Package org.drip.oms.transaction

Class Trade

java.lang.Object
org.drip.oms.transaction.Trade
public class Trade
extends java.lang.Object
Trade maintains Details of a single Trade. 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
  • Jacob, B. (2024): 7 Execution Algorithms You Should Know About…. https://www.linkedin.com/pulse/7-execution-algorithms-you-should-know-benjamin-jacob-vl7pf/
  • Vassilis, P. (2005): 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
    Trade​(java.lang.String ticker, java.lang.String id, double price, double size, Side side, java.util.Date time)
    Trade Constructor

  • Method Summary

    Modifier and Type Method Description
    java.lang.String id()
    Retrieve the Trade ID
    double marketValue()
    Retrieve the Trade MV
    double price()
    Retrieve the Trade Price
    Side side()
    Retrieve the Trade Side
    double size()
    Retrieve the Trade Size
    static Trade Standard​(java.lang.String ticker, double price, double size, Side side)
    Construct a Standard Trade Instance
    java.lang.String ticker()
    Retrieve the Trade Ticker
    java.util.Date time()
    Retrieve the Trade Time
    Venue venue()
    Retrieve the Trade Venue

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • Trade

      public Trade​(java.lang.String ticker, java.lang.String id, double price, double size, Side side, java.util.Date time) throws java.lang.Exception
      Trade Constructor
      Parameters:
      ticker - Ticker
      id - Trade ID
      price - Price
      size - Size
      side - Side
      time - Time
      Throws:
      java.lang.Exception - Thrown if Trade cannot be constructed

  • Method Details

    • Standard

      public static final Trade Standard​(java.lang.String ticker, double price, double size, Side side)
      Construct a Standard Trade Instance
      Parameters:
      ticker - Ticker
      price - Price
      size - Size
      side - Side
      Returns:
      Standard Trade Instance

    • ticker

      public java.lang.String ticker()
      Retrieve the Trade Ticker
      Returns:
      Trade Ticker

    • id

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

    • price

      public double price()
      Retrieve the Trade Price
      Returns:
      Trade Price

    • size

      public double size()
      Retrieve the Trade Size
      Returns:
      Trade Size

    • side

      public Side side()
      Retrieve the Trade Side
      Returns:
      Trade Side

    • time

      public java.util.Date time()
      Retrieve the Trade Time
      Returns:
      Trade Time

    • venue

      public Venue venue()
      Retrieve the Trade Venue
      Returns:
      Trade Venue

    • marketValue

      public double marketValue()
      Retrieve the Trade MV
      Returns:
      Trade MV