Package org.drip.oms.exchange

Implementation of Venue Order Handling
Author:
Lakshmi Krishnamurthy
  • Interface Summary
    Interface Description
    PricingRebateFunction
    PricingRebateFunction estimates Fee for the specified Price and Size at the given Venue.
  • Class Summary
    Class Description
    OperatingHours
    OperatingHours maintains the Venue Specific Operating Hours.
    TradesWindow
    TradesWindow implements Metrics associated with Trades in a Session.
    Venue
    Venue implements Functionality corresponding to a Venue.
    VenueHandler
    VenueHandler implements the Handling Agent corresponding to a Suite of Venues.
    VenueRequest
    VenueRequest contains the Order Processing Request into a Venue.
    VenueRequestType
    VenueRequestType contains the types of Order Processing Requests into a Venue.
    VenueResponse
    VenueResponse contains the Order Processing Response coming out of a Venue.
    VenueResponseType
    VenueResponseType contains the types of Order Processing Responses from a Venue.
    VenueSettings
    VenueSettings maintains the Settings that Relate to a Venue.