New version of OMS Manager Module — 4.11 released

21 march 2019

The main improvements in the released version of OMS Manager Module are connected with the risk management functionality for OMS operations:

  • An option was added to forward market (without prices) OMS orders. To check client’s funds adequacy, the order volume is calculated by current market prices.
  • In case of OMS orders for spot instruments with settlement currency different from the price currency, limitation of operations and position keeping are now made in the price currency.
  • The checking functionality is supported for additional, so-called ‘soft’ (that can be violated) limits in the Limit calculation library of the QUIK server.

In scenarios for OMS order processing without traders’ books it has become possible to generate book trades when booking OMS orders. This allows execution of OMS orders right to a client’s trading code, for example, by several trades. When OMS order is executed, it is possible to generate one booking trade to get an aggregated trade for a total amount which (together with the commission) will be taken into account in the client position.

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