Apama Capital Markets Foundation Documentation : Capital Markets Foundation : Order Management : Risk firewall : Setting up risk firewall evaluation rules : Descriptions of default rule classes : About the OrderQuantityLimitRiskFirewallRule
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
The name of the rule class, which is "OrderQuantityLimitRiskFirewallRule".
Objection limits. The quantity up to which an order may request before the rule class rejects the order.
Objection limits default value, which is 0 by default.
Warning limits. The quantity up to which an order may be placed with before the rule class issues a warning for the order.
Warning limits default value, which is -1 by default. This indicates that the warning limit is disabled.
Indicates whether the limits are inclusive of the quantity already executed.
Default for whether the limits are inclusive of the quantity already executed, which is false by default.
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