Package org.drip.oms.fix4_2

Class AgentRequest

java.lang.Object
org.drip.oms.fix4_2.AgentRequest
public class AgentRequest
extends java.lang.Object
AgentRequest implements the Request into a FIX Agent. The References are:

  • Berkowitz, S. A., D. E. Logue, and E. A. J. Noser (1988): The Total Cost of Transactions on the NYSE Journal of Finance 43 (1) 97-112
  • Cont, R., and A. Kukanov (2017): Optimal Order Placement in Limit Order Markets Quantitative Finance 17 (1) 21-39
  • Vassilis, P. (2005a): A Realistic Model of Market Liquidity and Depth Journal of Futures Markets 25 (5) 443-464
  • 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


Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    AgentRequest​(java.util.Date arrivalTime, java.lang.String id, java.lang.String parentID, int type, Order order)
    AgentRequest Constructor

  • Method Summary

    Modifier and Type Method Description
    java.util.Date arrivalTime()
    Retrieve the Request Arrival Time
    java.lang.String id()
    Retrieve the Request ID
    Order order()
    Retrieve the Order in the Request
    java.lang.String parentID()
    Retrieve the Parent Request ID
    static AgentRequest Standard​(Order order)
    Construct a Standard Instance of Agent Request from the Order
    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 Request Type

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • AgentRequest

      public AgentRequest​(java.util.Date arrivalTime, java.lang.String id, java.lang.String parentID, int type, Order order) throws java.lang.Exception
      AgentRequest Constructor
      Parameters:
      arrivalTime - Arrival Time
      id - Request ID
      parentID - Parent Request ID
      type - Request Type
      order - Request Order
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • Standard

      public static final AgentRequest Standard​(Order order)
      Construct a Standard Instance of Agent Request from the Order
      Parameters:
      order - Order Instance
      Returns:
      Standard Instance of Agent Request

    • arrivalTime

      public java.util.Date arrivalTime()
      Retrieve the Request Arrival Time
      Returns:
      Request Arrival Time

    • id

      public java.lang.String id()
      Retrieve the Request ID
      Returns:
      Request ID

    • parentID

      public java.lang.String parentID()
      Retrieve the Parent Request ID
      Returns:
      Parent Request ID

    • type

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

    • order

      public Order order()
      Retrieve the Order in the Request
      Returns:
      Order in the Request

    • 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