsufficientFunds = OPENPIT_PRETRADE_REJECT_CODE_INSUFFICIENT_FUNDS , openpit::pretrade::InsufficientMargin = OPENPIT_PRETRADE_REJECT_CODE_INSUFFICIENT_MARGIN ,
  openpit::pretrade::InsufficientPosition = OPENPIT_PRETRADE_REJECT_CODE_INSUFFICIENT_POSITION , openpit::pretrade::CreditLimitExceeded = OPENPIT_PRETRADE_REJECT_CODE_CREDIT_LIMIT_EXCEEDED , openpit::pretrade::RiskLimitExceeded = OPENPIT_PRETRADE_REJECT_CODE_RISK_LIMIT_EXCEEDED , openpit::pretrade::OrderExceedsLimit = OPENPIT_PRETRADE_REJECT_CODE_ORDER_EXCEEDS_LIMIT ,
  openpit::pretrade::OrderQtyExceedsLimit = OPENPIT_PRETRADE_REJECT_CODE_ORDER_QTY_EXCEEDS_LIMIT , openpit::pretrade::OrderNotionalExceedsLimit , openpit::pretrade::PositionLimitExceeded = OPENPIT_PRETRADE_REJECT_CODE_POSITION_LIMIT_EXCEEDED , openpit::pretrade::ConcentrationLimitExceeded ,
  openpit::pretrade::LeverageLimitExceeded = OPENPIT_PRETRADE_REJECT_CODE_LEVERAGE_LIMIT_EXCEEDED , openpit::pretrade::RateLimitExceeded = OPENPIT_PRETRADE_REJECT_CODE_RATE_LIMIT_EXCEEDED , openpit::pretrade::PnlKillSwitchTriggered , openpit::pretrade::AccountBlocked = OPENPIT_PRETRADE_REJECT_CODE_ACCOUNT_BLOCKED ,
  openpit::pretrade::AccountNotAuthorized = OPENPIT_PRETRADE_REJECT_CODE_ACCOUNT_NOT_AUTHORIZED , openpit::pretrade::ComplianceRestriction = OPENPIT_PRETRADE_REJECT_CODE_COMPLIANCE_RESTRICTION , openpit::pretrade::InstrumentRestricted = OPENPIT_PRETRADE_REJECT_CODE_INSTRUMENT_RESTRICTED , openpit::pretrade::JurisdictionRestriction ,
  openpit::pretrade::WashTradePrevention = OPENPIT_PRETRADE_REJECT_CODE_WASH_TRADE_PREVENTION , openpit::pretrade::SelfMatchPrevention = OPENPIT_PRETRADE_REJECT_CODE_SELF_MATCH_PREVENTION , openpit::pretrade::ShortSaleRestriction = OPENPIT_PRETRADE_REJECT_CODE_SHORT_SALE_RESTRICTION , openpit::pretrade::RiskConfigurationMissing ,
  openpit::pretrade::ReferenceDataUnavailable , openpit::pretrade::OrderValueCalculationFailed , openpit::pretrade::SystemUnavailable = OPENPIT_PRETRADE_REJECT_CODE_SYSTEM_UNAVAILABLE , openpit::pretrade::MarkPriceUnavailable = OPENPIT_PRETRADE_REJECT_CODE_MARK_PRICE_UNAVAILABLE ,
  openpit::pretrade::AccountAdjustmentBoundsExceeded , openpit::pretrade::ArithmeticOverflow = OPENPIT_PRETRADE_REJECT_CODE_ARITHMETIC_OVERFLOW , openpit::pretrade::Custom = OPENPIT_PRETRADE_REJECT_CODE_CUSTOM , openpit::pretrade::Other = OPENPIT_PRETRADE_REJECT_CODE_OTHER
}
 
enum class  openpit::pretrade::RejectScope : std::uint8_t { openpit::pretrade::Order = OPENPIT_PRETRADE_REJECT_SCOPE_ORDER , openpit::pretrade::Account = OPENPIT_PRETRADE_REJECT_SCOPE_ACCOUNT }