com.apama.firewall.rules
Event PositionLimitRiskFirewallRule


The Position Limit Risk Firewall Rule Class will check the current overall position of a particular order, or set of orders, matching the slices configured, and will reject that order if the position exceeds the limits provided in the input parameters.

This Risk Firewall Rule checks both the Open and Pending positions of matching orders.

Either an individual minimum and maximum limit can be set, or alternatively a symmetric limit can be set (e.g. 100 would set a positive limit to +100 and a negative limit to -100).
Since:
CMF 5.1.0
Version:
10.2

Action summary
 com.apama.firewall.RuleClasscreate(context mainContext, string openPositionTrackerName, string pendingPositionTrackerName)

This action creates a fully populated Rule Class Interface for the Position Limit Rule ready to be registered with a Risk Firewall.
 voidresetAllPositions()

This action can be called by the application to reset all of the positions being calculated for all current instances of the Position Limit Rule Class.
 voidresetPosition(integer instanceId)

This action can be called by the application to reset the current positions being calculated for a specific instance of the Position Limit Rule Class.
 
Action detail

create

com.apama.firewall.RuleClass create(context mainContext, string openPositionTrackerName, string pendingPositionTrackerName)
This action creates a fully populated Rule Class Interface for the Position Limit Rule ready to be registered with a Risk Firewall.
Parameters:
mainContext
openPositionTrackerName
pendingPositionTrackerName
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

resetAllPositions

void resetAllPositions()
This action can be called by the application to reset all of the positions being calculated for all current instances of the Position Limit Rule Class.

resetPosition

void resetPosition(integer instanceId)
This action can be called by the application to reset the current positions being calculated for a specific instance of the Position Limit Rule Class.
Parameters:
instanceId - The identifier for the specific Rule Class instance.