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changes.mady.by.user Matthew Whitaker

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changes.mady.by.user Matthew Whitaker

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Code Block
{ "orig_addr":"1.2.3.4", "nat_addr":"5.6.7.8"
, "orig_port":3000, "nat_port":4000
, "exchange_code" : "FIX_Currenex", "checked" : true 
}
  • If "nat_addr" or "natport" is omitted, it is assumed that it is equivalent to `"origaddr"or"orig_

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Code Block
{ "type" : "USER"
, "name" : "Ash"
, "visibility" : 127
, "parent_name" : "Weyland-Yutani"
, "throttle" : 5
, "single" : 10000000
, "pending" : 10000000
, "limit_type" : "DOWNSIDE"
, "position" : 30000000
, "flags" :
        { "ENABLED" : true
        , "TRADEABLE" : true
        , "ESCALATION" : true
        , "THROTTLE": true
        , "SINGLE" : true
        , "POSITION" : true
        , "PENDING" : true
        , "DMS" : false
        }
}


Retrieve a Group

  • http method/path : GET : [root]/group/[group]/get
  • reply : Replies with JSON object representing all attributes of the group sans currency component details.

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Code Block
{ "throttle" : 5
, "single" : 10000000
, "pending" : 10000000
, "limit_type" : "EXPOSURE"
, "credit" : 30000000
, "leverage" : 1
, "flags" :
        { "ENABLED" : false
        , "TRADEABLE" : false
        , "ESCALATION" : false
        , "THROTTLE": false
        , "SINGLE" : false
        , "POSITION" : false
        , "PENDING" : false
        , "DMS" : false
        }
}


Update Currency Limits

  • http method/path : PUT : [root]/group/[group]/update_currency_limit
  • note : When turned on, these currency limits (expressed in native units) serve double duty as permission and limit. To have a limit is to have permission, and vice versa. Unlike "updatelimit", every "updatecurrency_limit" is assumed to contain the contain the full set of currency permission
  • arg example :

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Code Block
{ "currency_basket_control": true
, "ccy_baskets":
    [ { "name": "G10", "range": "[ USD EUR JPY GBP CHF AUD NZD CAD SEK NOK ]", "limit": 1000000000 }
    , { "name": "Emergent.Markets", "range": "[ BRL RUB INR CNY CNH ]", "limit": 1000000000 }
    ]
}


Ledger

The order/position adjustment mechanism is not meant to be called directly. The only thing that should interface with it should be the database synchronization procedure.

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