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Apama Capital Markets Foundation

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Apama Capital Markets Foundation Apama Capital Markets Foundation Version 10.7 October 2020 This document applies to Apama Capital Markets Foundation 10.7 and to all subsequent releases. Specifications contained herein are subject to change and these changes will be reported in subsequent release notes or new editions. Copyright © 2013-2020 Software AG, Darmstadt, Germany and/or Software AG USA, Inc., Reston, VA, USA, and/or its subsidiaries and/or its affiliates and/or their licensors. The name Software AG and all Software AG product names are either trademarks or registered trademarks of Software AG and/or Software AG USA Inc. and/or its subsidiaries and/or its affiliates and/or their licensors. Other company and product names mentioned herein may be trademarks of their respective owners. Detailed information on trademarks and patents owned by Software AG and/or its subsidiaries is located at http://softwareag.com/licenses/. Use of this software is subject to adherence to Software AG's licensing conditions and terms. These terms are part of the product documentation, located at http://softwareag.com/licenses/ and/or in the root installation directory of the licensed product(s). This software may include portions of third-party products. For third-party copyright notices, license terms, additional rights or restrictions, please refer to "License Texts, Copyright Notices and Disclaimers of Third Party Products". For certain specific third-party license restrictions, please refer to section E of the Legal Notices available under "License Terms and Conditions for Use of Software AG Products / Copyright and Trademark Notices of Software AG Products". These documents are part of the product documentation, located at http://softwareag.com/licenses/ and/or in the root installation directory of the licensed product(s). Document ID: PAF-CMF-107-20201015 Table of Contents About this Guide........................................................................................................................................5 Online Information and Support.....................................................................................................6 Data Protection...................................................................................................................................7 1 Introduction to CMF...............................................................................................................................9 Introduction to CMF components..................................................................................................10 Using CMF components..................................................................................................................10 2 Session Management............................................................................................................................11 Understanding sessions...................................................................................................................12 Connecting to sessions.....................................................................................................................13 Setting session callbacks..................................................................................................................14 Setting session parameters..............................................................................................................16 Overriding default error handling for sessions...........................................................................17 Disconnecting from sessions...........................................................................................................18 3 Market Data Management...................................................................................................................19 Overview of using MDA.................................................................................................................20 Basic example of working with market data................................................................................20 Market data subscribers..................................................................................................................21 Synthetic datasources.......................................................................................................................42 Using MDA with legacy market data components.....................................................................68 Using low-level MDA interfaces....................................................................................................73 4 Order Management...............................................................................................................................85 Order state containers......................................................................................................................86 Exchange simulation platform.......................................................................................................89 Risk firewall.......................................................................................................................................90 Smart Order Router........................................................................................................................175 Order bridging services.................................................................................................................178 Trade reporting services................................................................................................................179 5 Analytics...............................................................................................................................................181 Using the position service framework.........................................................................................182 Creating and configuring a currency converter.........................................................................216 6 Utilities..................................................................................................................................................233 Service Framework.........................................................................................................................234 Configuration Service....................................................................................................................237 General Util bundle........................................................................................................................241 Status publisher..............................................................................................................................241 Transaction components................................................................................................................241 Apama Capital Markets Foundation 10.7 iii Table of Contents User session services......................................................................................................................241 Adapter bridging bundle..............................................................................................................241 Adapter status bridge service.......................................................................................................243 DataView manager.........................................................................................................................243 Helper events for creating DataViews.........................................................................................245 A Samples................................................................................................................................................249 Installing and running samples....................................................................................................250 Adapter Support Bundle samples................................................................................................251 General CMF samples....................................................................................................................269 B Legacy Finance Interfaces.................................................................................................................275 Understanding event protocols....................................................................................................276 The actors in com.apama.oms......................................................................................................277 Market data package overview....................................................................................................288 C Legacy Market Data Management..................................................................................................297 Market data gateway service........................................................................................................298 Market data bridging service........................................................................................................299 Market data publisher components.............................................................................................300 Depth and tick DataViews............................................................................................................301 iv Apama Capital Markets Foundation 10.7 About this Guide ■ Online Information and Support ...................................................................................... 6 ■ Data
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