Package com.apama.firewall.rules

Event Summary
ClientCreditLimitRiskFirewallRuleThe Client Credit Limit Firewall rule is designed to check the total value of all orders that are being placed by a specific trader, or set of traders, does not breach the maximum credit limit that they are allowed to trade.
ClientCreditLimitRiskFirewallRuleConstsThis event object contains a set of constants that define the various constant values for all the settings, configuration items and their default values for the Client Credit Limit Risk Firewall Rule Class.
OrderOperationRatioRiskFirewallRuleThe Order to Operation Ratio Firewall rule stops more than a specified number of amends and/or cancels order operations to the number of new orders compared executions within a specified rolling time window (30 seconds by default).
OrderOperationRatioRiskFirewallRuleConstsThis event object contains a set of constants that define the various constant values for all the settings, configuration items and their default values for the Order Operations Ratio Risk Firewall Rule Class.
OrderPriceLimitRiskFirewallRuleThe OrderPriceLimit Firewall Rule will check the order price of any new order, or amendment to an order, and rejects that order if the price exceeds the price provided in the input parameters.
OrderPriceLimitRiskFirewallRuleConstsThis event object contains a set of constants that define the various constant values for all the settings, configuration items and their default values for the Order Price Limit Risk Firewall Rule Class.
OrderQuantityLimitRiskFirewallRuleThe OrderQuantityLimit firewall rule will check the order quantity of any new order, or amendment to an order, and rejects that order if the quantity exceeds the size provided in the input parameters.
OrderQuantityLimitRiskFirewallRuleConstsThis event object contains a set of constants that define the various constant values for all the settings, configuration items and their default values for the Order Quantity Limit Risk Firewall Rule Class.
OrderThrottleLimitRiskFirewallRuleThe Order Throttle Limit Firewall rule stops more than a specified number of order operations (new, amend, cancel) within a specified rolling time window (30 seconds by default).
OrderThrottleLimitRiskFirewallRuleConstsThis event object contains a set of constants that define the various constant values for all the settings, configuration items and their default values for the Order Throttle Limit Risk Firewall Rule Class.
OrderToTradeRatioLimitRiskFirewallRuleThe Order to Trade Ratio Limit Firewall rule stops more than a specified number of order operations (new, amend, cancel) compaired to the number of executions within a specified rolling time window (30 seconds by default).
OrderToTradeRatioLimitRiskFirewallRuleConstsThis event object contains a set of constants that define the various constant values for all the settings, configuration items and their default values for the Order to Trade Ratio Limit Risk Firewall Rule Class.
OrderValueLimitRiskFirewallRuleThe OrderValueLimit Firewall Rule will check the order value (price * quantity) of any new order, or amendment to an order, and rejects that order if the value exceeds the price provided in the input parameters.
OrderValueLimitRiskFirewallRuleConstsThis event object contains a set of constants that define the various constant values for all the settings, configuration items and their default values for the Order Value Limit Risk Firewall Rule Class.
PositionLimitRiskFirewallRuleThe Position Limit Risk Firewall Rule Class will check the current overall position of a particular order, or set of orders, matching the slices configured, and will reject that order if the position exceeds the limits provided in the input parameters.
PositionLimitRiskFirewallRuleConstsThis event object contains a set of constants that define the various constant values for all the settings, configuration items and their default values for the Position Limit Risk Firewall Rule Class.
ReservationEnforcerRiskFirewallRuleThe Reservation Enforcer rule class ensures that orders placed against reservation contracts are not violated. This rule class implementation tracks both the reservation orders, and the orders that are submitted against it.
ReservationEnforcerRiskFirewallRuleConstsThis event object contains a set of constants that define the various constant values for all the settings, configuration items and their default values for the Reservation Enforcer Risk Firewall Rule Class.