com.apama.firewall.rules
Event OrderToTradeRatioLimitRiskFirewallRule


The 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).

Any order operations that exceed the specified ratio allowed will be rejected by the Firewall rule. The order operation types to be checked are configurable when the Firewall rule instance is created. By default, all order operations (new, amend, and cancel) are checked.
Since:
CMF 5.1.1
Version:
10.7

Action summary
 com.apama.firewall.RuleClasscreate()

This action creates a fully populated Rule Class Interface to the Order to Trade Ratio 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 to Trade Ratio 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