About the OrderQuantityLimitRiskFirewallRule

The OrderQuantityLimitRiskFirewallRule checks the order quantity of any new order or amendment to an order and approves that order if the quantity is equal to or less than the amount provided in the configuration parameters of at least one instance. This rule also rejects an order amendment that would reduce the quantity to less than the currently executed quantity.

The com.apama.firewall.rules.OrderQuantityLimitRiskFirewallConsts object defines the constants for the configuration settings for the order quantity 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	The name of the rule class, which is "OrderQuantityLimitRiskFirewallRule".
QUANTITY_LIMIT_PARAMETER	Objection limits. The quantity up to which an order may request before the rule class rejects the order.
QUANTITY_LIMIT_DEFAULT	Objection limits default value, which is 0 by default.
QUANTITY_WARNING_PARAMETER	Warning limits. The quantity up to which an order may be placed with before the rule class issues a warning for the order.
QUANTITY_WARNING_DEFAULT	Warning limits default value, which is -1 by default. This indicates that the warning limit is disabled.
LIMIT_IS_REMAINING_PARAMETER	Indicates whether the limits are inclusive of the quantity already executed.
LIMIT_IS_REMAINING_DEFAULT	Default for whether the limits are inclusive of the quantity already executed, which is false by default.