ProfileSymLimit
AccountProfileSymLimit 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 |
AccountProfileSymLimitSetting
AccountProfileSymLimit defines short/long limits per symbol. These limits apply to positions from both netting and non netting symbols. For more details on configuring netting symbols, please refer to AccountProfileSymLeverage and AccountProfileCcyLeverage.
AccountProfileSymLimit has the following attributes and can be accessed via pending config or real-time config:
| attributes | required | default settings | attribute type | description |
|---|---|---|---|---|
| profile | Y | – | INT | The name of the profile. |
| symbol | Y | – | STRING | The symbol to which the defined limit will be applied, or * as a fallback for all other symbols. An explicit symbol row takes precedence over the fallback. |
| ccy | Y | n/a | STRING | The currency in which the limit is defined. If n/a is defined then the Symbol’s base currency will be used; a * row must name an explicit currency. A limit defined in another currency is converted into the symbol’s base currency when it is checked. |
| long | Y | -1 | DOUBLE | The maximum long position exposure allowed per symbol, expressed in ccy. For MARGIN accounts, trade requests that would breach the configured long exposure limit will be cancelled.Supported values: -1 (no limit) or >= 0. |
| short | Y | -1 | DOUBLE | The maximum short position exposure allowed per symbol, expressed in ccy. For MARGIN accounts, trade requests that would breach the configured short exposure limit will be cancelled.Supported values: -1 (no limit) or >= 0. |
Modes
In Margin mode, when the short/long limit is reached, the system will not accept any new orders which would increase the exposure above the set limit, and thus will cancel those orders (execution report with ExecType 4) with one of the below reasons:margin check failed: symLimit
In Risk mode, when the short/long limit is reached, the system will send to A-book any B-book orders (or part of a B-book order) that would increase the exposure above the set limit, and register these orders in the system as Overflow.
- if short/long limit = -1, then the system will not apply any symbol limit restrictions.
- Each direction is independent: a zero short cap prevents new net short exposure but can still allow a sell that closes an existing long to zero; a zero long cap behaves correspondingly for purchases.
These limits include outstanding orders in the same direction. Applicable currency limits can also constrain a currency-netted symbol. In RISK mode, minimum A-book size and other execution settings affect the portion routed to A-book.