Package org.drip.oms.fix4_2

Class AgentResponse

java.lang.Object

org.drip.oms.fix4_2.AgentResponse

public class AgentResponse
extends java.lang.Object

AgentResponse implements the Response out of 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
AgentResponse(java.util.Date processingStartTime, java.util.Date processingUpdateTime, int messageType, Order order, java.lang.String requestID, int executionType, int executionTransactionType, java.lang.String comment)	AgentResponse Constructor

Method Summary

Modifier and Type	Method	Description
static AgentResponse	ACCEPTED(java.util.Date processingStartTime, Order order, java.lang.String requestID)	Construct an ACCEPTED AgentResponse Instance
java.lang.String	comment()	Retrieve the Agent Request Comment
int	executionTransactionType()	Retrieve the Response Execution Transaction Type
int	executionType()	Retrieve the Response Execution Type
int	messageType()	Retrieve the Response Message Type
Order	order()	Retrieve the Order Instance
java.util.Date	processingStartTime()	Retrieve the Agent Processing Start Time
java.util.Date	processingUpdateTime()	Retrieve the Agent Processing Update Time
static AgentResponse	REJECTED(java.util.Date processingStartTime, Order order, java.lang.String requestID)	Construct an Internal REJECTED AgentResponse Instance
static AgentResponse	REJECTED(java.util.Date processingStartTime, Order order, java.lang.String requestID, java.lang.String comment)	Construct a Venue REJECTED AgentResponse Instance
java.lang.String	requestID()	Retrieve the Agent Request ID
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

Methods inherited from class java.lang.Object

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

Constructor Details

AgentResponse

public AgentResponse(java.util.Date processingStartTime,
java.util.Date processingUpdateTime,
int messageType,
Order order,
java.lang.String requestID,
int executionType,
int executionTransactionType,
java.lang.String comment)
              throws java.lang.Exception

AgentResponse Constructor

Parameters:

processingStartTime - Processing Start Time

processingUpdateTime - Processing Update Time

messageType - Agent Response Message Type

order - Order Instance

requestID - Request ID

executionType - Response Execution Type

executionTransactionType - Response Execution Transaction Type

comment - Comment

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Details

REJECTED

public static final AgentResponse REJECTED(java.util.Date processingStartTime,
Order order,
java.lang.String requestID)

Construct an Internal REJECTED AgentResponse Instance

Parameters:

processingStartTime - Processing Start Time

order - Order Instance

requestID - Request ID

Returns:

Internal REJECTED AgentResponse Instance

REJECTED

public static final AgentResponse REJECTED(java.util.Date processingStartTime,
Order order,
java.lang.String requestID,
java.lang.String comment)

Construct a Venue REJECTED AgentResponse Instance

Parameters:

processingStartTime - Processing Start Time

order - Order Instance

requestID - Request ID

comment - Comment

Returns:

Venue REJECTED AgentResponse Instance

ACCEPTED

public static final AgentResponse ACCEPTED(java.util.Date processingStartTime,
Order order,
java.lang.String requestID)

Construct an ACCEPTED AgentResponse Instance

Parameters:

processingStartTime - Processing Start Time

order - Order Instance

requestID - Request ID

Returns:

ACCEPTED AgentResponse Instance

processingStartTime

public java.util.Date processingStartTime()

Retrieve the Agent Processing Start Time

Returns:

Agent Processing Start Time

processingUpdateTime

public java.util.Date processingUpdateTime()

Retrieve the Agent Processing Update Time

Returns:

Agent Processing Update Time

messageType

public int messageType()

Retrieve the Response Message Type

Returns:

Response Message Type

order

public Order order()

Retrieve the Order Instance

Returns:

Order Instance

requestID

public java.lang.String requestID()

Retrieve the Agent Request ID

Returns:

Agent Request ID

executionType

public int executionType()

Retrieve the Response Execution Type

Returns:

Response Execution Type

executionTransactionType

public int executionTransactionType()

Retrieve the Response Execution Transaction Type

Returns:

Response Execution Transaction Type

comment

public java.lang.String comment()

Retrieve the Agent Request Comment

Returns:

Agent Request Comment

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