Uses of Class
org.drip.oms.transaction.TimeInForce
| Package | Description |
|---|---|
| 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 TimeInForce in org.drip.oms.switchable
Methods in org.drip.oms.switchable with parameters of type TimeInForce Modifier and Type Method Description static StopOrderStopOrder. Buy(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, double switchPrice)Construct an Instance of Buy Stop Orderstatic StopOrderAONStopOrderAON. Buy(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, TimeInForce timeInForce, int fulfillTryLimit, double switchPrice)Construct a Standard Instance of Buy All-or-None (AON) Stop Orderstatic StopOrderFOKStopOrderFOK. Buy(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, TimeInForce timeInForce, double switchPrice)Construct a Standard Instance of Buy Fill-Or-Kill (FOK) Stop Orderstatic StopOrderStopOrder. Sell(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, double switchPrice)Construct an Instance of Sell Stop Orderstatic StopOrderAONStopOrderAON. Sell(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, TimeInForce timeInForce, int fulfillTryLimit, double switchPrice)Construct a Standard Instance of Sell All-or-None (AON) Stop Orderstatic StopOrderFOKStopOrderFOK. Sell(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, TimeInForce timeInForce, double switchPrice)Construct a Standard Instance of Sell Fill-Or-Kill (FOK) Stop Orderstatic 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 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 OrderConstructors in org.drip.oms.switchable with parameters of type TimeInForce 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 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 Constructor -
Uses of TimeInForce in org.drip.oms.thresholded
Methods in org.drip.oms.thresholded with parameters of type TimeInForce Modifier and Type Method Description static LimitOrderLimitOrder. Buy(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)Construct an Instance of Buy Limit Orderstatic LimitOrderLimitOrder. Sell(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)Construct an Instance of Sell Limit Orderstatic 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 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 LimitOrderAONLimitOrderAON. StandardBuy(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, TimeInForce timeInForce, int fulfillTryLimit, PegScheme pegScheme)Construct a Standard Instance of Buy All-or-None (AON) Limit Orderstatic LimitOrderFOKLimitOrderFOK. StandardBuy(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, TimeInForce timeInForce, PegScheme pegScheme)Construct a Standard Instance of Buy Fill-Or-Kill (FOK) Limit Orderstatic LimitOrderAONLimitOrderAON. StandardSell(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, TimeInForce timeInForce, int fulfillTryLimit, PegScheme pegScheme)Construct a Standard Instance of Sell All-or-None (AON) Limit Orderstatic LimitOrderFOKLimitOrderFOK. StandardSell(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, TimeInForce timeInForce, PegScheme pegScheme)Construct a Standard Instance of Sell Fill-Or-Kill (FOK) Limit OrderConstructors in org.drip.oms.thresholded with parameters of type TimeInForce 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 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 Constructor -
Uses of TimeInForce in org.drip.oms.transaction
Methods in org.drip.oms.transaction that return TimeInForce Modifier and Type Method Description static TimeInForceTimeInForce. CreateDay()Create a DAY Version of TIFstatic TimeInForceTimeInForce. CreateDayTillCanceled()Create a DTC Version of TIFstatic TimeInForceTimeInForce. CreateGoodTillCanceled(int durationDays)Create a GTC Version of TIFstatic TimeInForceTimeInForce. CreateImmediate()Create an Immediate Version of TIFstatic TimeInForceTimeInForce. CreateMarketClose()Create a Market Close Version of TIFstatic TimeInForceTimeInForce. CreateMarketOpen()Create a Market Open Version of TIFTimeInForceOrder. timeInForce()Retrieve the Time-in-Force SettingsMethods in org.drip.oms.transaction with parameters of type TimeInForce 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 OrderConstructors in org.drip.oms.transaction with parameters of type TimeInForce 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 Constructor -
Uses of TimeInForce in org.drip.oms.unthresholded
Methods in org.drip.oms.unthresholded with parameters of type TimeInForce 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 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 MarketOrderMarketOrder. StandardBuy(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings)Construct a Standard Instance of Buy Market Orderstatic MarketOrderAONMarketOrderAON. StandardBuy(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, TimeInForce timeInForce, int fulfillTryLimit)Construct a Standard Instance of Buy All-or-None (AON) Market Orderstatic MarketOrderFOKMarketOrderFOK. StandardBuy(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, TimeInForce timeInForce)Construct a Standard Instance of Buy Fill-Or-Kill (FOK) Market Orderstatic MarketOrderMarketOrder. StandardSell(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings)Construct a Standard Instance of Sell Market Orderstatic MarketOrderAONMarketOrderAON. StandardSell(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, TimeInForce timeInForce, int fulfillTryLimit)Construct a Standard Instance of Sell All-or-None (AON) Market Orderstatic MarketOrderFOKMarketOrderFOK. StandardSell(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, TimeInForce timeInForce)Construct a Standard Instance of Sell Fill-Or-Kill (FOK) Market OrderConstructors in org.drip.oms.unthresholded with parameters of type TimeInForce 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 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 Constructor