com.apama.sor.oms
Event ChildOrderNormaliserInterface
The actions on the ChildOrderNormaliserInterface are called by the Parent order when it needs to handle the processing of a Child order (IE handling new orders being placed, and amending/cancelling existing orders).
The Interface is created from the call to createInterface() on the ChildOrderNormaliserFactory object. The interface that is returned from the Factory is created from default implementations of each action (which is to leave the order unchanged). Users can then override specific actions if they need behaviour different to that provided by the default action.
The ChildOrderNormaliserInterface is required as a return parameter from the call to setChildOrderHandler() in the StrategyHelperCallbacks object.
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Since:
- CMF 2.1.0
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See Also:
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com.apama.sor.oms.ChildOrderNormaliserFactory#createInterface() - The action call that will return and instance of the interface
- com.apama.sor.strategy.StrategyHelperCallbacks#setChildOrderHandler - The action call that requires the interface be returned as one of the parameters
create
action<string, string> create
This action is called by the Parent order when a new Child order is about to be placed.
Users should override this behaviour if the need to initialise any data structures with the originating Parent order symbol and the destination marketId.
- Parameters:
- symbol - The symbol of the Child order that is being handled
- destination - The destination marketId that the Child order is being executed on
processAmendOrder
action<dictionary<string, string>, com.apama.oms.AmendOrder> processAmendOrder
This action is called by the Parent order when a new Child order is about to be amended.
Users should override this behaviour if the need to alter any parameters of the Child order before the order is amended. This behaviour may include adding extra Exchange specific parameters, or even changing the symbol name used by the Parent order to one that is specific for that exchange.
- Parameters:
- metadata - A dictionary containing all of the extra parameter information that will be used to amend the Child order
- order - The original AmendOrder event that the Child order will be amended with
processCancelOrder
action<dictionary<string, string>, com.apama.oms.CancelOrder> processCancelOrder
This action is called by the Parent order when a new Child order is about to be cancelled.
Users should override this behaviour if the need to alter any parameters of the Child order before the order is cancelled. This behaviour may include adding extra Exchange specific parameters, or even changing the symbol name used by the Parent order to one that is specific for that exchange.
- Parameters:
- metadata - A dictionary containing all of the extra parameter information that will be used to cancel the Child order
- order - The original CancelOrder event that the Child order will be cancelled with
processNewOrder
action<dictionary<string, string>, com.apama.oms.NewOrder> processNewOrder
This action is called by the Parent order when a new Child order is about to be placed.
Users should override this behaviour if the need to alter any parameters of the Child order before the new order is placed. This behaviour may include adding extra Exchange specific parameters, or even changing the symbol name used by the Parent order to one that is specific for that exchange.
- Parameters:
- metadata - A dictionary containing all of the extra parameter information that will be used to place the Child order
- order - The original NewOrder event that the Child order will be placed with