Uses of Interface
org.drip.oms.benchmark.PegScheme

Packages that use PegScheme

Package	Description
org.drip.oms.benchmark	Benchmark/Tie/Peg Price Thresholds
org.drip.oms.thresholded	Implementation of Thresholded Limit Order

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 Scheme

Methods 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, java.lang.String parentID, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	Construct an Instance of Buy Limit Order
static LimitOrder	LimitOrder.Sell(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	Construct an Instance of Sell Limit Order
static LimitOrder	LimitOrder.Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	Construct a Standard Instance of Limit Order
static LimitOrderAON	LimitOrderAON.Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, TimeInForce timeInForce, int fulfillTryLimit, PegScheme pegScheme)	Construct a Standard Instance of All-or-None (AON) Limit Order
static LimitOrderATC	LimitOrderATC.Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	Create a Standard Instance of At-The-Close (ATC) Limit Order
static LimitOrderATO	LimitOrderATO.Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	Create a Standard Instance of At-The-Open (ATO) Limit Order
static LimitOrderDAY	LimitOrderDAY.Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	Create a Standard Instance of DAY Limit Order
static LimitOrderDTC	LimitOrderDTC.Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	Create a Standard Instance of Day-Till-Close (DTC) Limit Order
static LimitOrderFOK	LimitOrderFOK.Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, TimeInForce timeInForce, PegScheme pegScheme)	Construct a Standard Instance of Buy Fill-Or-Kill (FOK) Limit Order
static LimitOrderGTC	LimitOrderGTC.Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, int durationDays, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	Create a Standard Instance of Good-Till-Close (GTC) Limit Order
static LimitOrderIOC	LimitOrderIOC.Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	Create a Standard Instance of Immediate-Or-Cancel (IOC) Limit Order
static LimitOrderAON	LimitOrderAON.StandardBuy(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, TimeInForce timeInForce, int fulfillTryLimit, PegScheme pegScheme)	Construct a Standard Instance of Buy All-or-None (AON) Limit Order
static LimitOrderATC	LimitOrderATC.StandardBuy(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	Create a Standard Instance of Buy At-The-Close (ATC) Limit Order
static LimitOrderATO	LimitOrderATO.StandardBuy(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	Create a Standard Instance of Buy At-The-Open (ATO) Limit Order
static LimitOrderDAY	LimitOrderDAY.StandardBuy(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	Create a Standard Instance of Buy DAY Limit Order
static LimitOrderDTC	LimitOrderDTC.StandardBuy(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	Create a Standard Instance of Buy Day-Till-Close (DTC) Limit Order
static LimitOrderFOK	LimitOrderFOK.StandardBuy(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, TimeInForce timeInForce, PegScheme pegScheme)	Construct a Standard Instance of Buy Fill-Or-Kill (FOK) Limit Order
static LimitOrderGTC	LimitOrderGTC.StandardBuy(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, int durationDays, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	Create a Standard Instance of Buy Good-Till-Close (GTC) Limit Order
static LimitOrderIOC	LimitOrderIOC.StandardBuy(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	Create a Standard Instance of Buy Immediate-Or-Cancel (IOC) Limit Order
static LimitOrderAON	LimitOrderAON.StandardSell(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, TimeInForce timeInForce, int fulfillTryLimit, PegScheme pegScheme)	Construct a Standard Instance of Sell All-or-None (AON) Limit Order
static LimitOrderATC	LimitOrderATC.StandardSell(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	Create a Standard Instance of Sell At-The-Close (ATC) Limit Order
static LimitOrderATO	LimitOrderATO.StandardSell(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	Create a Standard Instance of Sell At-The-Open (ATO) Limit Order
static LimitOrderDAY	LimitOrderDAY.StandardSell(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	Create a Standard Instance of Sell DAY Limit Order
static LimitOrderDTC	LimitOrderDTC.StandardSell(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	Create a Standard Instance of Sell Day-Till-Close (DTC) Limit Order
static LimitOrderFOK	LimitOrderFOK.StandardSell(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, TimeInForce timeInForce, PegScheme pegScheme)	Construct a Standard Instance of Sell Fill-Or-Kill (FOK) Limit Order
static LimitOrderGTC	LimitOrderGTC.StandardSell(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, int durationDays, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	Create a Standard Instance of Sell Good-Till-Close (GTC) Limit Order
static LimitOrderIOC	LimitOrderIOC.StandardSell(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	Create a Standard Instance of Sell Immediate-Or-Cancel (IOC) Limit Order

Constructors in org.drip.oms.thresholded with parameters of type PegScheme

Constructor	Description
LimitOrder(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	Limit Order Constructor
LimitOrderAON(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, TimeInForce timeInForce, int fulfillTryLimit, PegScheme pegScheme)	All-or-None (AON) Limit Order Constructor
LimitOrderATC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	At-The-Close (ATC) Limit Order Constructor
LimitOrderATO(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	At-The-Open (ATO) Limit Order Constructor
LimitOrderDAY(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	DAY Limit Order Constructor
LimitOrderDTC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	Day-Till-Close (DTC) Limit Order Constructor
LimitOrderFOK(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, TimeInForce timeInForce, PegScheme pegScheme)	Fill-Or-Kill (FOK) Limit Order Constructor
LimitOrderGTC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, int durationDays, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	Good-Till-Close (GTC) Limit Order Constructor
LimitOrderIOC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)	Immediate-Or-Cancel (IOC) Limit Order Constructor