The Adjust MM Position message allows the Maket Maker to adjust the current value of the contract level position. More...
Public Member Functions | |
AdjustMMPosition () | |
Constructor. | |
AdjustMMPosition (const AdjustMMPosition &) | |
Copy constructor. | |
~AdjustMMPosition () | |
Destructor. | |
AdjustMMPosition & | operator= (const AdjustMMPosition &) |
Assignment. | |
void | adjustMMPositionId (RequestId id) |
Set unique client identifier for Adjust Market Maker Position request. | |
RequestId | adjustMMPositionId () const |
Get unique client identifier for Adjust Market Maker Position request. | |
void | protectionType (ProtectionType::Enum type) |
Set type of risk mitigation. | |
ProtectionType::Enum | protectionType () const |
Get type of risk mitigation. | |
void | positionShift (SInt32 shift) |
Set requested shift in position. | |
SInt32 | positionShift () const |
Get requested shift in position. | |
void | requestLevel (MarketMakerRequestLevel::Enum level) |
Set the level at which Market Maker Protection is to be adjusted. | |
MarketMakerRequestLevel::Enum | requestLevel () const |
Get the level at which Market Maker Protection is to be adjusted. | |
void | maturityMonthYear (const Date &date) |
Set product expiry date. | |
Date | maturityMonthYear () const |
Get product expiry date. | |
void | securityIdSource (SecurityIdSource::Enum securityIdSource) |
Set security ID source. | |
SecurityIdSource::Enum | securityIdSource () const |
Get security ID source. | |
void | securityId (const String &id) |
Set security ID. | |
const String & | securityId () const |
Get security ID. | |
std::string | toString () const |
Dump state to string. | |
void | serialize (MessageSerializer &) |
Serialize data (for internal use) |
The Adjust MM Position message allows the Maket Maker to adjust the current value of the contract level position.
If the contract has been configured for expiry level protection, then this message will provide the means to adjust the position for a specific expiry. The level at which adjustment is attempted must be consistent with the level that Protection has been configured to operate the contract.
Response: