Limits

Data model

Limit Type

The limitType field describes how a limit is calculated. It is one of:

• limit-group
  No constraint is applied. The limit only serves as a grouping node, for grouping other limits.

• proportional
  The limit is defined as a percentage of its parent limit (only meaningful when parentLimitId is set). Percentages are fractional values, e.g. 0.10 = 10%.

• absolute
  The limit is a fixed amount in the specified ccyCode and represents the total aggregated value of all holdings matched by the filter that must stay within this threshold.

Proportional limit payload

{
    "type": "proportional",
    "values": {
        "min": 0.5,
        "max": 1.0
    }
}

• min (number, optional) – minimum relative share, as a fraction.
• max (number, optional) – maximum relative share, as a fraction.

Absolute limit payload

{
    "type": "absolute",
    "values": {
        "min": 100000,
        "max": null
    }
}

• min (number, optional) – minimum absolute value, in ccyCode.
• max (number, optional) – maximum absolute value, in ccyCode.

---

Limit Filter

A Limit Filter defines the scope of holdings to which a limit applies. The structure is recursive, allowing for nested and complex filtering logic.

There are two main types of filters:

• Logical Filters (and, or): These filters combine other filters.
• Condition Filter (condition): This filter applies a specific condition.

Filters

A limit filter is an object with one of the following structures:

And / Or Filters

This is used for logical grouping of other filters.

• type (string, required): The type of logical filter, either and or or.
• filters (array, required): An array of filters to be combined.

Condition Filter

This is used to define a specific matching rule.

• type (string, required): Must be condition.
• condition (object, required): a single condition. Takes a condition as argument.

Limit Condition

A Limit Condition is an object that specifies a single rule. It must contain a type field and a corresponding value field.

• type (string, required): The type of condition to apply.
• Value Field (object, required): A field whose name depends on the type

The possible limit condition types and their corresponding value fields are:

• country-code-is / country-code-is-not
  • country-code (string, required): ISO 3166-1 alpha-2 code.
• asset-class-is / asset-class-is-not
  • asset-class-id (string, required): asset class identifier.
• detailed-asset-class-is / detailed-asset-class-is-not
  • detailed-asset-class-id (string, required): detailed asset class identifier.
• currency-code-is / currency-code-is-not
  • currency-code (string, required): ISO 4217 code for the currency.
• security-identifier-is / security-identifier-is-not
  • security-identifier (string, required): The security identifier.
• reporting-entity-is / reporting-entity-is-not
  • reporting-entity-id (string, required): The reporting entity identifier.
• portfolio-is / portfolio-is-not
  • portfolio-id (string, required): The reporting portfolio identifier.

Example JSON:

{
    "type": "or",
    "filters": [
        {
            "type": "condition",
            "condition": {
                "type": "country-code-is",
                "country-code": "DK"
            }
        },
        {
            "type": "condition",
            "condition": {
                "type": "currency-is",
                "currency-code": "DKK"
            }
        }
    ]
}

---

Limit

The representation of a limit.

Fields:

• name (string): Human-readable name of the limit.
• ccyCode (string): ISO 4217 code for the currency used to express this limit.
• startDate (string): ISO 8601 representation of the start date of the limit.
• limitFilter (object): The filter that defines which holdings the limit applies to. See Limit Filter.
• limitType (object): The type and definition of the limit. See Limit Type.

Relationships

• client (string): Identifier for the client that owns the limit.
• parentLimit (string, optional): Identifier of an existing parent limit, if any.

---

Limit Status

• date (string): ISO 8601 representation of the date of the limit status.
• limitType (object): The type and definition of the limit. See Limit Type.
• isBreached (boolean, optional): Indicates whether the limit has been breached. A limit has been breached if the currentValue is below the min value, or above the max value, set in the limitType
• currentValue (number): The current value of the limit. This value will change depending on the limitType.
  • For proportional, the value will be the percentage of the total holdings that are subject to the limit.
  • For absolute, the value will be the absolute amount (number) of holdings that are subject to the limit.
  • For limit-group, the value will be null.

---

Endpoints

GET /limits/:id

Fetch a single limit.

Request

GET /api/v2/limits/11a251b1-777a-452f-a4c6-088fdc2d2e52 HTTP/1.1
Accept: application/vnd.api+json
Authorization: Bearer <access token>

Response: 200 OK

{
    "data": {
        "id": "11a251b1-777a-452f-a4c6-088fdc2d2e52",
        "type": "limit",
        "attributes": {
            "name": "Equity DK limit",
            "ccyCode": "DKK",
            "startDate": "2025-01-01",
            "limitFilter": {
                "type": "and",
                "filters": [
                    {
                        "type": "condition",
                        "condition": {
                            "type": "country-code-is",
                            "country-code": "DK"
                        }
                    },
                    {
                        "type": "condition",
                        "condition": {
                            "type": "currency-code-is",
                            "currency-code": "DKK"
                        }
                    }
                ]
            },
            "limitType": {
                "type": "absolute",
                "values": {
                    "min": 100000,
                    "max": null
                }
            },
        },
        "relationships": {
            "client" : {
                "data": {
                    "type": "client",
                    "id": "679c73d1722c1995a0414b10"
                }
            },
            "parentLimit": {
                "data": {
                    "type": "limit",
                    "id": "f1c1b67d-f67a-4ab0-9554-1fb329adaa30"
                }
            }
        }
    }
}

---

POST /limits

Create a new limit.

Request

POST /api/v2/limits HTTP/1.1
Accept: application/vnd.api+json
Content-Type: application/vnd.api+json
Authorization: Bearer <access token>

{
    "data": {
        "type": "limit",
        "attributes": {
            "name": "Equity DK limit",
            "ccyCode": "DKK",
            "startDate": "2025-01-01",
            "limitFilter": {
                "type": "and",
                "filters": [
                    {
                        "type": "condition",
                        "condition": {
                            "type": "country-code-is",
                            "country-code": "DK"
                        }
                    },
                    {
                        "type": "condition",
                        "condition": {
                            "type": "currency-code-is",
                            "currency-code": "DKK"
                        }
                    }
                ]
            },
            "limitType": {
                "type": "absolute",
                "values": {
                    "min": 100000,
                    "max": null
                }
            },
        },
        "relationships": {
            "client": {
                "data": {
                    "type": "client",
                    "id": "679c73d1722c1995a0414b10"
                }
            },
            "parentLimit": {
                "data": {
                    "type": "limit",
                    "id": "f1c1b67d-f67a-4ab0-9554-1fb329adaa30"
                }
            }
        }
    }
}

Response: 201 Created

{
    "data": {
        "id": "11a251b1-777a-452f-a4c6-088fdc2d2e52",
        "type": "limit",
        "attributes": {
            "name": "Equity DK limit",
            "ccyCode": "DKK",
            "startDate": "2025-01-01",
            "limitFilter": {
                "type": "and",
                "filters": [
                    {
                        "type": "condition",
                        "condition": {
                            "type": "country-code-is",
                            "country-code": "DK"
                        }
                    },
                    {
                        "type": "condition",
                        "condition": {
                            "type": "currency-code-is",
                            "currency-code": "DKK"
                        }
                    }
                ]
            },
            "limitType": {
                "type": "absolute",
                "values": {
                    "min": 100000,
                    "max": null
                }
            },
        },
        "relationships": {
            "client": {
                "data": {
                    "type": "client",
                    "id": "679c73d1722c1995a0414b10"
                }
            },
            "parentLimit": {
                "data": {
                    "type": "limit",
                    "id": "f1c1b67d-f67a-4ab0-9554-1fb329adaa30"
                }
            }
        }
    }
}

---

GET /clients/:id/limits

Fetch all limits.

Request

GET /api/v2/clients/679c73d1722c1995a0414b10/limits HTTP/1.1
Accept: application/vnd.api+json
Authorization: Bearer <access token>

Response: 200 OK

{
    "data": [
        {
            "id": "11a251b1-777a-452f-a4c6-088fdc2d2e52",
            "type": "limit",
            "attributes": {
                "name": "Equity DK limit",
                "ccyCode": "DKK",
                "startDate": "2025-01-01",
                "limitFilter": {
                    "type": "and",
                    "filters": [
                        {
                            "type": "condition",
                            "condition": {
                                "type": "country-code-is",
                                "country-code": "DK"
                            }
                        },
                        {
                            "type": "condition",
                            "condition": {
                                "type": "currency-code-is",
                                "currency-code": "DKK"
                            }
                        }
                    ]
                },
                "limitType": {
                    "type": "absolute",
                    "values": {
                        "min": 100000,
                        "max": null
                    }
                },
            },
            "relationships": {
                "client": {
                    "data": {
                        "type": "client",
                        "id": "679c73d1722c1995a0414b10"
                    }
                },
                "parentLimit": {
                    "data": {
                        "type": "limit",
                        "id": "f1c1b67d-f67a-4ab0-9554-1fb329adaa30"
                    }
                }
            }
        }
    ]
}

---

DELETE /limits/:id

Delete a limit by its ID.

Request

DELETE /api/v2/limits/11a251b1-777a-452f-a4c6-088fdc2d2e52 HTTP/1.1
Accept: application/vnd.api+json
Authorization: Bearer <access token>

Response: 204 No Content

---

GET /limits/:id/status

Fetch the status for a single limit.

Parameters

• date (query, required): ISO 8601 representation of the date to fetch the status for.

Request

GET /api/v2/limits/11a251b1-777a-452f-a4c6-088fdc2d2e52/status?date=2025-01-01 HTTP/1.1
Accept: application/vnd.api+json
Authorization: Bearer <access token>

Response: 200 OK

{
    "data": {
        "id": "11a251b1-777a-452f-a4c6-088fdc2d2e52",
        "type": "limit-status",
        "attributes": {
            "date": "2025-01-01",
            "limitType": {
                "type": "absolute",
                "values": {
                    "min": 100000,
                    "max": null
                }
            },
            "isBreached": true,
            "currentValue": 10.0
        }
    }
}

GET /clients/:id/limits-status

Fetch the status for all limits.

Parameters

• date (query, required): ISO 8601 representation of the date to fetch the status for.

Request

GET /api/v2/clients/679c73d1722c1995a0414b10/limits-status?date=2025-01-01 HTTP/1.1
Accept: application/vnd.api+json
Authorization: Bearer <access token>

Response: 200 OK

{
    "data": [
        {
            "id": "11a251b1-777a-452f-a4c6-088fdc2d2e52",
            "type": "limit-status",
            "attributes": {
                "date": "2025-01-01",
                "limitType": {
                    "type": "absolute",
                    "values": {
                        "min": 100000,
                        "max": null
                    }
                },
                "isBreached": true,
                "currentValue": 10.0
            }
        }
    ]
}