Uses of Class
org.drip.oms.transaction.Side
| Package | Description |
|---|---|
| org.drip.oms.benchmark |
Benchmark/Tie/Peg Price Thresholds
|
| org.drip.oms.exchange |
Implementation of Venue Order Handling
|
| 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 Side in org.drip.oms.benchmark
Methods in org.drip.oms.benchmark that return Side Modifier and Type Method Description SideMarketMakingPegScheme. side()Retrieve the SideMethods in org.drip.oms.benchmark with parameters of type Side Modifier and Type Method Description static AggressiveMarketMakingPegSchemeAggressiveMarketMakingPegScheme. Standard(EntityEquityLabel entityEquityLabel, Side side, boolean noCross)Construct a Standard Instance of AggressiveMarketMakingPegSchemeConstructors in org.drip.oms.benchmark with parameters of type Side Constructor Description AggressiveMarketMakingPegScheme(java.lang.String ticker, Side side, double stepValue, boolean noCross)AggressiveMarketMakingPegScheme ConstructorCrossingMarketMakingPegScheme(java.lang.String ticker, Side side)CrossingMarketMakingPegScheme Constructor -
Uses of Side in org.drip.oms.exchange
Methods in org.drip.oms.exchange that return Side Modifier and Type Method Description SideVenueRequest. side()Retrieve the Request Order SideMethods in org.drip.oms.exchange with parameters of type Side Modifier and Type Method Description static VenueRequestVenueRequest. NEW(java.lang.String clOrdID, java.lang.String origClOrdID, java.lang.String ticker, OrderBlock orderBlock, Side side, int orderType)Construct an Instance ofNEWVenueRequest TypeConstructors in org.drip.oms.exchange with parameters of type Side Constructor Description VenueRequest(java.lang.String clOrdID, java.lang.String origClOrdID, java.lang.String ticker, int type, OrderBlock orderBlock, Side side, int orderType)VenueRequest Constructor -
Uses of Side in org.drip.oms.switchable
Methods in org.drip.oms.switchable with parameters of type Side Modifier and Type Method Description static StopOrderStopOrder. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, double switchPrice)Construct a Standard Instance of Stop Orderstatic StopOrderAONStopOrderAON. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, TimeInForce timeInForce, int fulfillTryLimit, double switchPrice)Construct a Standard Instance of All-or-None (AON) Stop Orderstatic StopOrderATCStopOrderATC. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, OrderFillWholeSettings fillWholeSettings, double switchPrice)Create a Standard Instance of At-The-Close (ATC) Stop Orderstatic StopOrderATOStopOrderATO. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, OrderFillWholeSettings fillWholeSettings, double switchPrice)Create a Standard Instance of At-The-Open (ATO) Stop Orderstatic StopOrderDAYStopOrderDAY. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, OrderFillWholeSettings fillWholeSettings, double switchPrice)Create a Standard Instance of DAY Limit Orderstatic StopOrderDTCStopOrderDTC. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, OrderFillWholeSettings fillWholeSettings, double switchPrice)Create a Standard Instance of Day-Till-Close (DTC) Stop Orderstatic StopOrderFOKStopOrderFOK. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, TimeInForce timeInForce, double switchPrice)Construct a Standard Instance of Buy Fill-Or-Kill (FOK) Stop Orderstatic StopOrderGTCStopOrderGTC. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, int durationDays, OrderFillWholeSettings fillWholeSettings, double switchPrice)Create a Standard Instance of Good-Till-Close (GTC) Stop Orderstatic StopOrderIOCStopOrderIOC. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, OrderFillWholeSettings fillWholeSettings, double switchPrice)Create a Standard Instance of Immediate-Or-Cancel (IOC) Stop OrderConstructors in org.drip.oms.switchable with parameters of type Side Constructor Description StopOrder(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, double switchPrice)Stop Order ConstructorStopOrderAON(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, TimeInForce timeInForce, int fulfillTryLimit, double switchPrice)All-or-None (AON) Stop Order ConstructorStopOrderATC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, double switchPrice)At-The-Close (ATC) Stop Order ConstructorStopOrderATO(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, double switchPrice)At-The-Open (ATO) Stop Order ConstructorStopOrderDAY(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, double switchPrice)DAY Stop Order ConstructorStopOrderDTC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, double switchPrice)Day-Till-Close (DTC) Stop Order ConstructorStopOrderFOK(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, TimeInForce timeInForce, double switchPrice)Fill-Or-Kill (FOK) Stop Order ConstructorStopOrderGTC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, int durationDays, OrderFillWholeSettings fillWholeSettings, double switchPrice)Good-Till-Close (GTC) Limit Order ConstructorStopOrderIOC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, double switchPrice)Immediate-Or-Cancel (IOC) Stop Order Constructor -
Uses of Side in org.drip.oms.thresholded
Methods in org.drip.oms.thresholded with parameters of type Side Modifier and Type Method Description static LimitOrderLimitOrder. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)Construct a Standard Instance of Limit Orderstatic LimitOrderAONLimitOrderAON. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, TimeInForce timeInForce, int fulfillTryLimit, PegScheme pegScheme)Construct a Standard Instance of All-or-None (AON) Limit Orderstatic LimitOrderATCLimitOrderATC. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)Create a Standard Instance of At-The-Close (ATC) Limit Orderstatic LimitOrderATOLimitOrderATO. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)Create a Standard Instance of At-The-Open (ATO) Limit Orderstatic LimitOrderDAYLimitOrderDAY. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)Create a Standard Instance of DAY Limit Orderstatic LimitOrderDTCLimitOrderDTC. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)Create a Standard Instance of Day-Till-Close (DTC) Limit Orderstatic LimitOrderFOKLimitOrderFOK. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, TimeInForce timeInForce, PegScheme pegScheme)Construct a Standard Instance of Buy Fill-Or-Kill (FOK) Limit Orderstatic LimitOrderGTCLimitOrderGTC. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, int durationDays, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)Create a Standard Instance of Good-Till-Close (GTC) Limit Orderstatic LimitOrderIOCLimitOrderIOC. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)Create a Standard Instance of Immediate-Or-Cancel (IOC) Limit OrderConstructors in org.drip.oms.thresholded with parameters of type Side Constructor Description LimitOrder(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)Limit Order ConstructorLimitOrderAON(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, TimeInForce timeInForce, int fulfillTryLimit, PegScheme pegScheme)All-or-None (AON) Limit Order ConstructorLimitOrderATC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)At-The-Close (ATC) Limit Order ConstructorLimitOrderATO(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)At-The-Open (ATO) Limit Order ConstructorLimitOrderDAY(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)DAY Limit Order ConstructorLimitOrderDTC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)Day-Till-Close (DTC) Limit Order ConstructorLimitOrderFOK(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, TimeInForce timeInForce, PegScheme pegScheme)Fill-Or-Kill (FOK) Limit Order ConstructorLimitOrderGTC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, int durationDays, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)Good-Till-Close (GTC) Limit Order ConstructorLimitOrderIOC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)Immediate-Or-Cancel (IOC) Limit Order Constructor -
Uses of Side in org.drip.oms.transaction
Methods in org.drip.oms.transaction that return Side Modifier and Type Method Description static SideSide. Buy()Construct "Buy" Sidestatic SideSide. Sell()Construct "Sell" SideSideOrder. side()Retrieve the Order SideSideTrade. side()Retrieve the Trade SideMethods in org.drip.oms.transaction with parameters of type Side Modifier and Type Method Description static OrderOrder. 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 Orderstatic TradeTrade. Standard(java.lang.String ticker, double price, double size, Side side)Construct a Standard Trade InstanceConstructors in org.drip.oms.transaction with parameters of type Side Constructor Description Order(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, int type, java.util.Date creationTime, Side side, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings)Order ConstructorTrade(java.lang.String ticker, java.lang.String id, double price, double size, Side side, java.util.Date time)Trade Constructor -
Uses of Side in org.drip.oms.unthresholded
Methods in org.drip.oms.unthresholded with parameters of type Side Modifier and Type Method Description static MarketOrderMarketOrder. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings)Construct a Standard Instance of Market Orderstatic MarketOrderAONMarketOrderAON. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, TimeInForce timeInForce, int fulfillTryLimit)Construct a Standard Instance of Buy All-or-None (AON) Market Orderstatic MarketOrderATCMarketOrderATC. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, OrderFillWholeSettings fillWholeSettings)Create a Standard Instance of At-The-Close (ATC) Market Orderstatic MarketOrderATOMarketOrderATO. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, OrderFillWholeSettings fillWholeSettings)Create a Standard Instance of At-The-Open (ATO) Market Orderstatic MarketOrderDAYMarketOrderDAY. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, OrderFillWholeSettings fillWholeSettings)Create a Standard Instance of DAY Market Orderstatic MarketOrderDTCMarketOrderDTC. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, OrderFillWholeSettings fillWholeSettings)Create a Standard Instance of Day-Till-Close (DTC) Market Orderstatic MarketOrderFOKMarketOrderFOK. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, TimeInForce timeInForce)Construct a Standard Instance of Buy Fill-Or-Kill (FOK) Market Orderstatic MarketOrderGTCMarketOrderGTC. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, int durationDays, OrderFillWholeSettings fillWholeSettings)Create a Standard Instance of Good-Till-Close (GTC) Market Orderstatic MarketOrderIOCMarketOrderIOC. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, OrderFillWholeSettings fillWholeSettings)Create a Standard Instance of Immediate-Or-Cancel (IOC) Market OrderConstructors in org.drip.oms.unthresholded with parameters of type Side Constructor Description MarketOrder(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings)Market Order ConstructorMarketOrderAON(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, TimeInForce timeInForce, int fulfillTryLimit)All-or-None (AON) Market Order ConstructorMarketOrderATC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings)At-The-Close (ATC) Market Order ConstructorMarketOrderATO(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings)At-The-Open (ATO) Market Order ConstructorMarketOrderDAY(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings)DAY Market Order ConstructorMarketOrderDTC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings)Day-Till-Close (DTC) Market Order ConstructorMarketOrderFOK(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, TimeInForce timeInForce)Fill-Or-Kill (FOK) Market Order ConstructorMarketOrderGTC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, int durationDays, OrderFillWholeSettings fillWholeSettings)Good-Till-Close (GTC) Market Order ConstructorMarketOrderIOC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.lang.String parentID, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings)Immediate-Or-Cancel (IOC) Market Order Constructor