com.apama.firewall.rules
Event OrderOperationRatioRiskFirewallRuleConsts


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 Order Operations Ratio Risk Firewall Rule Class.

These constants should be used rather than the specific value in order to ensure future compatibility.
Since:
CMF 5.1.1
Version:
10.2

Constant summary
 constant booleanCHECK_AMEND_DEFAULT := true

Constant string value for the input parameter used to define the default value of whether the Firewall Rule instance should apply to AmendOrders.
 constant stringCHECK_AMEND_PARAMETER := "CHECK_AMEND"

Constant string value for the input parameter used to define whether the Firewall Rule instance should check New Orders to Amend Orders ratio.
 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 check New Orders to Cancel Orders ratio.
 constant stringNEW_ORDER_PER_WIN_OUTPUT := "NEW_ORDER_PER_WINDOW"

Constant string value for the output parameter used to define the current number of new orders within the current time window.
 constant integerOBJECTION_LIMIT_DEFAULT := 0

Constant string value for the input parameter used to define the objection limits default value.
 constant stringOBJECTION_LIMIT_PARAMETER := "OBJECTION_LIMIT"

Constant string value for the input parameter used to define the objection limits.
 constant stringORDER_OPS_PER_WIN_OUTPUT := "ORDER_OPS_PER_WIN_OUTPUT"

Constant string value for the output parameter used to define the current number of order operations (amends and/or cancels) within the current time window.
 constant stringRULE_CLASS_NAME := "OrderOperationRatioRiskFirewallRule"

Constant string value for the Rule Class Name.
 constant floatTIME_WINDOW_DEFAULT := 30.0

Constant string value for the input parameter used to define the default time window to be used (in seconds).
 constant stringTIME_WINDOW_PARAMETER := "TIME_WINDOW"

Constant string value for the input parameter used to define the time window to be used (in seconds).
 constant integerWARNING_LIMIT_DEFAULT := 0

Constant string value for the input parameter used to define the warning limits default value.
 constant stringWARNING_LIMIT_PARAMETER := "WARNING_LIMIT"

Constant string value for the input parameter used to define the warning limits.
 
Constant detail

CHECK_AMEND_DEFAULT

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

CHECK_AMEND_PARAMETER

constant string CHECK_AMEND_PARAMETER := "CHECK_AMEND"
Constant string value for the input parameter used to define whether the Firewall Rule instance should check New Orders to Amend Orders ratio.

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 check New Orders to Cancel Orders ratio.

NEW_ORDER_PER_WIN_OUTPUT

constant string NEW_ORDER_PER_WIN_OUTPUT := "NEW_ORDER_PER_WINDOW"
Constant string value for the output parameter used to define the current number of new orders within the current time window.

OBJECTION_LIMIT_DEFAULT

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

OBJECTION_LIMIT_PARAMETER

constant string OBJECTION_LIMIT_PARAMETER := "OBJECTION_LIMIT"
Constant string value for the input parameter used to define the objection limits.

ORDER_OPS_PER_WIN_OUTPUT

constant string ORDER_OPS_PER_WIN_OUTPUT := "ORDER_OPS_PER_WIN_OUTPUT"
Constant string value for the output parameter used to define the current number of order operations (amends and/or cancels) within the current time window.

RULE_CLASS_NAME

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

TIME_WINDOW_DEFAULT

constant float TIME_WINDOW_DEFAULT := 30.0
Constant string value for the input parameter used to define the default time window to be used (in seconds).

TIME_WINDOW_PARAMETER

constant string TIME_WINDOW_PARAMETER := "TIME_WINDOW"
Constant string value for the input parameter used to define the time window to be used (in seconds).

WARNING_LIMIT_DEFAULT

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

WARNING_LIMIT_PARAMETER

constant string WARNING_LIMIT_PARAMETER := "WARNING_LIMIT"
Constant string value for the input parameter used to define the warning limits.