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Version: 8.5.11.1

Schema: BookControl (ID: 1635)

METADATA​

AttributeValue
Topic1630-client-book-risk
MLink TokenClientControl
SRSE ProductSRControl

Note: The symbol = next to a field number indicates that it is a primary key.

BODY​

#FieldTypeDefault ValueComment
10=accntstring(16)
11=clientFirmstring(16)SR client firm
100bookStatusenum : BookStatusTwoWay
103bookRiskMultiplierfloat1.0book risk multiplier (xRM)
106maxAccHaircutfloat1000000(xRM) max pre-expiration target haircut ($37.50)
109minAccRhofloat-1000minimum accnt rho (d$/dInt)
112maxAccRhofloat+1000maximum accnt rho (d$/dInt)
115minDDeltaint1000000min accnt $delta
118maxDDeltaint1000000max accnt $delta
121maxAccAbsWtVegafloat10000(xRM) max account abs wtVega (sum of abs{symbol net wtVega});wtVega = ve * vol / sqrt(max(0.1, years * 4))
124minAccWtVegafloat-1000(xRM) minimum accnt net wtVega
127maxAccWtVegafloat+1000(xRM) maximum accnt net wtVega
130minIndWtVegafloat-1000(xRM) minimum ind (0) net wtVega (applies to each industry unless overriden by an IndustryControl record)
133maxIndWtVegafloat+1000(xRM) maximum ind (0) net wtVega (applies to each industry unless overriden by an IndustryControl record)
136minSubWtVegafloat-1000(xRM) minimum sub (00) net wtVega (applies to each subIndustry unless overriden by an IndustryControl record)
139maxSubWtVegafloat+1000(xRM) maximum sub (00) net wtVega (applies to each subIndustry unless overriden by an IndustryControl record)
142minGrpWtVegafloat-1000(xRM) minimum grp (000) net wtVega (applies to each indGroup unless overriden by an IndustryControl record)
145maxGrpWtVegafloat+1000(xRM) maximum grp (000) net wtVega (applies to each indGroup unless overriden by an IndustryControl record)
148userTexttext1free form text
151modifiedBystring(24)user who last modified this record
154modifiedInenum : SysEnvironment
157timestampDateTimetimestamp of last modification

Get Schema API Call​

import requests 

# Replace with your desired MLINK URL 
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.  
MSG_TYPE = 'BookControl'

# Request Parameters for Get Schema Of The MsgType
params = {
    # Required Parameters
    "apiKey": API_KEY,
    "cmd": 'getschema',
    "msgType": MSG_TYPE, 
}

response = requests.get(MLINK_PROD_URL, params=params)

Get Msg API Call​

import requests 

# Replace with your desired MLINK URL 
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.  
MSG_TYPE = 'BookControl'

# Replace with your pkey value for getting the specific message desired
PKEY = 'ReplaceThisValueForTheQueryToWork'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned. 
VIEW = 'bookStatus|bookRiskMultiplier|maxAccHaircut|minAccRho|maxAccRho|minDDelta|maxDDelta|maxAccAbsWtVega|minAccWtVega|maxAccWtVega|minIndWtVega|maxIndWtVega|minSubWtVega|maxSubWtVega|minGrpWtVega|maxGrpWtVega|userText|modifiedBy|modifiedIn|timestamp'

# Replace with your desired where clause.
# a string in the form "field1:eq:valuse" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = 'accnt:eq:ExampleString'

# Request Parameters for getmsg Of The MsgType
params = {
    # Required Parameters
    "apiKey": API_KEY,
    "cmd": 'getmsg',
    "pkey": PKEY,
    "msgType": MSG_TYPE,
    # Optional Parameters
    "view": VIEW, 
    "where": WHERE
}

response = requests.get(MLINK_PROD_URL, params=params)

Get Msgs API Call​

import requests 

# Replace with your desired MLINK URL 
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.  
MSG_TYPE = 'BookControl'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'bookStatus|bookRiskMultiplier|maxAccHaircut|minAccRho|maxAccRho|minDDelta|maxDDelta|maxAccAbsWtVega|minAccWtVega|maxAccWtVega|minIndWtVega|maxIndWtVega|minSubWtVega|maxSubWtVega|minGrpWtVega|maxGrpWtVega|userText|modifiedBy|modifiedIn|timestamp'

# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = 'accnt:eq:ExampleString'

# Replace with your desired limit of how many messages you receive. The default limit is 500
LIMIT = 500

# Order clause eg. "(field1:DESC | field1:ASC | field2:DESC:ABS | field2:ASC:ABS" (default is unordered; default is faster)
ORDER = 'bookStatus:ASC'

# Request Parameters for getmsgs Of The MsgType
params = {
    # Required Parameters
    "apiKey": API_KEY,
    "cmd": 'getmsgs',
    "msgType": MSG_TYPE,
    # Optional Parameters
    "view": VIEW, 
    "where": WHERE,
    "limit": LIMIT,
    "order": ORDER
}

response = requests.get(MLINK_PROD_URL, params=params)

Get Aggregate API Call​

import requests 

# Replace with your desired MLINK URL 
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.  
MSG_TYPE = 'BookControl'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'bookStatus|bookRiskMultiplier|maxAccHaircut|minAccRho|maxAccRho|minDDelta|maxDDelta|maxAccAbsWtVega|minAccWtVega|maxAccWtVega|minIndWtVega|maxIndWtVega|minSubWtVega|maxSubWtVega|minGrpWtVega|maxGrpWtVega|userText|modifiedBy|modifiedIn|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'bookStatus|modifiedIn'

# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = 'accnt:eq:ExampleString'

# Request Parameters for getaggregate Of The MsgType
params = {
    # Required Parameters
    "apiKey": API_KEY,
    "cmd": 'getaggregate',
    "msgType": MSG_TYPE,
    "measure": MEASURE,
    "group": GROUP,
    # Optional Parameters
    "where": WHERE,
}

response = requests.get(MLINK_PROD_URL, params=params)

Get Count API Call​

import requests 

# Replace with your desired MLINK URL 
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.  
MSG_TYPE = 'BookControl'

# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = 'accnt:eq:ExampleString'

# Request Parameters for getCount Of The MsgType
params = {
# Required Parameters
"apiKey": API_KEY,
"cmd": 'getcount',
"msgType": MSG_TYPE,
# Optional Parameters
"where": WHERE,
}

response = requests.get(MLINK_PROD_URL, params=params)

Post Msgs API Call​

import requests

# Replace with your desired MLINK URL
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Request Parameters
params = {
    # Required Parameters
    "apiKey": API_KEY,
    "cmd": 'postmsgs',
    "postaction": "I", # (I)nsert, (U)pdate, (R)eplace, or (D)elete
    "postmerge": "Y", # (Y)es or (N)o
}

payload = {
    "header": {
        "mTyp": "BookControl"
    },
    "message": {
        "pkey": {
            "accnt": "exampleString", // string
            "clientFirm": "exampleString" // string
        },
        "bookStatus": "TwoWay", // enum(BookStatus) - Hold, TwoWay, BuyOnly, SellOnly, CloseOnly, CloseNow, CloseRisk, BuyCloseOnly, SellCloseOnly. Default=TwoWay
        "bookRiskMultiplier": 1.0, // float. Default=1.0
        "maxAccHaircut": 1000000, // float. Default=1000000
        "minAccRho": -1000, // float. Default=-1000
        "maxAccRho": +1000, // float. Default=+1000
        "minDDelta": 1000000, // int. Default=1000000
        "maxDDelta": 1000000, // int. Default=1000000
        "maxAccAbsWtVega": 10000, // float. Default=10000
        "minAccWtVega": -1000, // float. Default=-1000
        "maxAccWtVega": +1000, // float. Default=+1000
        "minIndWtVega": -1000, // float. Default=-1000
        "maxIndWtVega": +1000, // float. Default=+1000
        "minSubWtVega": -1000, // float. Default=-1000
        "maxSubWtVega": +1000, // float. Default=+1000
        "minGrpWtVega": -1000, // float. Default=-1000
        "maxGrpWtVega": +1000, // float. Default=+1000
        "userText": "exampleString", // text1
        "modifiedBy": "exampleString", // string
        "modifiedIn": "enumValue", // enum(SysEnvironment) - None, Neptune, Pluto, V7_Stable, V7_Latest, Saturn, Venus, Mars, SysTest, V7_Current
        "timestamp": "2025-01-01 12:00:00.000000" // yyyy-MM-dd HH:mm:ss.SSSSSS
    }
}

response = requests.post(MLINK_PROD_URL, params=params, json=payload)