Uses of Class
org.drip.oms.transaction.TimeInForce
Package | Description |
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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 TimeInForce in org.drip.oms.switchable
Methods in org.drip.oms.switchable with parameters of type TimeInForce Modifier and Type Method Description static StopOrder
StopOrder. Buy(OrderIssuer issuer, java.lang.String ticker, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, double switchPrice)
Construct an Instance of Buy Stop Orderstatic StopOrderAON
StopOrderAON. Buy(OrderIssuer issuer, java.lang.String ticker, double size, TimeInForce timeInForce, int fulfillTryLimit, double switchPrice)
Construct a Standard Instance of Buy All-or-None (AON) Stop Orderstatic StopOrderFOK
StopOrderFOK. Buy(OrderIssuer issuer, java.lang.String ticker, double size, TimeInForce timeInForce, double switchPrice)
Construct a Standard Instance of Buy Fill-Or-Kill (FOK) Stop Orderstatic StopOrder
StopOrder. Sell(OrderIssuer issuer, java.lang.String ticker, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, double switchPrice)
Construct an Instance of Sell Stop Orderstatic StopOrderAON
StopOrderAON. Sell(OrderIssuer issuer, java.lang.String ticker, double size, TimeInForce timeInForce, int fulfillTryLimit, double switchPrice)
Construct a Standard Instance of Sell All-or-None (AON) Stop Orderstatic StopOrderFOK
StopOrderFOK. Sell(OrderIssuer issuer, java.lang.String ticker, double size, TimeInForce timeInForce, double switchPrice)
Construct a Standard Instance of Sell Fill-Or-Kill (FOK) Stop Orderstatic StopOrder
StopOrder. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, 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, double switchPrice)
Construct a Standard Instance of All-or-None (AON) Stop Orderstatic StopOrderFOK
StopOrderFOK. Standard(OrderIssuer issuer, java.lang.String ticker, 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.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.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.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 LimitOrder
LimitOrder. Buy(OrderIssuer issuer, java.lang.String ticker, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)
Construct an Instance of Buy Limit Orderstatic LimitOrder
LimitOrder. Sell(OrderIssuer issuer, java.lang.String ticker, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)
Construct an Instance of Sell Limit Orderstatic LimitOrder
LimitOrder. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, 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, PegScheme pegScheme)
Construct a Standard Instance of All-or-None (AON) Limit Orderstatic LimitOrderFOK
LimitOrderFOK. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, TimeInForce timeInForce, PegScheme pegScheme)
Construct a Standard Instance of Buy Fill-Or-Kill (FOK) Limit Orderstatic LimitOrderAON
LimitOrderAON. StandardBuy(OrderIssuer issuer, java.lang.String ticker, double size, TimeInForce timeInForce, int fulfillTryLimit, PegScheme pegScheme)
Construct a Standard Instance of Buy All-or-None (AON) Limit Orderstatic LimitOrderFOK
LimitOrderFOK. StandardBuy(OrderIssuer issuer, java.lang.String ticker, double size, TimeInForce timeInForce, PegScheme pegScheme)
Construct a Standard Instance of Buy Fill-Or-Kill (FOK) Limit Orderstatic LimitOrderAON
LimitOrderAON. StandardSell(OrderIssuer issuer, java.lang.String ticker, double size, TimeInForce timeInForce, int fulfillTryLimit, PegScheme pegScheme)
Construct a Standard Instance of Sell All-or-None (AON) Limit Orderstatic LimitOrderFOK
LimitOrderFOK. StandardSell(OrderIssuer issuer, java.lang.String ticker, 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.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.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.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 TimeInForce
TimeInForce. CreateDay()
Create a DAY Version of TIFstatic TimeInForce
TimeInForce. CreateDayTillCanceled()
Create a DTC Version of TIFstatic TimeInForce
TimeInForce. CreateGoodTillCanceled(int durationDays)
Create a GTC Version of TIFstatic TimeInForce
TimeInForce. CreateImmediate()
Create an Immediate Version of TIFstatic TimeInForce
TimeInForce. CreateMarketClose()
Create a Market Close Version of TIFstatic TimeInForce
TimeInForce. CreateMarketOpen()
Create a Market Open Version of TIFTimeInForce
Order. timeInForce()
Retrieve the Time-in-Force SettingsMethods in org.drip.oms.transaction with parameters of type TimeInForce Modifier and Type Method Description static Order
Order. FromPOV(OrderIssuer issuer, java.lang.String ticker, java.lang.String id, 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, 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 MarketOrder
MarketOrder. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings)
Construct a Standard Instance of Market Orderstatic MarketOrderAON
MarketOrderAON. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, TimeInForce timeInForce, int fulfillTryLimit)
Construct a Standard Instance of Buy All-or-None (AON) Market Orderstatic MarketOrderFOK
MarketOrderFOK. Standard(OrderIssuer issuer, java.lang.String ticker, Side side, double size, TimeInForce timeInForce)
Construct a Standard Instance of Buy Fill-Or-Kill (FOK) Market Orderstatic MarketOrder
MarketOrder. StandardBuy(OrderIssuer issuer, java.lang.String ticker, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings)
Construct a Standard Instance of Buy Market Orderstatic MarketOrderAON
MarketOrderAON. StandardBuy(OrderIssuer issuer, java.lang.String ticker, double size, TimeInForce timeInForce, int fulfillTryLimit)
Construct a Standard Instance of Buy All-or-None (AON) Market Orderstatic MarketOrderFOK
MarketOrderFOK. StandardBuy(OrderIssuer issuer, java.lang.String ticker, double size, TimeInForce timeInForce)
Construct a Standard Instance of Buy Fill-Or-Kill (FOK) Market Orderstatic MarketOrder
MarketOrder. StandardSell(OrderIssuer issuer, java.lang.String ticker, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings)
Construct a Standard Instance of Sell Market Orderstatic MarketOrderAON
MarketOrderAON. StandardSell(OrderIssuer issuer, java.lang.String ticker, double size, TimeInForce timeInForce, int fulfillTryLimit)
Construct a Standard Instance of Sell All-or-None (AON) Market Orderstatic MarketOrderFOK
MarketOrderFOK. StandardSell(OrderIssuer issuer, java.lang.String ticker, 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.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.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.util.Date creationTime, Side side, double size, TimeInForce timeInForce)
Fill-Or-Kill (FOK) Market Order Constructor