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Constant Summary | |
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constant boolean | CHECK_AMEND_DEFAULT := true
Constant string value for the input parameter used to define the default value of whether the Firewall Rule instance should apply to AmendOrders. |
constant string | CHECK_AMEND_PARAMETER := "CHECK_AMEND"
Constant string value for the input parameter used to define whether the Firewall Rule instance should check New Orders to Amend Orders ratio. |
constant boolean | CHECK_CANCEL_DEFAULT := true
Constant string value for the input parameter used to define the default value of whether the Firewall Rule instance should apply to CancelOrders. |
constant string | CHECK_CANCEL_PARAMETER := "CHECK_CANCEL"
Constant string value for the input parameter used to define whether the Firewall Rule instance should check New Orders to Cancel Orders ratio. |
constant string | NEW_ORDER_PER_WIN_OUTPUT := "NEW_ORDER_PER_WINDOW"
Constant string value for the output parameter used to define the current number of new orders within the current time window. |
constant integer | OBJECTION_LIMIT_DEFAULT := 0
Constant string value for the input parameter used to define the objection limits default value. |
constant string | OBJECTION_LIMIT_PARAMETER := "OBJECTION_LIMIT"
Constant string value for the input parameter used to define the objection limits. |
constant string | ORDER_OPS_PER_WIN_OUTPUT := "ORDER_OPS_PER_WIN_OUTPUT"
Constant string value for the output parameter used to define the current number of order operations (amends and/or cancels) within the current time window. |
constant string | RULE_CLASS_NAME := "OrderOperationRatioRiskFirewallRule"
Constant string value for the Rule Class Name. |
constant float | TIME_WINDOW_DEFAULT := 30.0
Constant string value for the input parameter used to define the default time window to be used (in seconds). |
constant string | TIME_WINDOW_PARAMETER := "TIME_WINDOW"
Constant string value for the input parameter used to define the time window to be used (in seconds). |
constant integer | WARNING_LIMIT_DEFAULT := 0
Constant string value for the input parameter used to define the warning limits default value. |
constant string | WARNING_LIMIT_PARAMETER := "WARNING_LIMIT"
Constant string value for the input parameter used to define the warning limits. |
Constant Detail |
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constant boolean CHECK_AMEND_DEFAULT := trueConstant string value for the input parameter used to define the default value of whether the Firewall Rule instance should apply to AmendOrders.
constant string CHECK_AMEND_PARAMETER := "CHECK_AMEND"Constant string value for the input parameter used to define whether the Firewall Rule instance should check New Orders to Amend Orders ratio.
constant boolean CHECK_CANCEL_DEFAULT := trueConstant string value for the input parameter used to define the default value of whether the Firewall Rule instance should apply to CancelOrders.
constant string CHECK_CANCEL_PARAMETER := "CHECK_CANCEL"Constant string value for the input parameter used to define whether the Firewall Rule instance should check New Orders to Cancel Orders ratio.
constant string NEW_ORDER_PER_WIN_OUTPUT := "NEW_ORDER_PER_WINDOW"Constant string value for the output parameter used to define the current number of new orders within the current time window.
constant integer OBJECTION_LIMIT_DEFAULT := 0Constant string value for the input parameter used to define the objection limits default value.
constant string OBJECTION_LIMIT_PARAMETER := "OBJECTION_LIMIT"Constant string value for the input parameter used to define the objection limits.
constant string ORDER_OPS_PER_WIN_OUTPUT := "ORDER_OPS_PER_WIN_OUTPUT"Constant string value for the output parameter used to define the current number of order operations (amends and/or cancels) within the current time window.
constant string RULE_CLASS_NAME := "OrderOperationRatioRiskFirewallRule"Constant string value for the Rule Class Name.
constant float TIME_WINDOW_DEFAULT := 30.0Constant string value for the input parameter used to define the default time window to be used (in seconds).
constant string TIME_WINDOW_PARAMETER := "TIME_WINDOW"Constant string value for the input parameter used to define the time window to be used (in seconds).
constant integer WARNING_LIMIT_DEFAULT := 0Constant string value for the input parameter used to define the warning limits default value.
constant string WARNING_LIMIT_PARAMETER := "WARNING_LIMIT"Constant string value for the input parameter used to define the warning limits.
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