Provide a limit and compliance rule predeal checker #166
Description
Front offices may have to respect limits or compliance rules when booking.
Example of limit: a trader can't book for more than 1M euros of bonds on a given book.
Example of compliance rule: a trader can't book for more than 50% of Chinese securities on a given book.
Eclipse Tradista would need a configurable solution, where you can link books to limits/compliance rules.
A web UI should be made available to configure this new module.
When configured, for each trade being booked, limits/compliance rules for the related book are checked and the trade is only validated if all checks are OK.
The predeal checker must be fast and reliable. It should not be tightly linked to Eclipse Tradista but could be also plugged to other trading softwares.
End users need to know anytime what is the current limits utilizations.
When a trade is rejected, the exact reason must be indicated.
This module must follow Eclipse Tradista segregation principle.
We could implement first with this ticket a simple version managing these limits/compliance rules:
- maximum trading amount for a given book
- maximum issuer country concentration for a given book