Uses of Class
org.drip.oms.transaction.LimitOrderBlock

Packages that use LimitOrderBlock

Package	Description
org.drip.oms.depth	L1/L2/L3 Deep Books
org.drip.oms.exchange	Implementation of Venue Order Handling
org.drip.oms.transaction	Order Specification and Session Metrics

Uses of LimitOrderBlock in org.drip.oms.depth

Methods in org.drip.oms.depth that return LimitOrderBlock

Modifier and Type	Method	Description
LimitOrderBlock	MontageL1Manager.askNBBOBlock()	Retrieve the NBBO Ask Block
LimitOrderBlock	MontageL1Manager.bidNBBOBlock()	Retrieve the NBBO Bid Block
LimitOrderBlock	MontageL1Entry.topOfTheBook()	Retrieve the Bid Top-of-the-Book
LimitOrderBlock	OrderBlockL2.topOfTheBook()	Retrieve the Top of the Book
LimitOrderBlock	PriceBook.topOfTheBook(boolean bid)	Retrieve the Top-of-the-Book

Methods in org.drip.oms.depth that return types with arguments of type LimitOrderBlock

Modifier and Type	Method	Description
java.util.TreeMap<java.lang.Double,LimitOrderBlock>	PriceBook.aggregatedPostedBlockMap()	Retrieve the Aggregated Posted Block Price Map
java.util.TreeMap<java.lang.Double,LimitOrderBlock>	OrderBlockL2.orderedBlockMap()	Retrieve the Ordered Block Map

Methods in org.drip.oms.depth with parameters of type LimitOrderBlock

Modifier and Type	Method	Description
boolean	OrderBlockL2.addBlock(LimitOrderBlock postedBlock)	Add a Posted Block to the Price Book
boolean	PriceBook.aggregatePostedBlock(LimitOrderBlock postedBlock)	Aggregate a Posted Block to the Price Book
boolean	PriceBook.disaggregateSweptBlock(LimitOrderBlock sweptBlock, boolean allowPartialSweep)	Disaggregate a Swept Block to the Price Book

Constructors in org.drip.oms.depth with parameters of type LimitOrderBlock

Constructor	Description
MontageL1Entry(java.lang.String venueCode, LimitOrderBlock topOfTheBook)	MontageL1Entry Constructor

Uses of LimitOrderBlock in org.drip.oms.exchange

Methods in org.drip.oms.exchange that return LimitOrderBlock

Modifier and Type	Method	Description
LimitOrderBlock	Venue.topOfTheAskLimitOrderBook(java.lang.String ticker)	Retrieve the Top-of-the-Ask Limit Order Book for the specified Ticker
LimitOrderBlock	Venue.topOfTheBidLimitOrderBook(java.lang.String ticker)	Retrieve the Top-of-the-Bid Limit Order Book for the specified Ticker

Methods in org.drip.oms.exchange with parameters of type LimitOrderBlock

Modifier and Type	Method	Description
boolean	Venue.postAskLimitOrderBlock(java.lang.String ticker, LimitOrderBlock postedLimitOrderBlock)	Post a Block to the Venue Ask Limit Order Book for the Ticker
boolean	Venue.postBidLimitOrderBlock(java.lang.String ticker, LimitOrderBlock postedLimitOrderBlock)	Post a Block to the Venue Bid Limit Order Book for the Ticker
boolean	Venue.sweepAskBlock(java.lang.String ticker, LimitOrderBlock sweptLimitOrderBlock, boolean allowPartialSweep)	Sweep a Block to the Venue Ask Limit Order Book for the Ticker
boolean	Venue.sweepBidLimitOrderBlock(java.lang.String ticker, LimitOrderBlock sweptLimitOrderBlock, boolean allowPartialSweep)	Sweep a Block to the Venue Bid Limit Order Book for the Ticker

Uses of LimitOrderBlock in org.drip.oms.transaction

Methods in org.drip.oms.transaction that return LimitOrderBlock

Modifier and Type	Method	Description
LimitOrderBlock	LimitOrderBlock.clone()	Clone this Instance
static LimitOrderBlock	LimitOrderBlock.Now(double price, double size)	Construct a Fresh Instance of the LimitOrderBlock

Methods in org.drip.oms.transaction with parameters of type LimitOrderBlock

Modifier and Type	Method	Description
int	LimitOrderBlock.compare(LimitOrderBlock l2Block1, LimitOrderBlock l2Block2)	Compare Two Limit Order Block Instances