com.apama.firewall.rules
Event PositionLimitRiskFirewallRuleConsts


This event object contains a set of constants that define the various constant values for all the settings, configuration items and their default values for the Position Limit Risk Firewall Rule Class.

These constants should be used rather than the specific value in order to ensure future compatibility.
Since:
CMF 5.1.0
Version:
9.12

Constant Summary
 constant booleanCHECK_CANCEL_DEFAULT := true

Constant string value for the input parameter used to define the default value of whether the Firewall Rule instance should apply to CancelOrders.
 constant stringCHECK_CANCEL_PARAMETER := "CHECK_CANCEL"

Constant string value for the input parameter used to define whether the Firewall Rule instance should apply to CancelOrders.
 constant stringCURRENT_OPEN_POSITION := "CURRENT_OPEN_POSITION"

Constant integer value for the current Open position for a rule instance.
 constant stringCURRENT_PENDING_MAX_POSITION := "CURRENT_PENDING_MAX_POSITION"

Constant integer value for the current maximum Pending position for a rule instance.
 constant stringCURRENT_PENDING_MIN_POSITION := "CURRENT_PENDING_MIN_POSITION"

Constant integer value for the current minimum Pending position for a rule instance.
 constant stringCURRENT_TOTAL_MAX_POSITION := "CURRENT_TOTAL_MAX_POSITION"

Constant integer value for the current total maximum (open+max pending) for a rule instance.
 constant stringCURRENT_TOTAL_MIN_POSITION := "CURRENT_TOTAL_MIN_POSITION"

Constant integer value for the current total minimum (open+min pending) for a rule instance.
 constant integerMAX_POSITION_LIMIT_DEFAULT := 0

Constant string value for the input parameter used to define the maximum objection limit default value.
 constant stringMAX_POSITION_LIMIT_PARAMETER := "MAX_POSITION_LIMIT"

Constant string value for the input parameter used to define the maximum objection limit.
 constant integerMAX_POSITION_WARNING_DEFAULT := 0

Constant string value for the input parameter used to define the maximum warning limit default value.
 constant stringMAX_POSITION_WARNING_PARAMETER := "MAX_POSITION_WARNING"

Constant string value for the input parameter used to define the maximum warning limit.
 constant integerMIN_POSITION_LIMIT_DEFAULT := 0

Constant string value for the input parameter used to define the minimum objection limit default value.
 constant stringMIN_POSITION_LIMIT_PARAMETER := "MIN_POSITION_LIMIT"

Constant string value for the input parameter used to define the minimum objection limit.
 constant integerMIN_POSITION_WARNING_DEFAULT := 0

Constant string value for the input parameter used to define the minimum warning limit default value.
 constant stringMIN_POSITION_WARNING_PARAMETER := "MIN_POSITION_WARNING"

Constant string value for the input parameter used to define the minimum warning limit.
 constant integerPOSITION_LIMIT_DEFAULT := 0

Constant string value for the input parameter used to define the symmetric objection limits default value.
 constant stringPOSITION_LIMIT_PARAMETER := "POSITION_LIMIT"

Constant string value for the input parameter used to define the symmetric objection limits.
 constant integerPOSITION_WARNING_DEFAULT := 0

Constant string value for the input parameter used to define the symmetric warning limits default value.
 constant stringPOSITION_WARNING_PARAMETER := "POSITION_WARNING_LIMIT"

Constant string value for the input parameter used to define the symmetric warning limits.
 constant stringRULE_CLASS_NAME := "PositionLimitRiskFirewallRule"

Constant string value for the Rule Class Name.
 constant stringSLICE_POSITION_SERVICEID := "SLICE_POSITION_SERVICEID"

This constant value defines the name of the configuration item used to configure the set of serviceIds that the position service will use for this instance if it needs to be different from those provided for the instance slice.
 
Constant Detail

CHECK_CANCEL_DEFAULT

constant boolean CHECK_CANCEL_DEFAULT := true
Constant string value for the input parameter used to define the default value of whether the Firewall Rule instance should apply to CancelOrders.

CHECK_CANCEL_PARAMETER

constant string CHECK_CANCEL_PARAMETER := "CHECK_CANCEL"
Constant string value for the input parameter used to define whether the Firewall Rule instance should apply to CancelOrders.

CURRENT_OPEN_POSITION

constant string CURRENT_OPEN_POSITION := "CURRENT_OPEN_POSITION"
Constant integer value for the current Open position for a rule instance.

CURRENT_PENDING_MAX_POSITION

constant string CURRENT_PENDING_MAX_POSITION := "CURRENT_PENDING_MAX_POSITION"
Constant integer value for the current maximum Pending position for a rule instance.

CURRENT_PENDING_MIN_POSITION

constant string CURRENT_PENDING_MIN_POSITION := "CURRENT_PENDING_MIN_POSITION"
Constant integer value for the current minimum Pending position for a rule instance.

CURRENT_TOTAL_MAX_POSITION

constant string CURRENT_TOTAL_MAX_POSITION := "CURRENT_TOTAL_MAX_POSITION"
Constant integer value for the current total maximum (open+max pending) for a rule instance.

CURRENT_TOTAL_MIN_POSITION

constant string CURRENT_TOTAL_MIN_POSITION := "CURRENT_TOTAL_MIN_POSITION"
Constant integer value for the current total minimum (open+min pending) for a rule instance.

MAX_POSITION_LIMIT_DEFAULT

constant integer MAX_POSITION_LIMIT_DEFAULT := 0
Constant string value for the input parameter used to define the maximum objection limit default value.

MAX_POSITION_LIMIT_PARAMETER

constant string MAX_POSITION_LIMIT_PARAMETER := "MAX_POSITION_LIMIT"
Constant string value for the input parameter used to define the maximum objection limit.

MAX_POSITION_WARNING_DEFAULT

constant integer MAX_POSITION_WARNING_DEFAULT := 0
Constant string value for the input parameter used to define the maximum warning limit default value.

MAX_POSITION_WARNING_PARAMETER

constant string MAX_POSITION_WARNING_PARAMETER := "MAX_POSITION_WARNING"
Constant string value for the input parameter used to define the maximum warning limit.

MIN_POSITION_LIMIT_DEFAULT

constant integer MIN_POSITION_LIMIT_DEFAULT := 0
Constant string value for the input parameter used to define the minimum objection limit default value.

MIN_POSITION_LIMIT_PARAMETER

constant string MIN_POSITION_LIMIT_PARAMETER := "MIN_POSITION_LIMIT"
Constant string value for the input parameter used to define the minimum objection limit.

MIN_POSITION_WARNING_DEFAULT

constant integer MIN_POSITION_WARNING_DEFAULT := 0
Constant string value for the input parameter used to define the minimum warning limit default value.

MIN_POSITION_WARNING_PARAMETER

constant string MIN_POSITION_WARNING_PARAMETER := "MIN_POSITION_WARNING"
Constant string value for the input parameter used to define the minimum warning limit.

POSITION_LIMIT_DEFAULT

constant integer POSITION_LIMIT_DEFAULT := 0
Constant string value for the input parameter used to define the symmetric objection limits default value.

POSITION_LIMIT_PARAMETER

constant string POSITION_LIMIT_PARAMETER := "POSITION_LIMIT"
Constant string value for the input parameter used to define the symmetric objection limits.

POSITION_WARNING_DEFAULT

constant integer POSITION_WARNING_DEFAULT := 0
Constant string value for the input parameter used to define the symmetric warning limits default value.

POSITION_WARNING_PARAMETER

constant string POSITION_WARNING_PARAMETER := "POSITION_WARNING_LIMIT"
Constant string value for the input parameter used to define the symmetric warning limits.

RULE_CLASS_NAME

constant string RULE_CLASS_NAME := "PositionLimitRiskFirewallRule"
Constant string value for the Rule Class Name.

SLICE_POSITION_SERVICEID

constant string SLICE_POSITION_SERVICEID := "SLICE_POSITION_SERVICEID"
This constant value defines the name of the configuration item used to configure the set of serviceIds that the position service will use for this instance if it needs to be different from those provided for the instance slice.

For instance, you may want to check against the position of orders that have been approved by Risk Firewall in legacy mode.