Package org.drip.oms.exchange

Class VenueSettings

java.lang.Object
org.drip.oms.exchange.VenueSettings
public class VenueSettings
extends java.lang.Object
VenueSettings maintains the Settings that Relate to 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
    VenueSettings​(java.lang.String localIdentifier, java.lang.String jurisdiction, PricingRebateFunction pricingRebateFunction)
    VenueSettings Constructor

  • Method Summary

    Modifier and Type Method Description
    java.lang.String code()
    Retrieve the Venue Code
    java.lang.String jurisdiction()
    Retrieve the Venue Jurisdiction
    java.lang.String localIdentifier()
    Retrieve the Venue Local Identifier
    PricingRebateFunction pricingRebateFunction()
    Retrieve the Pricing Rebate Function

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • VenueSettings

      public VenueSettings​(java.lang.String localIdentifier, java.lang.String jurisdiction, PricingRebateFunction pricingRebateFunction) throws java.lang.Exception
      VenueSettings Constructor
      Parameters:
      localIdentifier - Venue Local Identifier
      jurisdiction - Venue Jurisdiction
      pricingRebateFunction - Pricing Rebate Function
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • jurisdiction

      public java.lang.String jurisdiction()
      Retrieve the Venue Jurisdiction
      Returns:
      Venue Jurisdiction

    • localIdentifier

      public java.lang.String localIdentifier()
      Retrieve the Venue Local Identifier
      Returns:
      Venue Local Identifier

    • pricingRebateFunction

      public PricingRebateFunction pricingRebateFunction()
      Retrieve the Pricing Rebate Function
      Returns:
      The Pricing Rebate Function

    • code

      public java.lang.String code()
      Retrieve the Venue Code
      Returns:
      Venue Code