Iceberg orders
For an iceberg order, there is a separate tag 847=1001 to indicate Matching Iceberg, and then the NoStrategyParameters(957) repeating group to provide the various properties related to the Iceberg's tip. Iceberg order should also carry a repeating group which specifies tip sizes .
Tip size or primary quantity can be specified in 2 ways:
1. A list of 1 to 3 values (Q1, Q2 & Q3)
2. An inclusive range (Qmin -> Qmax)
Below part is mandatory for an Iceberg and specifies whether the tip is a defined list (Q1, Q2, Q3) or a random range (Qmin-Qmax):
StrategyParameterName(958)=T
StrategyParameterValue(960)=D or R <defined or random>
If using a defined list (958=T & 960=D above) then below part becomes mandatory, otherwise it is forbidden:
StrategyParameterName(958)=Q1
StrategyParameterValue(960)=<qty for 1st tip size>
StrategyParameterName(958)=Q2
StrategyParameterValue(960)=<qty for 2nd tip size>
StrategyParameterName(958)=Q3
StrategyParameterValue(960)=<qty for 3rd tip size>
If using a random range (958=T & 960=R above) then this part becomes mandatory, otherwise it is forbidden:
StrategyParameterName(958)=Qmin
StrategyParameterValue(960)=<Minimum random tip>
StrategyParameterName(958)=Qmax
StrategyParameterValue(960)=<Maximum random tip>
This part is optional, and specifies the pre-defined range from which delays are randomly chosen (if not specified there is no delay):
StrategyParameterName(958)=D
StrategyParameterValue(960)=<ID number of the delay range>
that is, this is the key value in com.apama.rfa.mapi.CONFIGURATION_DATA
For iceberg orders, following extra parameter is introduced for providing strategy parameters,
‘Strategyx’ where “Strategyx”:”key,value” and x=0,1,2,3….
Here, key is StrategyParameterName and value is StrategyParameterValue
Example for random range
com.apama.oms.NewOrder("2","eur/usd",1.1183,"SELL","LIMIT",
9000000,"MAPI-FIX","","","MAPI_TRADING","","",
{"167":"FXSPOT","59":"0","Header:50":"234","854":"1",
"231":"1000000.0","15":"eur","1":"RBCL","847":"1001",
"Strategy1":"T,R","Strategy0":"Qmin,2","Strategy2":"Qmax,3"})
Example for definite list
com.apama.oms.NewOrder("2","eur/usd",1.1188,"SELL","LIMIT",
9000000,"MAPI-FIX","","","MAPI_TRADING","","",
{"167":"FXSPOT","59":"0","Header:50":"234","854":"1",
"231":"1000000.0","15":"eur","1":"RBCL","847":"1001",
"Strategy1":"T,D","Strategy0":"Q1,2","Strategy2":"Q2,3",
"Strategy3":"Q3,4"})