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

Module = Product Core Module
Library = Transaction Cost Analytics
Project = R^d Order Specification, Handling, and Management
Package = Implementation of FIX 4.2 Constructs

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
`int`	`type()`	Retrieve the Request Type

Methods inherited from class java.lang.Object

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