Apama Capital Markets Foundation Documentation : Capital Markets Foundation : Order Management : Smart Order Router : Overriding the processing of child orders
Overriding the processing of child orders
As different datasources potentially require specific information to be provided when placing orders with them, a mechanism is provided to allow users to process the child orders before they are placed, amended, or cancelled.
In order to override the default behavior, the user must define a callback action for the setChildOrderHandler() action on the StrategyHelperInterface. This action will be called from the strategy when a new order is created, and needs to return a ChildOrderNormaliserInterface.
As with the other interfaces, the user can choose which action behavior they want to override. The following code extract shows how a new ChildOrderNormaliserInterface can be created, overriding the behaviour for creating a new instance of a ChildOrderNormaliser, and for processing new child orders.
// Create a ChildOrderNormaliser Interface
com.apama.sor.oms.ChildOrderNormaliserInterface normaliser :=
(new com.apama.sor.oms.ChildOrderNormaliserFactory).createInterface();
normaliser.create := myNormaliserCreate;
normaliser.processNewOrder := myNormaliserNewOrderHandler;
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