Floating point quantities
In order to submit a new order or amend an order with floating point quantity values, the following session configuration parameter must be specified:
"AddQuantityToExtraParams":"true"
NewOrder and AmendOrder Examples :
com.apama.oms.NewOrder("order1", "gbp/usd", 1.9857, "BUY",
"LIMIT", 6000000, "TRANSPORT", "", "", "Connection", "", "",
{"Quantity":"6000000.45"})
com.apama.oms.AmendOrder("order1","TRANSPORT","gbp/usd",1.9857,"BUY",
"LIMIT",3000000,{"Quantity":"3000000.34"})
For trade report service, additional quantity information can also be found in the com.apama.oms.OrderUpdate extraParams.
The keys are as follows:
Quantity
QuantityExecuted
QuantityRemaining
LastQuantityExecuted
