Package org.drip.oms.exchange

Class VenueResponse

java.lang.Object
org.drip.oms.exchange.VenueResponse
public class VenueResponse
extends java.lang.Object
VenueResponse contains the Order Processing Response coming out of 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
    VenueResponse​(java.util.Date processingStartTime, java.util.Date processingFinishTime, java.lang.String clOrdID, java.lang.String origClOrdID, int type, OrderBlock orderBlock, java.lang.String comment)
    VenueResponse Constructor

  • Method Summary

    Modifier and Type Method Description
    java.lang.String clOrdID()
    Retrieve the clOrdID
    java.lang.String comment()
    Retrieve the Processing Comments
    static VenueResponse EXECUTION​(java.util.Date processingStartTime, java.util.Date processingFinishTime, java.lang.String clOrdID, java.lang.String origClOrdID, OrderBlock orderBlock, java.lang.String comment)
    Construct an Instance of EXECUTION VenueResponse Type
    static VenueResponse NEW​(java.util.Date processingStartTime, java.util.Date processingFinishTime, java.lang.String clOrdID, java.lang.String origClOrdID, OrderBlock orderBlock, java.lang.String comment)
    Construct an Instance of NEW VenueResponse Type
    OrderBlock orderBlock()
    Retrieve the Response Order Block
    java.lang.String origClOrdID()
    Retrieve the origClOrdID
    java.util.Date processingFinishTime()
    Retrieve the Finish of the Venue Processing Time
    java.util.Date processingStartTime()
    Retrieve the Start of the Venue Processing Time
    static VenueResponse REJECTED​(java.util.Date processingStartTime, java.util.Date processingFinishTime, java.lang.String clOrdID, java.lang.String origClOrdID, OrderBlock orderBlock)
    Construct an Instance of REJECTED VenueResponse Type
    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 Response Type

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • VenueResponse

      public VenueResponse​(java.util.Date processingStartTime, java.util.Date processingFinishTime, java.lang.String clOrdID, java.lang.String origClOrdID, int type, OrderBlock orderBlock, java.lang.String comment) throws java.lang.Exception
      VenueResponse Constructor
      Parameters:
      processingStartTime - Start of the Venue Processing Time
      processingFinishTime - Finish of the Venue Processing Time
      clOrdID - clOrdID
      origClOrdID - origClOrdID
      type - Response Type
      orderBlock - Order Block
      comment - Processing Comments
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • NEW

      public static final VenueResponse NEW​(java.util.Date processingStartTime, java.util.Date processingFinishTime, java.lang.String clOrdID, java.lang.String origClOrdID, OrderBlock orderBlock, java.lang.String comment)
      Construct an Instance of NEW VenueResponse Type
      Parameters:
      processingStartTime - Start of the Venue Processing Time
      processingFinishTime - Finish of the Venue Processing Time
      clOrdID - clOrdID
      origClOrdID - origClOrdID
      orderBlock - Order Block
      comment - Processing Comments
      Returns:
      Instance of NEW VenueResponse Type

    • REJECTED

      public static final VenueResponse REJECTED​(java.util.Date processingStartTime, java.util.Date processingFinishTime, java.lang.String clOrdID, java.lang.String origClOrdID, OrderBlock orderBlock)
      Construct an Instance of REJECTED VenueResponse Type
      Parameters:
      processingStartTime - Start of the Venue Processing Time
      processingFinishTime - Finish of the Venue Processing Time
      clOrdID - clOrdID
      origClOrdID - origClOrdID
      orderBlock - Order Block
      Returns:
      Instance of REJECTED VenueResponse Type

    • EXECUTION

      public static final VenueResponse EXECUTION​(java.util.Date processingStartTime, java.util.Date processingFinishTime, java.lang.String clOrdID, java.lang.String origClOrdID, OrderBlock orderBlock, java.lang.String comment)
      Construct an Instance of EXECUTION VenueResponse Type
      Parameters:
      processingStartTime - Start of the Venue Processing Time
      processingFinishTime - Finish of the Venue Processing Time
      clOrdID - clOrdID
      origClOrdID - origClOrdID
      orderBlock - Order Block
      comment - Processing Comments
      Returns:
      Instance of EXECUTION VenueResponse Type

    • processingStartTime

      public java.util.Date processingStartTime()
      Retrieve the Start of the Venue Processing Time
      Returns:
      Start of the Venue Processing Time

    • processingFinishTime

      public java.util.Date processingFinishTime()
      Retrieve the Finish of the Venue Processing Time
      Returns:
      Finish of the Venue Processing Time

    • clOrdID

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

    • origClOrdID

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

    • type

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

    • orderBlock

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

    • comment

      public java.lang.String comment()
      Retrieve the Processing Comments
      Returns:
      Processing Comments

    • 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