Apama Capital Markets Foundation Documentation : Capital Markets Foundation : Analytics : Using the position service framework : Using default position trackers
Using default position trackers
Configuring default tracker subscriptions
Creating and subscribing to the open position tracker
Creating and subscribing to the pending position tracker
Creating and subscribing to the reserved position tracker
Creating and subscribing to the realized profit and loss tracker
Implementing independent default position trackers
The CMF provides the following default implementations of position trackers:
*The open position tracker tracks actual long and short positions that result from buy or sell order executions.
*The pending position tracker tracks potential long and short positions that could occur if currently open buy and sell orders are filled. This excludes reserved orders.
*The reserved position tracker has the same behavior as the pending position tracker but the reserved position tracker tracks only orders of type RESERVATION.
*The realized profit and loss tracker tracks actual profit and loss for order executions and normalizes the values to a base currency.
To use a position tracker, you create it in the context that is receiving orders in your application and then subscribe to it by using the position service interface, which can be in the same context or in any other context. When you create a position tracker you specify a name for it and this name must be unique within your application. A single position tracker can accept any number of subscriptions. One or more position trackers can be in the same context. You can set up as many position trackers as you need as long as each position tracker has a unique name within your application. For example, you might have 50 position trackers with each one in a different context and with the position service interface object in some other context.
Each default position tracker you create listens for orders (using Order Management Service events) in the context in which the tracker was created. The default behavior is as follows:
Tracker Instance Type
Matches On All
Open position
Order executions
Pending position
Unfilled orders (not including reserved orders)
Reserved position
Reserved orders
Realized profit and loss
Order executions
To specify a set of criteria to match orders against, add slice information to the configuration you specify when you subscribe to a tracker.
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