The actors in com.apama.oms
The
com.apama.oms package supports order publishers, receivers, and monitors, which are implemented in Order State Containers. See
Order state containers for more information on the implementations.
Order publishers
Apama Order Publishers deal with submitting orders (such as from an external source or an algorithm), to an IAF adapter or to another internal service (such as the Risk Firewall).
Order receivers
Apama order receivers can be one of the following:
Bridges order operations between the publisher and some downstream system.
Deals with order operations immediately, such as internal crossing pools.
The order receiver will typically live in an adapter service monitor and will send order operations out to an IAF adapter and receive updates back from it too. In this second mode it is important to realize that certain race conditions may occur when the publisher sends an amendment, the receiver may send a trade report before the amendment's confirmation or rejections. It also means that multiple operations may be occurring in parallel, such as the publisher may send two amendments, without receiving a response to the first one.
Note: | Please note that Apama finance interfaces do not support recoverability and busted fills. |
Order monitors
Order monitors are entirely passive actors: they listen, but they do not pass any of the events involved in the protocol. While they are not described further in the rest of this document, they must follow the rules described for the other two, in order to correctly surmise the state of the order.
