risk_manager.hpp File Reference

风险控制模块 More...

#include <string>
#include <cstdint>
#include "app/model/order.hpp"
#include "app/model/account.hpp"
#include "app/model/position.hpp"
#include "app/model/instrument.hpp"
#include "app/model/market_data_snapshot.hpp"

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Classes
struct	fix40::CheckResult
	风控检查结果 More...
class	fix40::RiskManager
	风险控制模块 More...

Namespaces
namespace	fix40

Enumerations
enum class	fix40::RejectReason {   fix40::NONE = 0 , fix40::INSTRUMENT_NOT_FOUND = 1 , fix40::INSUFFICIENT_FUNDS = 2 , fix40::PRICE_OUT_OF_LIMIT = 3 ,   fix40::INSUFFICIENT_POSITION = 4 , fix40::NO_COUNTER_PARTY = 5 , fix40::ORDER_NOT_FOUND = 6 }
	订单拒绝原因代码 More...
enum class	fix40::OffsetFlag { fix40::OPEN = 0 , fix40::CLOSE = 1 }
	开平标志 More...

Detailed Description

风险控制模块

提供订单风控检查功能，包括资金检查、价格检查、持仓检查等。 在订单提交到撮合引擎之前进行风险验证。