Package org.drip.oms.transaction

Order Specification and Session Metrics
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    Order
    Order holds the Details of an Order.
    OrderBlock
    OrderBlock maintains an L2 Entry Block inside an Order Book.
    OrderFillWholeSettings
    OrderFillWholeSettings maintains the Fill-whole Settings of an Order.
    OrderIssuer
    OrderIssuer holds the Details of the Order Issuer.
    OrderState
    OrderState holds the different States of an Order.
    OrderType
    OrderType holds the different Types of Orders.
    Side
    Side holds the Buy/Sell Side for an Order/Trade.
    TimeInForce
    TimeInForce holds the Setting for Time-in-Force (TIF) Parameters.
    Trade
    Trade maintains Details of a single Trade.