Package org.drip.oms.exchange

Class VenueHandler

java.lang.Object
org.drip.oms.exchange.VenueHandler
public class VenueHandler
extends java.lang.Object
VenueHandler implements the Handling Agent corresponding to a Suite of Venues. The References are:

  • Chen, J. (2021): Time in Force: Definition, Types, and Examples https://www.investopedia.com/terms/t/timeinforce.asp
  • Cont, R., and A. Kukanov (2017): Optimal Order Placement in Limit Order Markets Quantitative Finance 17 (1) 21-39
  • Vassilis, P. (2005b): Slow and Fast Markets Journal of Economics and Business 57 (6) 576-593
  • Weiss, D. (2006): After the Trade is Made: Processing Securities Transactions Portfolio Publishing London UK
  • Wikipedia (2023): Central Limit Order Book https://en.wikipedia.org/wiki/Central_limit_order_book


Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    VenueHandler​(Venue venue, boolean allowNEW)
    VenueHandler Constructor

  • Method Summary

    Modifier and Type Method Description
    boolean allowNEW()
    Retrieve the allowNEW Setting
    VenueResponse handleMarketNewBuy​(VenueRequest venueRequest)
    Process the Market New Buy Request
    VenueResponse handleMarketNewSell​(VenueRequest venueRequest)
    Process the Market New Sell Request
    VenueResponse process​(VenueRequest venueRequest)
    Process the Venue Request
    java.lang.String toString()
    Generate String version of the state without Padding
    java.lang.String toString​(java.lang.String pad)
    Generate String version of the state with Padding applied
    Venue venue()
    Retrieve the Underlying Venue

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

  • Constructor Details

    • VenueHandler

      public VenueHandler​(Venue venue, boolean allowNEW) throws java.lang.Exception
      VenueHandler Constructor
      Parameters:
      venue - Underlying Venue
      allowNEW - allowNEW Setting
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • venue

      public Venue venue()
      Retrieve the Underlying Venue
      Returns:
      Underlying Venue

    • allowNEW

      public boolean allowNEW()
      Retrieve the allowNEW Setting
      Returns:
      allowNEW Setting

    • handleMarketNewBuy

      public VenueResponse handleMarketNewBuy​(VenueRequest venueRequest)
      Process the Market New Buy Request
      Parameters:
      venueRequest - Venue Request
      Returns:
      The Market New Buy Response

    • handleMarketNewSell

      public VenueResponse handleMarketNewSell​(VenueRequest venueRequest)
      Process the Market New Sell Request
      Parameters:
      venueRequest - Venue Request
      Returns:
      The Market New Sell Response

    • process

      public VenueResponse process​(VenueRequest venueRequest)
      Process the Venue Request
      Parameters:
      venueRequest - Venue Request
      Returns:
      The processed Response

    • toString

      public java.lang.String toString​(java.lang.String pad)
      Generate String version of the state with Padding applied
      Parameters:
      pad - Padding
      Returns:
      String version of the state with Padding applied

    • toString

      public java.lang.String toString()
      Generate String version of the state without Padding
      Overrides:
      toString in class java.lang.Object
      Returns:
      String version of the state without Padding