Package org.drip.oms.exchange

Class VenueResponseType

java.lang.Object

org.drip.oms.exchange.VenueResponseType

public class VenueResponseType
extends java.lang.Object

VenueResponseType contains the types of Order Processing Responses from 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

• Module = Product Core Module
• Library = Transaction Cost Analytics
• Project = R^d Order Specification, Handling, and Management
• Package = Implementation of Venue Order Handling

Author:

Lakshmi Krishnamurthy

Field Summary

Fields

Modifier and Type	Field	Description
static int	EXECUTION	EXECUTION
static int	NEW	NEW
static int	REJECTED	REJECTED

Constructor Summary

Constructors

Constructor	Description
VenueResponseType()

Method Summary

Methods inherited from class java.lang.Object

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

Field Details

NEW

public static final int NEW

NEW

See Also:

Constant Field Values

REJECTED

public static final int REJECTED

REJECTED

See Also:

Constant Field Values

EXECUTION

public static final int EXECUTION

EXECUTION

See Also:

Constant Field Values

Constructor Details

VenueResponseType

public VenueResponseType()