Apama Capital Markets Foundation Documentation : Release Notes : What's New in Capital Markets Foundation 5.1.1 : New position service framework features
New position service framework features
The following position service framework enhancements have been added in 5.1.1:
*The new default tracker, com.apama.position.tracker.RealizedPnLTracker provides actual profit and loss values for executed orders normalized to a specified currency. Sample code for using a realized profit and loss tracker is in the samples\Position Trackers Sample\objects directory of your CMF installation directory. For information and instructions for using the new default tracker, see Creating and subscribing to the realized profit and loss tracker.
*The new action, com.apama.position.PSInterface.addSymbolSliceUpdateCallback(), registers a user-defined callback action to be called every time that the position changes for a specified symbol slice in a specified subscription. You can define more than one update callback per subscription.
*New configuration parameters for all default trackers are provided in com.apama.position.tracker.GenericPositionTrackerConstants:
*TRACKER_CONFIG_TRACK_SEPARATE_CURRENCIES — Indicates that you want to also track FX currency positions as separate currencies. For example, a symbol slice of EUR/USD and GBP/USD will also track the positions of EUR, USD, and GBP separately.
*TRACKER_CONFIG_CURRENCY_SEPARATOR — Lets you specify the currency separator to use when splitting symbols. The default, /, is specified by the TRACKER_CONFIG_DEFAULT_CURRENCY_SEPARATOR parameter.
*The com.apama.position.tracker.PSTrackerInterface event provides two new actions for custom position trackers:
See the ApamaDoc for details.
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