com.apama.firewall.rules
Event OrderOperationRatioRiskFirewallRule


The Order to Operation Ratio Firewall rule stops more than a specified number of amends and/or cancels order operations to the number of new orders compared executions within a specified rolling time window (30 seconds by default).

Any amend and/or cancel order operations that exceed the specified ratio allowed will be rejected by the Firewall rule. By default, amend and cancel order operations are checked against new order operations.
Since:
CMF 5.1.1
Version:
10.2

Action summary
 com.apama.firewall.RuleClasscreate()

This action creates a fully populated Rule Class Interface to the Order to Operation Ratio Limit Rule ready to be registered with a Risk Firewall.
 
Action detail

create

com.apama.firewall.RuleClass create()
This action creates a fully populated Rule Class Interface to the Order to Operation Ratio Limit Rule ready to be registered with a Risk Firewall.
Returns:
A fully populated Rule Class Interface.
See Also:
com.apama.firewall.RiskFirewall#registerRuleClass - The action to call on the Risk Firewall to register this RuleClass object