Note: | This risk firewall rule implementation is not appropriate for market orders. This is because market orders inherently have a price of zero when they are placed and this rule class implementation relies on the order price being available when an order is placed against it. Therefore, this rule does not operate as expected for market orders since it approves any market order. |
Constant Name of Input Parameter | Description |
RULE_CLASS_NAME | The name of the rule class, which is "OrderValueLimitRiskFirewallRule". |
VALUE_LIMIT_PARAMETER | Objection limit. The maximum value (price * quantity) an order may request before the rule class rejects the order. |
VALUE_LIMIT_DEFAULT | Objection limit default value, which is 0 by default. |
VALUE_WARNING_PARAMETER | Warning limit. The maximum value (price * quantity) an order may request before the rule class issues a warning for the order. |
VALUE_WARNING_DEFAULT | Warning limit default value. |