Uses of Class
org.drip.oms.transaction.Side
Package | Description |
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org.drip.oms.benchmark |
Benchmark/Tie/Peg Price Thresholds
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org.drip.oms.switchable |
Implementation of Switchable Stop Order
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org.drip.oms.thresholded |
Implementation of Thresholded Limit Order
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org.drip.oms.transaction |
Order Specification and Session Metrics
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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 Side
MarketMakingPegScheme. side()
Retrieve the SideMethods in org.drip.oms.benchmark with parameters of type Side Modifier and Type Method Description static AggressiveMarketMakingPegScheme
AggressiveMarketMakingPegScheme. 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.switchable
Methods in org.drip.oms.switchable with parameters of type Side Modifier and Type Method Description static StopOrder
StopOrder. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, double switchPrice)
Construct a Standard Instance of Stop Orderstatic StopOrderAON
StopOrderAON. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, TimeInForce timeInForce, int fulfillTryLimit, DisplaySettings displaySettings, double switchPrice)
Construct a Standard Instance of All-or-None (AON) Stop Orderstatic StopOrderATC
StopOrderATC. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, double switchPrice)
Create a Standard Instance of At-The-Close (ATC) Stop Orderstatic StopOrderATO
StopOrderATO. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, double switchPrice)
Create a Standard Instance of At-The-Open (ATO) Stop Orderstatic StopOrderDAY
StopOrderDAY. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, double switchPrice)
Create a Standard Instance of DAY Limit Orderstatic StopOrderDTC
StopOrderDTC. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, double switchPrice)
Create a Standard Instance of Day-Till-Close (DTC) Stop Orderstatic StopOrderFOK
StopOrderFOK. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, TimeInForce timeInForce, DisplaySettings displaySettings, double switchPrice)
Construct a Standard Instance of Buy Fill-Or-Kill (FOK) Stop Orderstatic StopOrderGTC
StopOrderGTC. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, int durationDays, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, double switchPrice)
Create a Standard Instance of Good-Till-Close (GTC) Stop Orderstatic StopOrderIOC
StopOrderIOC. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, 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.util.Date creationTime, Side side, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, double switchPrice)
Stop Order ConstructorStopOrderAON(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, TimeInForce timeInForce, int fulfillTryLimit, DisplaySettings displaySettings, double switchPrice)
All-or-None (AON) Stop Order ConstructorStopOrderATC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, double switchPrice)
At-The-Close (ATC) Stop Order ConstructorStopOrderATO(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, double switchPrice)
At-The-Open (ATO) Stop Order ConstructorStopOrderDAY(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, double switchPrice)
DAY Stop Order ConstructorStopOrderDTC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, double switchPrice)
Day-Till-Close (DTC) Stop Order ConstructorStopOrderFOK(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, TimeInForce timeInForce, DisplaySettings displaySettings, double switchPrice)
Fill-Or-Kill (FOK) Stop Order ConstructorStopOrderGTC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, int durationDays, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, double switchPrice)
Good-Till-Close (GTC) Limit Order ConstructorStopOrderIOC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, 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 LimitOrder
LimitOrder. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Construct a Standard Instance of Limit Orderstatic LimitOrderAON
LimitOrderAON. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, TimeInForce timeInForce, int fulfillTryLimit, DisplaySettings displaySettings, PegScheme pegScheme)
Construct a Standard Instance of All-or-None (AON) Limit Orderstatic LimitOrderATC
LimitOrderATC. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Create a Standard Instance of At-The-Close (ATC) Limit Orderstatic LimitOrderATO
LimitOrderATO. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Create a Standard Instance of At-The-Open (ATO) Limit Orderstatic LimitOrderDAY
LimitOrderDAY. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Create a Standard Instance of DAY Limit Orderstatic LimitOrderDTC
LimitOrderDTC. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Create a Standard Instance of Day-Till-Close (DTC) Limit Orderstatic LimitOrderFOK
LimitOrderFOK. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, TimeInForce timeInForce, DisplaySettings displaySettings, PegScheme pegScheme)
Construct a Standard Instance of Buy Fill-Or-Kill (FOK) Limit Orderstatic LimitOrderGTC
LimitOrderGTC. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, int durationDays, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Create a Standard Instance of Good-Till-Close (GTC) Limit Orderstatic LimitOrderIOC
LimitOrderIOC. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, 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.util.Date creationTime, Side side, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Limit Order ConstructorLimitOrderAON(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, TimeInForce timeInForce, int fulfillTryLimit, DisplaySettings displaySettings, PegScheme pegScheme)
All-or-None (AON) Limit Order ConstructorLimitOrderATC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
At-The-Close (ATC) Limit Order ConstructorLimitOrderATO(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
At-The-Open (ATO) Limit Order ConstructorLimitOrderDAY(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
DAY Limit Order ConstructorLimitOrderDTC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Day-Till-Close (DTC) Limit Order ConstructorLimitOrderFOK(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, TimeInForce timeInForce, DisplaySettings displaySettings, PegScheme pegScheme)
Fill-Or-Kill (FOK) Limit Order ConstructorLimitOrderGTC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, int durationDays, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, PegScheme pegScheme)
Good-Till-Close (GTC) Limit Order ConstructorLimitOrderIOC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings, 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 Side
Side. Buy()
Construct "Buy" Sidestatic Side
Side. Sell()
Construct "Sell" SideSide
Order. side()
Retrieve the Order SideConstructors in org.drip.oms.transaction with parameters of type Side Constructor Description Order(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, int type, java.util.Date creationTime, Side side, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings)
Order 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 MarketOrder
MarketOrder. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings)
Construct a Standard Instance of Market Orderstatic MarketOrderAON
MarketOrderAON. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, TimeInForce timeInForce, int fulfillTryLimit, DisplaySettings displaySettings)
Construct a Standard Instance of Buy All-or-None (AON) Market Orderstatic MarketOrderATC
MarketOrderATC. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings)
Create a Standard Instance of At-The-Close (ATC) Market Orderstatic MarketOrderATO
MarketOrderATO. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings)
Create a Standard Instance of At-The-Open (ATO) Market Orderstatic MarketOrderDAY
MarketOrderDAY. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings)
Create a Standard Instance of DAY Market Orderstatic MarketOrderDTC
MarketOrderDTC. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings)
Create a Standard Instance of Day-Till-Close (DTC) Market Orderstatic MarketOrderFOK
MarketOrderFOK. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, TimeInForce timeInForce, DisplaySettings displaySettings)
Construct a Standard Instance of Buy Fill-Or-Kill (FOK) Market Orderstatic MarketOrderGTC
MarketOrderGTC. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, int durationDays, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings)
Create a Standard Instance of Good-Till-Close (GTC) Market Orderstatic MarketOrderIOC
MarketOrderIOC. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings)
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.util.Date creationTime, Side side, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings)
Market Order ConstructorMarketOrderAON(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, TimeInForce timeInForce, int fulfillTryLimit, DisplaySettings displaySettings)
All-or-None (AON) Market Order ConstructorMarketOrderATC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings)
At-The-Close (ATC) Market Order ConstructorMarketOrderATO(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings)
At-The-Open (ATO) Market Order ConstructorMarketOrderDAY(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings)
DAY Market Order ConstructorMarketOrderDTC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings)
Day-Till-Close (DTC) Market Order ConstructorMarketOrderFOK(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, TimeInForce timeInForce, DisplaySettings displaySettings)
Fill-Or-Kill (FOK) Market Order ConstructorMarketOrderGTC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, int durationDays, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings)
Good-Till-Close (GTC) Market Order ConstructorMarketOrderIOC(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, java.util.Date creationTime, Side side, double size, OrderFillWholeSettings fillWholeSettings, DisplaySettings displaySettings)
Immediate-Or-Cancel (IOC) Market Order Constructor