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

Packages that use Order
Package Description
org.drip.oms.exchange
Implementation of Venue Order Handling
org.drip.oms.fill
Implementation of Order Fulfillment Schemes
org.drip.oms.fix4_2
Implementation of FIX 4.2 Constructs
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

  • Uses of Order in org.drip.oms.exchange

    Methods in org.drip.oms.exchange that return Order
    Modifier and Type Method Description
    Order VenueRequest.order()
    Retrieve the Request Order
    Order VenueResponse.order()
    Retrieve the Response Order
    Methods in org.drip.oms.exchange with parameters of type Order
    Modifier and Type Method Description
    static VenueResponse VenueResponse.EXECUTION​(java.util.Date processingStartTime, java.util.Date processingFinishTime, java.lang.String clOrdID, java.lang.String origClOrdID, Order order, java.lang.String comment)
    Construct an Instance of EXECUTION VenueResponse Type
    static VenueRequest VenueRequest.NEW​(java.lang.String clOrdID, java.lang.String origClOrdID, Order order)
    Construct an Instance of NEW VenueRequest Type
    static VenueResponse VenueResponse.NEW​(java.util.Date processingStartTime, java.util.Date processingFinishTime, java.lang.String clOrdID, java.lang.String origClOrdID, Order order, java.lang.String comment)
    Construct an Instance of NEW VenueResponse Type
    static VenueResponse VenueResponse.REJECTED​(java.util.Date processingStartTime, java.util.Date processingFinishTime, java.lang.String clOrdID, java.lang.String origClOrdID, Order order, java.lang.String comment)
    Construct an Instance of REJECTED VenueResponse Type
    Constructors in org.drip.oms.exchange with parameters of type Order
    Constructor Description
    VenueRequest​(java.lang.String clOrdID, java.lang.String origClOrdID, int type, Order order)
    VenueRequest Constructor
    VenueResponse​(java.util.Date processingStartTime, java.util.Date processingFinishTime, java.lang.String clOrdID, java.lang.String origClOrdID, int type, Order order, java.lang.String comment)
    VenueResponse Constructor

  • Uses of Order in org.drip.oms.fill

    Methods 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 Order
    boolean OrderExecutionProvider.isOrderMarketable​(Order order)
    See if the Order can be fully satisfied

  • Uses of Order in org.drip.oms.fix4_2

    Methods in org.drip.oms.fix4_2 that return Order
    Modifier and Type Method Description
    Order AgentRequest.order()
    Retrieve the Order in the Request
    Order AgentResponse.order()
    Retrieve the Order Instance
    Order FIXOrder.order()
    Retrieve the Underlying Order
    Methods in org.drip.oms.fix4_2 with parameters of type Order
    Modifier and Type Method Description
    static AgentRequest AgentRequest.Standard​(Order order)
    Construct a Standard Instance of Agent Request from the Order
    Constructors in org.drip.oms.fix4_2 with parameters of type Order
    Constructor Description
    AgentRequest​(java.util.Date arrivalTime, java.lang.String id, java.lang.String parentID, int type, Order order)
    AgentRequest Constructor
    AgentResponse​(java.util.Date processingStartTime, java.util.Date processingUpdateTime, int messageType, Order order, java.lang.String requestID, int executionType, int executionTransactionType, java.lang.String comment)
    AgentResponse Constructor
    FIXOrder​(Order order, java.util.Date creationRequestTime)
    FIXOrder 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.

  • 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.

  • Uses of Order in org.drip.oms.transaction

    Methods in org.drip.oms.transaction that return Order
    Modifier and Type Method Description
    static Order Order.FromPOV​(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, int type, java.util.Date creationTime, Side side, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, double participationRate, TradesWindow tradesWindow)
    Construct a POV Participation Rate Order

  • 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.