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

Packages that use OrderBlock

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 OrderBlock in org.drip.oms.depth

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

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

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

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

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

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

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

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

Uses of OrderBlock in org.drip.oms.exchange

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

Modifier and Type	Method	Description
OrderBlock	Venue.topOfTheAskBook(java.lang.String ticker)	Retrieve the Top-of-the-Ask-Book for the specified Ticker
OrderBlock	Venue.topOfTheBidBook(java.lang.String ticker)	Retrieve the Top-of-the-Bid-Book for the specified Ticker

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

Modifier and Type	Method	Description
boolean	Venue.postAskBlock(java.lang.String ticker, OrderBlock postedBlock)	Post a Block to the Venue Ask Book for the Ticker
boolean	Venue.postBidBlock(java.lang.String ticker, OrderBlock postedBlock)	Post a Block to the Venue Bid Book for the Ticker
boolean	Venue.sweepAskBlock(java.lang.String ticker, OrderBlock sweptBlock, boolean allowPartialSweep)	Sweep a Block to the Venue Ask Book for the Ticker
boolean	Venue.sweepBidBlock(java.lang.String ticker, OrderBlock sweptBlock, boolean allowPartialSweep)	Sweep a Block to the Venue Bid Book for the Ticker

Uses of OrderBlock in org.drip.oms.transaction

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

Modifier and Type	Method	Description
OrderBlock	OrderBlock.clone()
static OrderBlock	OrderBlock.Now(double price, double size)	Construct a Fresh Instance of the L2 OrderBlock

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

Modifier and Type	Method	Description
int	OrderBlock.compare(OrderBlock l2Block1, OrderBlock l2Block2)