Handling orders rejected by a risk firewall
Your application can identify a rejected order in several ways:
Add a query response callback to a risk firewall. The risk firewall executes this callback, which provides rule class query results, for every order it evaluates. The default behavior is that query results contain only failure and warning responses, and not approval responses. See
Setting risk firewall query response callbacks.
Order rejection is typically apparent in a
com.apama.oms.OrderUpdate event that is received by an order sender component as the result of an order update callback. Of course,
OrderUpdate events are also used to indicate that an order has been filled, amended, or cancelled.
Orders that are rejected by the risk firewall rather than an external service have the extra parameter "__Firewall_Reject" set to "true".
If the risk firewall is running in soft rejection mode, you can call the RiskFirewall.overrideSoftReject() action to allow a previously rejected new, amended, or cancelled order through the Risk Firewall. You can call this action from a local risk firewall or from a remotely connected risk firewall.
