Account Group
An Account is linked to an AccountGroup by the group setting on Account level. AccountGroup contains a variety of configurations that are applied to linked Accounts. These configurations are defined in AccountGroupSetting. AccountGroup has the following attributes and can be accessed via pending config or real-time config:
| attributes | required | default settings | attribute type | description |
|---|---|---|---|---|
| id | Y | – | INT | The ID of the account group; generated. |
| name | Y | – | VARCHAR(64) | The name of the AccountGroup that will be used in Account to link the Account with the AccountGroup. |
| description | N | – | VARCHAR(128) | Free text |
AccountGroupSetting
AccountGroupSetting defines all AccountGroup configurations. AccountGroupSetting has the following attributes:
AccountGroupSetting
| Group | Key | Required | Values |
|---|---|---|---|
| Account Group Name | ALERTS | N | Defines the percentage levels of margin utilization at which the system raises an alert. Comma-separated whole-number percentages or inclusive ranges, for example 80,90,100 or 80-100. Levels must be increasing, greater than 0 and at most 1000. No alerts are raised when the key is omitted. |
| DEFAULT_CCY | Y | The default currency of the Account. | |
| DISABLE_TRADING_ON_STOPOUT | N | Controls the behavior of the system when a stopout limit is reached. Possible values: - N (FALSE) – the exp_limit will remain the same when the stopout is triggered. This is the default. - Y (TRUE) – sets the account's exp_limit to 0 when stopout is triggered and saves the change, so it is kept after a restart. Orders must then reduce exposure or leave it within the zero limit. The limit remains 0 until changed. |
|
| EXPOSURE | N | Defines the type of margin check on the accounts linked to the group. Default: None when the key is omitted. Possible values: - None – The account will not perform any balance or equity-based margin checks. - Equity – The account will perform an equity- based margin check. - Balance – The account will perform a balance margin check. Equity and Balance require at least one leverage profile (PROFILE_SYM_LEVERAGE or PROFILE_CCY_LEVERAGE). |
|
| PROFILE_CCY_LEVERAGE | N | The name of the AccountProfileCcyLeverage assigned to the AccountGroup. Note: Required, alone or together with PROFILE_SYM_LEVERAGE, when EXPOSURE is Equity or Balance. |
|
| PROFILE_CCY_LIMIT | N | The name of the AccountProfileCcyLimit assigned to the AccountGroup. | |
| PROFILE_EXPIRY | N | The name of the AccountProfileExpiry assigned to the AccountGroup. Defines the conditions under which expiry actions (such as closing positions) are applied to linked accounts. This reference is not validated at startup; make sure the named profile exists, and do not name a real expiry profile n/a. |
|
| PROFILE_DIVIDEND | N | The name of the AccountProfileDividend assigned to the AccountGroup. | |
| PROFILE_DIVIDEND_SETTLEMENT | N | The name of the AccountProfileSettlement which will be used for dividend settlement. Required if a dividend profile is assigned to an AccountGroup. | |
| PROFILE_PL | N | The name of the AccountProfilePL assigned to the AccountGroup. Not permitted for groups of TYPE NOP. | |
| PROFILE_PL_SETTLEMENT | N | The name of the AccountProfileSettlement which will be used for PL settlements. Required if a profile_pl is assigned to the AccountGroup. | |
| PROFILE_SWAP | N | The name of the AccountProfileSwap assigned to the AccountGroup. | |
| PROFILE_SWAP_MULTIPLIER | N | The name of the AccountProfileSwapMultiplier assigned to the AccountGroup. This reference is not validated at startup; if the named profile does not exist when a swap is calculated, an error is logged and factor 1 is used. | |
| PROFILE_SWAP_SETTLEMENT | N | The name of the AccountProfileSettlement which will be used for swap settlements. Required if a profile_swap is assigned to the AccountGroup. | |
| PROFILE_SYM_LEVERAGE | N | The name of the AccountProfileSymLeverage assigned to the AccountGroup. Note: Required, alone or together with PROFILE_CCY_LEVERAGE, when EXPOSURE is Equity or Balance. |
|
| PROFILE_SYM_LIMIT | N | The name of the AccountProfileSymLimit assigned to the AccountGroup. | |
| PROFILE_WALLET | N | The name of the AccountProfileWallet assigned to the AccountGroup. | |
| TYPE | Y | Unique key for a specific AccountGroup setting: type (Mandatory): Defines the type of the accounts linked to the group. Possible values: - MARGIN - RISK - NOP - POSITION Note: For groups with TYPE=POSITION: - EXPOSURE must be NONE (or omitted) and ALERTS must be empty. - The following keys are not permitted: PROFILE_CCY_LIMIT PROFILE_SYM_LIMIT PROFILE_DIVIDEND PROFILE_DIVIDEND_SETTLEMENT PROFILE_SWAP PROFILE_SWAP_SETTLEMENT - Accounts in the group cannot have a parent, an exp_limit or a stopout level. |
|
| UNDERFLOW | N | Controls order routing between B-book and A-book and exposure management between RISK Underflow (B-book) and RISK Overflow (A-book) for accounts of TYPE RISK. Position Netting is applied for exposure management. Possible values: - N (FALSE): Reduces RISK (B-book) exposure first. Routes trades or portions of trades to A-book if exp_limit is breached. Also any previously accumulated overflow will only be closed off, if the limit is reached on the opposite side. - Y (TRUE): Reduces RISK Overflow (A-book) exposure first by routing trades or portions of trades before reducing RISK (B-book) exposure. |
|
| REVERSE_MAKER | N | Booking direction on maker (provider-side) accounts. Default: Y (TRUE) when the key is omitted. - N (FALSE): Orders will flow as is. For e.g. A sell order will result in a short position on the maker side. - Y (TRUE): A buy or sell order will be reversed on the maker side. |
|
| STOPOUT_MODE | N | Specifies the strategy used to liquidate positions during a margin stopout. Default: all when the key is omitted. Possible values: - pnl – selects symbol positions by ascending P/L, choosing enough to bring projected margin utilization below the stopout threshold. Closing orders for the selected positions can be submitted together; their execution order is not guaranteed. - all – submits closing orders for all open positions. |
|
| STOPOUT_EQUITY | N | Additional condition for the stopout triggered by the account’s stopout_level. Default: any. Possible values:- any – stopout is triggered regardless of the equity sign. - negative – stopout is triggered only when equity is strictly below zero. Zero equity does not meet this condition. |
Note: Failure to add one of the Required Keys will result in “Verify Operation Failed” error message.
For STOPOUT_MODE=pnl, P/L ranking uses each symbol's quote-currency amount, without converting the amounts to a common currency. Selection uses projected utilization after closing the selected positions; it does not wait for each closing order to fill before selecting another position.
For automatic settlement, select the calculation profile, its corresponding settlement profile, and a wallet profile with the required destinations. P&L requires a P&L wallet; swaps require a swap wallet; dividends require both dividend and dividend-tax wallets. The calculation profile supplies rates, markup, and comments; the settlement profile supplies timing and currency; the wallet profile supplies destination wallet names.