com.apama.firewall.rules
Event OrderValueLimitRiskFirewallRule


The 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.

Note: This Firewall rule implementation relies on the order price being available when an order is placed against it, so that the rule can determine the order value. Therefore, this rule will not operate as expected for Market orders being placed with a zero price value. In this case, the initial order may be allowed through the Firewall.
Since:
CMF 5.1.0
Version:
10.2

Action summary
 com.apama.firewall.RuleClasscreate()

This action creates a fully populated Rule Class Interface to the Order Value Limit Rule ready to be registered with a Risk Firewall.
 
Action detail

create

com.apama.firewall.RuleClass create()
This action creates a fully populated Rule Class Interface to the Order Value Limit Rule ready to be registered with a Risk Firewall.
Returns:
A fully populated Rule Class Interface.
See Also:
com.apama.firewall.RiskFirewall#registerRuleClass - The action to call on the Risk Firewall to register this RuleClass object