Uses of Package
org.drip.oms.transaction
| Package | Description |
|---|---|
| org.drip.execution.cost |
Linear Temporary Market Impact Cost
|
| org.drip.oms.benchmark |
Benchmark/Tie/Peg Price Thresholds
|
| org.drip.oms.depth |
L1/L2/L3 Deep Books
|
| org.drip.oms.exchange |
Implementation of Venue Order Handling
|
| org.drip.oms.fill |
Implementation of Order Fulfillment Schemes
|
| org.drip.oms.fix4_2 |
Implementation of FIX 4.2 Constructs
|
| 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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Classes in org.drip.oms.transaction used by org.drip.execution.cost Class Description Trade Trade maintains Details of a single Trade. -
Classes in org.drip.oms.transaction used by org.drip.oms.benchmark Class Description Side Side holds the Buy/Sell Side for an Order/Trade. -
Classes in org.drip.oms.transaction used by org.drip.oms.depth Class Description OrderBlock OrderBlock maintains an L2 Entry Block inside an Order Book. -
Classes in org.drip.oms.transaction used by org.drip.oms.exchange Class Description Order Order holds the Details of an Order.OrderBlock OrderBlock maintains an L2 Entry Block inside an Order Book.Trade Trade maintains Details of a single Trade. -
Classes in org.drip.oms.transaction used by org.drip.oms.fill Class Description Order Order holds the Details of an Order. -
Classes in org.drip.oms.transaction used by org.drip.oms.fix4_2 Class Description Order Order holds the Details of an Order. -
Classes in org.drip.oms.transaction used by org.drip.oms.switchable Class Description Order Order holds the Details of an Order.OrderFillWholeSettings OrderFillWholeSettings maintains the Fill-whole Settings of an Order.OrderIssuer OrderIssuer holds the Details of the Order Issuer.Side Side holds the Buy/Sell Side for an Order/Trade.TimeInForce TimeInForce holds the Setting for Time-in-Force (TIF) Parameters. -
Classes in org.drip.oms.transaction used by org.drip.oms.thresholded Class Description Order Order holds the Details of an Order.OrderFillWholeSettings OrderFillWholeSettings maintains the Fill-whole Settings of an Order.OrderIssuer OrderIssuer holds the Details of the Order Issuer.Side Side holds the Buy/Sell Side for an Order/Trade.TimeInForce TimeInForce holds the Setting for Time-in-Force (TIF) Parameters. -
Classes in org.drip.oms.transaction used by org.drip.oms.transaction 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.OrderQuantityTracker OrderQuantityTracker tracks the Components of an Order Quantity.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. -
Classes in org.drip.oms.transaction used by org.drip.oms.unthresholded Class Description Order Order holds the Details of an Order.OrderFillWholeSettings OrderFillWholeSettings maintains the Fill-whole Settings of an Order.OrderIssuer OrderIssuer holds the Details of the Order Issuer.Side Side holds the Buy/Sell Side for an Order/Trade.TimeInForce TimeInForce holds the Setting for Time-in-Force (TIF) Parameters.