openpit 0.5.0

Embeddable pre-trade risk SDK
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44

// Copyright The Pit Project Owners. All rights reserved.
// SPDX-License-Identifier: Apache-2.0
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
//     http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
//
// Please see https://github.com/openpitkit and the OWNERS file for details.

//! Built-in pre-trade policy implementations.

pub mod order_size_limit;
pub mod order_validation;
pub mod pnl_bounds_killswitch;
pub mod rate_limit;
mod spot_funds;

pub use order_size_limit::{
    OrderSizeAccountAssetBarrier, OrderSizeAssetBarrier, OrderSizeBrokerBarrier, OrderSizeLimit,
    OrderSizeLimitPolicy, OrderSizeLimitPolicyError, OrderSizeLimitSettings,
};
pub use order_validation::OrderValidationPolicy;
pub(crate) use pnl_bounds_killswitch::RealizedPnlStorage;
pub use pnl_bounds_killswitch::{
    PnlBoundsAccountAssetBarrier, PnlBoundsAccountAssetBarrierUpdate, PnlBoundsBrokerBarrier,
    PnlBoundsKillSwitchPolicy, PnlBoundsKillSwitchPolicyError, PnlBoundsKillSwitchSettings,
};
pub use rate_limit::{
    RateLimit, RateLimitAccountAssetBarrier, RateLimitAccountBarrier, RateLimitAssetBarrier,
    RateLimitBrokerBarrier, RateLimitPolicy, RateLimitPolicyError, RateLimitSettings,
};
pub use spot_funds::SpotFundsPolicy;
pub use spot_funds::{
    SpotFundsConfigError, SpotFundsMarketData, SpotFundsOverride, SpotFundsOverrideTarget,
    SpotFundsPricingSource, SpotFundsSettings,
};