Admin interface: group limit, optionally for a specific feed and market. More...

Public Member Functions
	RiskLimit (string group)

	RiskLimit (string group, int marketID, MFDecimal nop, MFDecimal dsl, MFDecimal position, MFDecimal pending, MFDecimal orderQty, MFDecimal throttle)

	RiskLimit (string group, int feedID, int marketID, MFDecimal nop, MFDecimal dsl, MFDecimal position, MFDecimal pending, MFDecimal orderQty, MFDecimal throttle)

RiskLimit	setDsl (MFDecimal dsl)

RiskLimit	setFeedID (int feedID)

RiskLimit	setMarketID (int marketID)

RiskLimit	setNop (MFDecimal nop)

RiskLimit	setOrderQty (MFDecimal orderQty)

RiskLimit	setPending (MFDecimal pending)

RiskLimit	setPosition (MFDecimal position)
	This is a MarketLimit. More...

RiskLimit	setThrottle (MFDecimal throttle)

override string	ToString ()

string	ToString (bool abridge)

Public Attributes
MFDecimal	dsl = MFDecimal.NA

int	feedID = FEED_ALL

string	group

int	marketID = MARKET_ALL

MFDecimal	nop = MFDecimal.NA

MFDecimal	orderQty = MFDecimal.NA

MFDecimal	pending = MFDecimal.NA

MFDecimal	position = MFDecimal.NA
	This is a MarketLimit. More...

MFDecimal	throttle = MFDecimal.NA

Detailed Description

Admin interface: group limit, optionally for a specific feed and market.

An admin may only send one limit bundle per group/feedID/marketID combination.

Amounts should be positive and provided in the preconfigured currency (typically USD). Throttle is specified as N trades per preconfigured interval (typically per second).

Notes about marketID and positionLimit (AKA marketLimit) convention: Individual marketIDs will typically only be used with marketLimit, but will work with other limits. If nopLimit is specified with a particular marketID, it is roughly equivalent to a marketLimit. If marketLimit is specified with MARKET_ALL, it's as if you sent that that limit for each individual market.

(MFDecimal.NDA: No limit. If all fields are NDA, delete limit entry.) (MFDecimal.NA: Use a preexisting limit (or set to most restrictive value, zero).)

Constructor & Destructor Documentation

◆ RiskLimit() [1/3]

RiskLimit ( string group )

◆ RiskLimit() [2/3]

RiskLimit	(	string	group,
		int	marketID,
		MFDecimal	nop,
		MFDecimal	dsl,
		MFDecimal	position,
		MFDecimal	pending,
		MFDecimal	orderQty,
		MFDecimal	throttle
	)

◆ RiskLimit() [3/3]

RiskLimit	(	string	group,
		int	feedID,
		int	marketID,
		MFDecimal	nop,
		MFDecimal	dsl,
		MFDecimal	position,
		MFDecimal	pending,
		MFDecimal	orderQty,
		MFDecimal	throttle
	)

Member Function Documentation

◆ setFeedID()

RiskLimit setFeedID ( int feedID )

◆ setMarketID()

RiskLimit setMarketID ( int marketID )

◆ setNop()

RiskLimit setNop ( MFDecimal nop )

◆ setDsl()

RiskLimit setDsl ( MFDecimal dsl )

◆ setPosition()

RiskLimit setPosition ( MFDecimal position )

This is a MarketLimit.

Refer to class notes.

◆ setPending()

RiskLimit setPending ( MFDecimal pending )

◆ setOrderQty()

RiskLimit setOrderQty ( MFDecimal orderQty )

◆ setThrottle()

RiskLimit setThrottle ( MFDecimal throttle )

◆ ToString() [1/2]

override string ToString ( )

◆ ToString() [2/2]

string ToString ( bool abridge )

Member Data Documentation

◆ group

string group

◆ feedID

int feedID = FEED_ALL

◆ marketID

int marketID = MARKET_ALL

◆ nop

MFDecimal nop = MFDecimal.NA

◆ dsl

MFDecimal dsl = MFDecimal.NA

◆ position

MFDecimal position = MFDecimal.NA