using com.apama.firewall.RiskFirewallFactory;
using com.apama.firewall.RiskFirewall;
using com.apama.firewall.rules.OrderPriceLimitRiskFirewallRule;
using com.apama.firewall.rules.OrderPriceLimitRiskFirewallRuleConsts;
using com.apama.utils.Params;
using com.apama.oms.NewOrder;
 
monitor RiskFirewallExample10 {
 
context mainContext := context.current();
 
action onload() {
// Create a risk firewall in the main context.
RiskFirewall rfw := (new RiskFirewallFactory).
create( mainContext, "MyFirewall" );
 
// Register one of the default rule classes.
rfw.registerRuleClass( (new OrderPriceLimitRiskFirewallRule).create() );
 
// Add a rule class instance.
OrderPriceLimitRiskFirewallRuleConsts priceLimitConsts :=
new OrderPriceLimitRiskFirewallRuleConsts;
 
// Set configuration parameters to issue a
// warning when an order price is more than 15.0 and to
// reject an order with a price more than 20.0.
Params ruleParams := new Params;
ruleParams.addFloatParam( priceLimitConsts.PRICE_LIMIT_PARAMETER, 20.0 );
ruleParams.addFloatParam( priceLimitConsts.PRICE_WARNING_PARAMETER, 15.0 );
 
// Add the rule class instance to MyFirewall.
integer instanceId := rfw.addRuleInstance(
priceLimitConsts.RULE_CLASS_NAME, ruleParams );
 
// Unlock the risk firewall and send orders in.
...
 
// This order will be approved:
rfw.getOrderSender().sendOrder( NewOrder( "orderId_1","APMA",
10.0, "BUY", "LIMIT", 10,
"TargetService","","",
"TargetMarket","", "TraderA",
new dictionary<string,string> ) );
 
// This order will issue a warning as it breaches the price
// warning level that has been set, but is under the price limit
// level.
rfw.getOrderSender().sendOrder( NewOrder( "orderId_2","APMA",
"TargetService","","",
"TargetMarket","", "TraderA",
new dictionary<string,string> ) );
 
// This order will be rejected as it breaches the price limit
// that has been set.
rfw.getOrderSender().sendOrder( NewOrder( "orderId_3","APMA",
21.0, "BUY", "LIMIT", 10,
"TargetService","","",
"TargetMarket","", "TraderA",
new dictionary<string,string> ) );
}
 
...
}
}