Skip to content

ProfileCcyLimit

AccountProfileCcyLimit has the following attributes and can be accessed via the pending config or real-time config:

attributes required default settings attribute type description
id Y – INT The ID of the profile; generated.
name Y – STRING The name of the profile.
description N n/a STRING Free text.

AccountProfileCcyLimitSetting

AccountProfileCcyLimitSetting defines short/long limits per currency. These limits apply only to currency positions derived from netting symbols. For more details on configuring netting symbols, please refer to AccountProfileSymLeverage and AccountProfileCcyLeverage.

AccountProfileCcyLimitSetting has the following attributes and can be accessed via the pending config or real-time config.

attributes required default settings attribute type description
profile Y – INT The name of the profile.
currency Y – STRING The currency to which the defined setting will be applied, or * as a fallback for all other currencies. An explicit currency row takes precedence over the fallback.
ccy Y n/a STRING The currency in which the limits are defined. If n/a or empty, the row’s currency is used; a * row must name an explicit currency. An explicit currency converts the limits into the selected currency’s units; it can differ from the account group’s default currency.
short Y -1 DOUBLE Maximum short net exposure of currency, expressed in ccy.
Supported values: -1 (no limit) or >= 0.
long Y -1 DOUBLE Maximum long net exposure of currency, expressed in ccy.
Supported values: -1 (no limit) or >= 0.

The limits apply to projected net currency exposure, including outstanding orders in the same direction. A zero short cap can still allow a sale that reduces an existing long position to zero; a zero long cap can allow a purchase that reduces an existing short. Both base and quote currency limits may apply to a currency-netted symbol, together with any applicable symbol limits. Passing one limit does not guarantee that an order passes the other checks. For MARGIN accounts, an order that would breach a cap is cancelled (execution report with ExecType 4). For RISK accounts, the cap can reduce the portion retained as B-book and route the remainder to A-book as overflow instead of cancelling the whole order; minimum A-book size and other execution settings affect the split.