BetaTrader
A HFT Eco-System
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trading_core::RiskManager Class Reference

Performs risk validation and updates after trade execution. More...

#include <RiskManager.h>

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Public Member Functions

 RiskManager (data::TradeRepository *tradeRepository)
 
virtual ~RiskManager ()=default
 
virtual void postTradeUpdate (const common::Trade &trade)
 
void postTradeUpdate (const std::vector< common::Trade > &trades)
 
virtual bool preCheck (const common::Order &order, OrderBook &orderBook)
 

Private Attributes

data::TradeRepositorymTradeRepository
 

Detailed Description

Performs risk validation and updates after trade execution.

Constructor & Destructor Documentation

◆ ~RiskManager()

virtual trading_core::RiskManager::~RiskManager ( )
virtualdefault

◆ RiskManager()

trading_core::RiskManager::RiskManager ( data::TradeRepository tradeRepository)
explicit

Member Function Documentation

◆ postTradeUpdate() [1/2]

void trading_core::RiskManager::postTradeUpdate ( const common::Trade trade)
virtual
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◆ postTradeUpdate() [2/2]

void trading_core::RiskManager::postTradeUpdate ( const std::vector< common::Trade > &  trades)
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◆ preCheck()

bool trading_core::RiskManager::preCheck ( const common::Order order,
OrderBook orderBook 
)
virtual
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Member Data Documentation

◆ mTradeRepository

data::TradeRepository* trading_core::RiskManager::mTradeRepository
private

The documentation for this class was generated from the following files: