Package org.drip.oms.fix4_2

Class DeskHandler

java.lang.Object
org.drip.oms.fix4_2.DeskHandler
public class DeskHandler
extends java.lang.Object
DeskHandler implements the Dealer Desk's Internal Order Processor. 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
    DeskHandler​(boolean allowNEW)
    DeskHandler Constructor

  • Method Summary

    Modifier and Type Method Description
    boolean allowNEW()
    Retrieve the allowNEW Setting
    boolean process​(AgentRequest agentRequest)
    Indicate if the Agent Request can be allowed
    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

    • DeskHandler

      public DeskHandler​(boolean allowNEW)
      DeskHandler Constructor
      Parameters:
      allowNEW - allowNEW Setting

  • Method Details

    • allowNEW

      public boolean allowNEW()
      Retrieve the allowNEW Setting
      Returns:
      allowNEW Setting

    • process

      public boolean process​(AgentRequest agentRequest)
      Indicate if the Agent Request can be allowed
      Parameters:
      agentRequest - Agent Request
      Returns:
      TRUE - Agent Request can be allowed

    • 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