Uses of Class
org.drip.oms.transaction.Order
Package | Description |
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org.drip.oms.fill |
Implementation of Order Fulfillment Schemes
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org.drip.oms.switchable |
Implementation of Switchable Stop Order
|
org.drip.oms.thresholded |
Implementation of Thresholded Limit Order
|
org.drip.oms.transaction |
Order Specification and Session Metrics
|
org.drip.oms.unthresholded |
Implementation of Unthresholded Market Orders
|
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Uses of Order in org.drip.oms.fill
Methods in org.drip.oms.fill that return Order Modifier and Type Method Description Order
NestedFulfillmentScheme. node()
Retrieve the Order NodeMethods in org.drip.oms.fill with parameters of type Order Modifier and Type Method Description OrderFulfillment
OrderExecutionProvider. attemptFill(Order order)
Attempt Complete Fulfillment of the Specified Orderboolean
OrderExecutionProvider. isOrderMarketable(Order order)
See if the Order can be fully satisfiedConstructors in org.drip.oms.fill with parameters of type Order Constructor Description NestedFulfillmentScheme(Order orderNode, NestedFulfillmentScheme parent)
NestedFulfillmentScheme Constructor -
Uses of Order in org.drip.oms.switchable
Subclasses of Order in org.drip.oms.switchable Modifier and Type Class Description class
StopOrder
StopOrder holds the Details of a Stop Order.class
StopOrderAON
StopOrderAON holds the Details of a All-or-None (AON) Stop Order.class
StopOrderATC
StopOrderATC holds the Details of an At-The-Close (ATC) Stop Order.class
StopOrderATO
StopOrderATO holds the Details of a At-The-Open (ATO) Stop Order.class
StopOrderDAY
StopOrderDAY holds the Details of a DAY Stop Order.class
StopOrderDTC
StopOrderDTC holds the Details of a Day-Till-Close (DTC) Stop Order.class
StopOrderFOK
StopOrderFOK holds the Details of a Fill-Or-Kill (FOK) Stop Order.class
StopOrderGTC
StopOrderGTC holds the Details of a Good-Till-Close (GTC) Stop Order.class
StopOrderIOC
StopOrderIOC holds the Details of a Immediate-Or-Cancel (IOC) Stop Order.Methods in org.drip.oms.switchable that return Order Modifier and Type Method Description Order
StopOrder. generateChildOrder(double filledSize)
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Uses of Order in org.drip.oms.thresholded
Subclasses of Order in org.drip.oms.thresholded Modifier and Type Class Description class
LimitOrder
LimitOrder holds the Details of a Limit Order.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 Order Modifier and Type Method Description Order
LimitOrder. generateChildOrder(double filledSize)
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Uses of Order in org.drip.oms.transaction
Methods in org.drip.oms.transaction that return Order Modifier and Type Method Description Order
Order. fulfill(OrderFulfillment orderFulfillment)
Fill an Order Partially/Fullyabstract Order
Order. generateChildOrder(double filledSize)
Generate a Child Order of the same Type -
Uses of Order in org.drip.oms.unthresholded
Subclasses of Order in org.drip.oms.unthresholded Modifier and Type Class Description class
MarketOrder
MarketOrder holds the Details of a Market Order.class
MarketOrderAON
MarketOrderAON holds the Details of a All-or-None (AON) Market Order.class
MarketOrderATC
MarketOrderATC holds the Details of a At-The-Close (ATC) Market Order.class
MarketOrderATO
MarketOrderATO holds the Details of a At-The-Open (ATO) Market Order.class
MarketOrderDAY
MarketOrderDAY holds the Details of a DAY Market Order.class
MarketOrderDTC
MarketOrderDTC holds the Details of a Day-Till-Close (DTC) Market Order.class
MarketOrderFOK
MarketOrderFOK holds the Details of a Fill-Or-Kill (FOK) Market Order.class
MarketOrderGTC
MarketOrderGTC holds the Details of a Good-Till-Close (GTC) Market Order.class
MarketOrderIOC
MarketOrderIOC holds the Details of a Immediate-Or-Cancel (IOC) Market Order.Methods in org.drip.oms.unthresholded that return Order Modifier and Type Method Description Order
MarketOrder. generateChildOrder(double filledSize)