Package org.drip.oms.exchange

Class VenueRequest

java.lang.Object
org.drip.oms.exchange.VenueRequest
public class VenueRequest
extends java.lang.Object
VenueRequest contains the Order Processing Request into a Venue. 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
    VenueRequest​(java.lang.String clOrdID, java.lang.String origClOrdID, java.lang.String ticker, int type, OrderBlock orderBlock, Side side, int orderType)
    VenueRequest Constructor

  • Method Summary

    Modifier and Type Method Description
    java.lang.String clOrdID()
    Retrieve the clOrdID
    static VenueRequest NEW​(java.lang.String clOrdID, java.lang.String origClOrdID, java.lang.String ticker, OrderBlock orderBlock, Side side, int orderType)
    Construct an Instance of NEW VenueRequest Type
    OrderBlock orderBlock()
    Retrieve the Request Order Block
    int orderType()
    Retrieve the Request Order Type
    java.lang.String origClOrdID()
    Retrieve the origClOrdID
    Side side()
    Retrieve the Request Order Side
    java.lang.String ticker()
    Retrieve the Request Ticker
    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
    int type()
    Retrieve the Request Type

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • VenueRequest

      public VenueRequest​(java.lang.String clOrdID, java.lang.String origClOrdID, java.lang.String ticker, int type, OrderBlock orderBlock, Side side, int orderType) throws java.lang.Exception
      VenueRequest Constructor
      Parameters:
      clOrdID - clOrdID
      origClOrdID - origClOrdID
      ticker - Request Ticker
      type - Request Type
      orderBlock - Request Order Block
      side - Order Side
      orderType - Request Order Type
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • NEW

      public static final VenueRequest NEW​(java.lang.String clOrdID, java.lang.String origClOrdID, java.lang.String ticker, OrderBlock orderBlock, Side side, int orderType)
      Construct an Instance of NEW VenueRequest Type
      Parameters:
      clOrdID - clOrdID
      origClOrdID - origClOrdID
      ticker - Request Ticker
      orderBlock - Request Order Block
      side - Order Side
      orderType - Request Order Type
      Returns:
      Instance of NEW VenueRequest Type

    • clOrdID

      public java.lang.String clOrdID()
      Retrieve the clOrdID
      Returns:
      clOrdID

    • origClOrdID

      public java.lang.String origClOrdID()
      Retrieve the origClOrdID
      Returns:
      origClOrdID

    • ticker

      public java.lang.String ticker()
      Retrieve the Request Ticker
      Returns:
      Request Ticker

    • type

      public int type()
      Retrieve the Request Type
      Returns:
      Request Type

    • orderBlock

      public OrderBlock orderBlock()
      Retrieve the Request Order Block
      Returns:
      Request Order Block

    • side

      public Side side()
      Retrieve the Request Order Side
      Returns:
      Request Order Side

    • orderType

      public int orderType()
      Retrieve the Request Order Type
      Returns:
      Request Order Type

    • 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