Uses of Package
org.drip.oms.exchange
| Package | Description |
|---|---|
| org.drip.oms.depth |
L1/L2/L3 Deep Books
|
| org.drip.oms.exchange |
Implementation of Venue Order Handling
|
| org.drip.oms.fix4_2 |
Implementation of FIX 4.2 Constructs
|
| org.drip.oms.transaction |
Order Specification and Session Metrics
|
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Classes in org.drip.oms.exchange used by org.drip.oms.depth Class Description Venue Venue implements Functionality corresponding to a Venue. -
Classes in org.drip.oms.exchange used by org.drip.oms.exchange Class Description PricingRebateFunction PricingRebateFunction estimates Fee for the specified Price and Size at the given Venue.Venue Venue implements Functionality corresponding to a Venue.VenueRequest VenueRequest contains the Order Processing Request into a Venue.VenueResponse VenueResponse contains the Order Processing Response coming out of a Venue.VenueSettings VenueSettings maintains the Settings that Relate to a Venue. -
Classes in org.drip.oms.exchange used by org.drip.oms.fix4_2 Class Description VenueHandler VenueHandler implements the Handling Agent corresponding to a Suite of Venues. -
Classes in org.drip.oms.exchange used by org.drip.oms.transaction Class Description TradesWindow TradesWindow implements Metrics associated with Trades in a Session.Venue Venue implements Functionality corresponding to a Venue.