Monitoring Order and Cancellation Rates with VeighNa Risk Rules

Summary

This community discussion concerns a futures firm’s penetration-testing requirements for a trading system. The test is meant to count order submissions and cancellations over time, monitor thresholds, and raise alerts when activity peaks. Participants discuss whether the community version includes a statistics panel and trend view, how to document threshold settings and triggered warnings, and the need to generate orders programmatically for the test.

The replies point to a risk-management extension with display support and recommend adapting its rule template when a required time-window threshold is unavailable in the installed version. The exchange is practical implementation guidance rather than a trading strategy or performance study. It does not provide a complete configuration, tested code, or details of the applicable limits, so users would need to verify the behavior against their own system version and testing requirements.

Key ideas

• The requested test monitors order and cancellation counts over defined time intervals.\nThreshold settings and triggered warning logs can serve as evidence during the test.\nA participant recommends extending a risk-manager rule template if the needed time-window control is missing.\nThe discussion offers implementation pointers but no complete configuration or validation results.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.