New position service framework features
The following position service framework enhancements have been added in 5.1.1:
The new default tracker,
com.apama.position.tracker.RealizedPnLTracker provides actual profit and loss values for executed orders normalized to a specified currency. Sample code for using a realized profit and loss tracker is in the
samples\Position Trackers Sample\objects directory of your CMF installation directory. For information and instructions for using the new default tracker, see
Creating and subscribing to the realized profit and loss tracker in the CMF guide.
The new action,
com.apama.position.PSInterface.addSymbolSliceUpdateCallback(), registers a user-defined callback action to be called every time that the position changes for a specified symbol slice in a specified subscription. You can define more than one update callback per subscription.
New configuration parameters for all default trackers are provided in
com.apama.position.tracker.GenericPositionTrackerConstants:
TRACKER_CONFIG_TRACK_SEPARATE_CURRENCIES — Indicates that you want to also track FX currency positions as separate currencies. For example, a symbol slice of
EUR/USD and
GBP/USD will also track the positions of
EUR,
USD, and
GBP separately.
TRACKER_CONFIG_CURRENCY_SEPARATOR — Lets you specify the currency separator to use when splitting symbols. The default,
/, is specified by the
TRACKER_CONFIG_DEFAULT_CURRENCY_SEPARATOR parameter.
The
com.apama.position.tracker.PSTrackerInterface event provides two new actions for custom position trackers:
subscribeSymbolSliceUpdates() unsubscribeSymbolSliceUpdates() See the ApamaDoc for details.
