Uses of Class
org.drip.oms.transaction.OrderBlock
| Package | Description |
|---|---|
| org.drip.oms.exchange |
Implementation of Venue Order Handling
|
| 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 OrderBlockVenue. askMarketOrderBook(java.lang.String ticker)Retrieve the Ask Market Order Book for the specified TickerOrderBlockVenue. bidMarketOrderBook(java.lang.String ticker)Retrieve the Bid Market Order Book for the specified TickerOrderBlockVenueRequest. orderBlock()Retrieve the Request Order BlockOrderBlockVenueResponse. 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 VenueResponseVenueResponse. 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 ofEXECUTIONVenueResponse Typestatic VenueRequestVenueRequest. NEW(java.lang.String clOrdID, java.lang.String origClOrdID, java.lang.String ticker, OrderBlock orderBlock, Side side, int orderType)Construct an Instance ofNEWVenueRequest Typestatic VenueResponseVenueResponse. 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 ofNEWVenueResponse TypebooleanVenue. postAskMarketOrderBlock(java.lang.String ticker, OrderBlock postedMarketOrderBlock)Post a Block to the Venue Ask Market Order Book for the TickerbooleanVenue. postBidMarketOrderBlock(java.lang.String ticker, OrderBlock postedMarketOrderBlock)Post a Block to the Venue Bid Market Order Book for the Tickerstatic VenueResponseVenueResponse. REJECTED(java.util.Date processingStartTime, java.util.Date processingFinishTime, java.lang.String clOrdID, java.lang.String origClOrdID, OrderBlock orderBlock)Construct an Instance ofREJECTEDVenueResponse TypebooleanVenue. sweepAskMarketOrderBlock(java.lang.String ticker, OrderBlock sweptMarketOrderBlock, boolean allowPartialSweep)Sweep a Block to the Venue Ask Market Order Book for the TickerbooleanVenue. 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 classLimitOrderBlockLimitOrderBlock maintains a Limit Entry Block inside an Order Book.Methods in org.drip.oms.transaction that return OrderBlock Modifier and Type Method Description OrderBlockOrderBlock. clone()Clone this Instancestatic OrderBlockOrderBlock. Now(double size)Construct a Fresh Instance of the OrderBlock