About the OrderPriceLimitRiskFirewallRule

Note:

This risk firewall rule implementation is not appropriate for market orders. This is because market orders inherently have a price of zero when they are placed and this rule class implementation relies on the order price being available when an order is placed against it. Therefore, this rule does not operate as expected for market orders since it approves any market order.

The com.apama.firewall.rules.OrderPriceLimitRiskFirewallConsts object defines the constants for the configuration settings for the order price limit rule class, as well as their default values. You should use these constants rather than specific values in order to ensure compatibility. Set either individual minimum and maximum limits, or set a symmetric limit. For example, for a symmetric parameter, 100 would set a maximum limit to +100 and a minimum limit to -100. Setting both symmetric and asymmetric configuration parameters for the same limit (objection or warning) results in an error, and the rule class instance is not added.

Constant Name of Input Parameter	Description
RULE_CLASS_NAME	Rule class name, which is "OrderPriceLimitRiskFirewallRule".
PRICE_LIMIT_PARAMETER	Symmetric objection limits. The minimum and maximum price an order may request before the rule class rejects the order.
PRICE_LIMIT_DEFAULT	Symmetric objection limits default, which is 0.0 by default.
PRICE_WARNING_PARAMETER	Symmetric warning limits. The minimum and maximum price an order may request before the rule class issues a warning for the order.
PRICE_WARNING_DEFAULT	Symmetric warning limits default, which is 0.0 by default.
MIN_PRICE_LIMIT_PARAMETER	Minimum objection limit. The minimum price an order may request before the rule class rejects the order.
MIN_PRICE_LIMIT_DEFAULT	Minimum objection limit default value, which is 0.0.
MIN_PRICE_WARNING_PARAMETER	Minimum warning limit. The minimum price an order may request before the rule class issues a warning for the order.
MIN_PRICE_WARNING_DEFAULT	Minimum warning limit default value, which is 0.0 by default.
MAX_PRICE_LIMIT_PARAMETER	Maximum objection limit. The maximum price an order may request before the rule class rejects the order.
MAX_PRICE_LIMIT_DEFAULT	Maximum objection limit default value, which is 0.0 by default.
MAX_PRICE_WARNING_PARAMETER	Maximum warning limit. The maximum price an order may request before the rule class issues a warning for the order.
MIN_PRICE_WARNING_DEFAULT	Maximum warning limit default value, which is 0.0 by default.