param.hpp File Reference

Classes
class	openpit::param::AdjustmentAmount
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
namespace	openpit
namespace	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 = OpenPitParamAdjustmentAmountKind_Delta , openpit::param::Absolute = OpenPitParamAdjustmentAmountKind_Absolute }
enum class	openpit::param::FillType : std::uint8_t {   openpit::param::Trade = OpenPitParamFillType_Trade , openpit::param::Liquidation = OpenPitParamFillType_Liquidation , openpit::param::AutoDeleverage = OpenPitParamFillType_AutoDeleverage , openpit::param::Settlement = OpenPitParamFillType_Settlement ,   openpit::param::Funding = OpenPitParamFillType_Funding }
enum class	openpit::param::Kind : std::uint8_t {   openpit::param::Quantity = OpenPitParamKind_Quantity , openpit::param::Volume = OpenPitParamKind_Volume , openpit::param::Notional = OpenPitParamKind_Notional , openpit::param::Price = OpenPitParamKind_Price ,   openpit::param::Pnl = OpenPitParamKind_Pnl , openpit::param::CashFlow = OpenPitParamKind_CashFlow , openpit::param::PositionSize = OpenPitParamKind_PositionSize , openpit::param::Fee = OpenPitParamKind_Fee ,   openpit::param::Leverage = OpenPitParamKind_Leverage }
enum class	openpit::param::RoundingStrategy : std::uint8_t { openpit::param::MidpointNearestEven = OpenPitParamRoundingStrategy_MidpointNearestEven , openpit::param::MidpointAwayFromZero = OpenPitParamRoundingStrategy_MidpointAwayFromZero , openpit::param::Up = OpenPitParamRoundingStrategy_Up , openpit::param::Down = OpenPitParamRoundingStrategy_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 )