Uses of Class
org.drip.oms.transaction.OrderBlock
Package | Description |
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org.drip.oms.exchange |
Implementation of Venue Order Handling
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org.drip.oms.transaction |
Order Specification and Session Metrics
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Uses of OrderBlock in org.drip.oms.exchange
Methods in org.drip.oms.exchange that return OrderBlock Modifier and Type Method Description OrderBlock
Venue. askMarketOrderBook(java.lang.String ticker)
Retrieve the Ask Market Order Book for the specified TickerOrderBlock
Venue. bidMarketOrderBook(java.lang.String ticker)
Retrieve the Bid Market Order Book for the specified TickerOrderBlock
VenueRequest. orderBlock()
Retrieve the Request Order BlockOrderBlock
VenueResponse. orderBlock()
Retrieve the Response Order BlockMethods in org.drip.oms.exchange that return types with arguments of type OrderBlock Modifier and Type Method Description java.util.Map<java.lang.String,OrderBlock>
Venue. askTickerMarketOrderBookMap()
Retrieve the Ask Price Market Order Book per Tickerjava.util.Map<java.lang.String,OrderBlock>
Venue. bidTickerMarketOrderBookMap()
Retrieve the Bid Price Market Order Book per TickerMethods in org.drip.oms.exchange with parameters of type OrderBlock 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, OrderBlock orderBlock, java.lang.String comment)
Construct an Instance ofEXECUTION
VenueResponse Typestatic VenueRequest
VenueRequest. NEW(java.lang.String clOrdID, java.lang.String origClOrdID, java.lang.String ticker, OrderBlock orderBlock, Side side, int orderType)
Construct an Instance ofNEW
VenueRequest Typestatic VenueResponse
VenueResponse. NEW(java.util.Date processingStartTime, java.util.Date processingFinishTime, java.lang.String clOrdID, java.lang.String origClOrdID, OrderBlock orderBlock, java.lang.String comment)
Construct an Instance ofNEW
VenueResponse Typeboolean
Venue. postAskMarketOrderBlock(java.lang.String ticker, OrderBlock postedMarketOrderBlock)
Post a Block to the Venue Ask Market Order Book for the Tickerboolean
Venue. postBidMarketOrderBlock(java.lang.String ticker, OrderBlock postedMarketOrderBlock)
Post a Block to the Venue Bid Market Order Book for the Tickerstatic VenueResponse
VenueResponse. REJECTED(java.util.Date processingStartTime, java.util.Date processingFinishTime, java.lang.String clOrdID, java.lang.String origClOrdID, OrderBlock orderBlock)
Construct an Instance ofREJECTED
VenueResponse Typeboolean
Venue. sweepAskMarketOrderBlock(java.lang.String ticker, OrderBlock sweptMarketOrderBlock, boolean allowPartialSweep)
Sweep a Block to the Venue Ask Market Order Book for the Tickerboolean
Venue. sweepBidMarketOrderBlock(java.lang.String ticker, OrderBlock sweptMarketOrderBlock, boolean allowPartialSweep)
Sweep a Block to the Venue Bid Market Order Book for the TickerConstructors in org.drip.oms.exchange with parameters of type OrderBlock Constructor Description VenueRequest(java.lang.String clOrdID, java.lang.String origClOrdID, java.lang.String ticker, int type, OrderBlock orderBlock, Side side, int orderType)
VenueRequest ConstructorVenueResponse(java.util.Date processingStartTime, java.util.Date processingFinishTime, java.lang.String clOrdID, java.lang.String origClOrdID, int type, OrderBlock orderBlock, java.lang.String comment)
VenueResponse Constructor -
Uses of OrderBlock in org.drip.oms.transaction
Subclasses of OrderBlock in org.drip.oms.transaction Modifier and Type Class Description class
LimitOrderBlock
LimitOrderBlock maintains a Limit Entry Block inside an Order Book.Methods in org.drip.oms.transaction that return OrderBlock Modifier and Type Method Description OrderBlock
OrderBlock. clone()
Clone this Instancestatic OrderBlock
OrderBlock. Now(double size)
Construct a Fresh Instance of the OrderBlock