Uses of Interface
org.drip.oms.benchmark.PegScheme
Package | Description |
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org.drip.oms.benchmark |
Benchmark/Tie/Peg Price Thresholds
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org.drip.oms.thresholded |
Implementation of Thresholded Limit Order
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Uses of PegScheme in org.drip.oms.benchmark
Classes in org.drip.oms.benchmark that implement PegScheme Modifier and Type Class Description class
AggressiveMarketMakingPegScheme
AggressiveMarketMakingPegScheme implements the Aggressively Jumping Market Making Scheme for Peg Orders.class
CrossingMarketMakingPegScheme
CrossingMarketMakingPegScheme implements the Crosser Market Making Scheme for Peg Orders.class
FixedPricePegScheme
FixedPricePegScheme implements Fixed Peg Price Scheme for Peg Orders.class
MarketMakingPegScheme
MarketMakingPegScheme abstracts the core Market Making Scheme for Peg Orders.class
MidPricePegScheme
MidPricePegScheme implements Mid-Peg Price Scheme for Peg Orders. -
Uses of PegScheme in org.drip.oms.thresholded
Methods in org.drip.oms.thresholded that return PegScheme Modifier and Type Method Description PegScheme
LimitOrder. pegScheme()
Retrieve the Pegging SchemeMethods in org.drip.oms.thresholded with parameters of type PegScheme Modifier and Type Method Description static LimitOrder
LimitOrder. Buy(OrderIssuer issuer, java.lang.String ticker, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Construct an Instance of Buy Limit Orderstatic LimitOrder
LimitOrder. Sell(OrderIssuer issuer, java.lang.String ticker, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Construct an Instance of Sell Limit Orderstatic LimitOrder
LimitOrder. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Construct a Standard Instance of Limit Orderstatic LimitOrderAON
LimitOrderAON. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, TimeInForce timeInForce, int fulfillTryLimit, DisplaySettings displaySettings, PegScheme pegScheme)
Construct a Standard Instance of All-or-None (AON) Limit Orderstatic LimitOrderATC
LimitOrderATC. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Create a Standard Instance of At-The-Close (ATC) Limit Orderstatic LimitOrderATO
LimitOrderATO. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Create a Standard Instance of At-The-Open (ATO) Limit Orderstatic LimitOrderDAY
LimitOrderDAY. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Create a Standard Instance of DAY Limit Orderstatic LimitOrderDTC
LimitOrderDTC. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Create a Standard Instance of Day-Till-Close (DTC) Limit Orderstatic LimitOrderFOK
LimitOrderFOK. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, TimeInForce timeInForce, DisplaySettings displaySettings, PegScheme pegScheme)
Construct a Standard Instance of Buy Fill-Or-Kill (FOK) Limit Orderstatic LimitOrderGTC
LimitOrderGTC. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, int durationDays, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Create a Standard Instance of Good-Till-Close (GTC) Limit Orderstatic LimitOrderIOC
LimitOrderIOC. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Create a Standard Instance of Immediate-Or-Cancel (IOC) Limit Orderstatic LimitOrderAON
LimitOrderAON. StandardBuy(OrderIssuer issuer, java.lang.String ticker, double size, TimeInForce timeInForce, int fulfillTryLimit, DisplaySettings displaySettings, PegScheme pegScheme)
Construct a Standard Instance of Buy All-or-None (AON) Limit Orderstatic LimitOrderATC
LimitOrderATC. StandardBuy(OrderIssuer issuer, java.lang.String ticker, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Create a Standard Instance of Buy At-The-Close (ATC) Limit Orderstatic LimitOrderATO
LimitOrderATO. StandardBuy(OrderIssuer issuer, java.lang.String ticker, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Create a Standard Instance of Buy At-The-Open (ATO) Limit Orderstatic LimitOrderDAY
LimitOrderDAY. StandardBuy(OrderIssuer issuer, java.lang.String ticker, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Create a Standard Instance of Buy DAY Limit Orderstatic LimitOrderDTC
LimitOrderDTC. StandardBuy(OrderIssuer issuer, java.lang.String ticker, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Create a Standard Instance of Buy Day-Till-Close (DTC) Limit Orderstatic LimitOrderFOK
LimitOrderFOK. StandardBuy(OrderIssuer issuer, java.lang.String ticker, double size, TimeInForce timeInForce, DisplaySettings displaySettings, PegScheme pegScheme)
Construct a Standard Instance of Buy Fill-Or-Kill (FOK) Limit Orderstatic LimitOrderGTC
LimitOrderGTC. StandardBuy(OrderIssuer issuer, java.lang.String ticker, double size, int durationDays, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Create a Standard Instance of Buy Good-Till-Close (GTC) Limit Orderstatic LimitOrderIOC
LimitOrderIOC. StandardBuy(OrderIssuer issuer, java.lang.String ticker, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Create a Standard Instance of Buy Immediate-Or-Cancel (IOC) Limit Orderstatic LimitOrderAON
LimitOrderAON. StandardSell(OrderIssuer issuer, java.lang.String ticker, double size, TimeInForce timeInForce, int fulfillTryLimit, DisplaySettings displaySettings, PegScheme pegScheme)
Construct a Standard Instance of Sell All-or-None (AON) Limit Orderstatic LimitOrderATC
LimitOrderATC. StandardSell(OrderIssuer issuer, java.lang.String ticker, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Create a Standard Instance of Sell At-The-Close (ATC) Limit Orderstatic LimitOrderATO
LimitOrderATO. StandardSell(OrderIssuer issuer, java.lang.String ticker, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Create a Standard Instance of Sell At-The-Open (ATO) Limit Orderstatic LimitOrderDAY
LimitOrderDAY. StandardSell(OrderIssuer issuer, java.lang.String ticker, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Create a Standard Instance of Sell DAY Limit Orderstatic LimitOrderDTC
LimitOrderDTC. StandardSell(OrderIssuer issuer, java.lang.String ticker, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Create a Standard Instance of Sell Day-Till-Close (DTC) Limit Orderstatic LimitOrderFOK
LimitOrderFOK. StandardSell(OrderIssuer issuer, java.lang.String ticker, double size, TimeInForce timeInForce, DisplaySettings displaySettings, PegScheme pegScheme)
Construct a Standard Instance of Sell Fill-Or-Kill (FOK) Limit Orderstatic LimitOrderGTC
LimitOrderGTC. StandardSell(OrderIssuer issuer, java.lang.String ticker, double size, int durationDays, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Create a Standard Instance of Sell Good-Till-Close (GTC) Limit Orderstatic LimitOrderIOC
LimitOrderIOC. StandardSell(OrderIssuer issuer, java.lang.String ticker, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Create a Standard Instance of Sell Immediate-Or-Cancel (IOC) Limit OrderConstructors in org.drip.oms.thresholded with parameters of type PegScheme Constructor Description LimitOrder(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Limit Order ConstructorLimitOrderAON(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, TimeInForce timeInForce, int fulfillTryLimit, DisplaySettings displaySettings, PegScheme pegScheme)
All-or-None (AON) Limit Order ConstructorLimitOrderATC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
At-The-Close (ATC) Limit Order ConstructorLimitOrderATO(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
At-The-Open (ATO) Limit Order ConstructorLimitOrderDAY(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
DAY Limit Order ConstructorLimitOrderDTC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Day-Till-Close (DTC) Limit Order ConstructorLimitOrderFOK(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, TimeInForce timeInForce, DisplaySettings displaySettings, PegScheme pegScheme)
Fill-Or-Kill (FOK) Limit Order ConstructorLimitOrderGTC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, int durationDays, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Good-Till-Close (GTC) Limit Order ConstructorLimitOrderIOC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Immediate-Or-Cancel (IOC) Limit Order Constructor