Uses of Class
org.drip.oms.thresholded.LimitOrder
Package | Description |
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org.drip.oms.thresholded |
Implementation of Thresholded Limit Order
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Uses of LimitOrder in org.drip.oms.thresholded
Subclasses of LimitOrder in org.drip.oms.thresholded Modifier and Type Class Description class
LimitOrderAON
LimitOrderAON holds the Details of a All-or-None (AON) Limit Order.class
LimitOrderATC
LimitOrderATC holds the Details of an At-The-Close (ATC) Limit Order.class
LimitOrderATO
LimitOrderATO holds the Details of a At-The-Open (ATO) Limit Order.class
LimitOrderDAY
LimitOrderDAY holds the Details of a DAY Limit Order.class
LimitOrderDTC
LimitOrderDTC holds the Details of a Day-Till-Close (DTC) Limit Order.class
LimitOrderFOK
LimitOrderFOK holds the Details of a Fill-Or-Kill (FOK) Limit Order.class
LimitOrderGTC
LimitOrderGTC holds the Details of a Good-Till-Close (GTC) Limit Order.class
LimitOrderIOC
LimitOrderIOC holds the Details of a Immediate-Or-Cancel (IOC) Limit Order.Methods in org.drip.oms.thresholded that return LimitOrder Modifier and Type Method Description static LimitOrder
LimitOrder. Buy(OrderIssuer issuer, java.lang.String ticker, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Construct an Instance of Buy Limit Orderstatic LimitOrder
LimitOrder. Sell(OrderIssuer issuer, java.lang.String ticker, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Construct an Instance of Sell Limit Orderstatic LimitOrder
LimitOrder. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Construct a Standard Instance of Limit Order