Features:

- OMS Transaction Order Display Flag (4) - OMS Transaction Iceberg Setting Shell (5, 6, 7) - OMS Transaction Iceberg Setting Delete (8) - Iceberg Below The Surface Ratio #1 (9, 10) - OMS Transaction Display Setting Shell (11, 12, 13) - OMS Transaction Display Setting Hide (14, 15) - Iceberg Below The Surface Ratio #2 (16, 17) - OMS Transaction Display Setting Constructor (18, 19, 20) - OMS Transaction Order Display Settings (21, 22, 23) - OMS Transaction Order Display Amount (24, 25, 26) - OMS Order Display Settings #1 (27, 28, 29) - OMS Order Display Settings #2 (30, 31, 32) - OMS Order Display Settings #3 (33, 34, 35) - OMS Order Display Settings #4 (36, 37, 38) - OMS Order Display Settings #5 (39, 40, 41) - OMS Order Display Settings #6 (42, 43, 44) - OMS Order Display Settings #7 (45, 46, 47) - OMS Order Display Settings #8 (48, 49, 50) - OMS Order Display Settings #9 (51, 52, 53) - OMS Order Display Settings #10 (54, 55, 56) - OMS Order Display Settings #11 (57, 58, 59) - OMS Order Display Settings #12 (60) Bug Fixes/Re-organization: - Spline Stretch Multi Segment Sequence Modifier - Insert Cardinal Knot (1) - Spline Stretch Multi Segment Sequence Modifier - Insert Catmull Rom Knot (2, 3) Samples: IdeaDRIP:
lakshmiDRIP · Jan 15, 2024 · 95defeb · 95defeb
1 parent 30d940f
commit 95defeb
Show file tree

Hide file tree

Showing 31 changed files with 656 additions and 82 deletions.
diff --git a/ReleaseNotes/05_15_2023.txt b/ReleaseNotes/05_15_2023.txt
@@ -0,0 +1,36 @@
+
+Features:
+
+	- OMS Transaction Order Display Flag (4)
+	- OMS Transaction Iceberg Setting Shell (5, 6, 7)
+	- OMS Transaction Iceberg Setting Delete (8)
+	- Iceberg Below The Surface Ratio #1 (9, 10)
+	- OMS Transaction Display Setting Shell (11, 12, 13)
+	- OMS Transaction Display Setting Hide (14, 15)
+	- Iceberg Below The Surface Ratio #2 (16, 17)
+	- OMS Transaction Display Setting Constructor (18, 19, 20)
+	- OMS Transaction Order Display Settings (21, 22, 23)
+	- OMS Transaction Order Display Amount (24, 25, 26)
+	- OMS Order Display Settings #1 (27, 28, 29)
+	- OMS Order Display Settings #2 (30, 31, 32)
+	- OMS Order Display Settings #3 (33, 34, 35)
+	- OMS Order Display Settings #4 (36, 37, 38)
+	- OMS Order Display Settings #5 (39, 40, 41)
+	- OMS Order Display Settings #6 (42, 43, 44)
+	- OMS Order Display Settings #7 (45, 46, 47)
+	- OMS Order Display Settings #8 (48, 49, 50)
+	- OMS Order Display Settings #9 (51, 52, 53)
+	- OMS Order Display Settings #10 (54, 55, 56)
+	- OMS Order Display Settings #11 (57, 58, 59)
+	- OMS Order Display Settings #12 (60)
+
+
+Bug Fixes/Re-organization:
+
+	- Spline Stretch Multi Segment Sequence Modifier - Insert Cardinal Knot (1)
+	- Spline Stretch Multi Segment Sequence Modifier - Insert Catmull Rom Knot (2, 3)
+
+Samples:
+
+
+IdeaDRIP:
diff --git a/ScheduleSheet.xlsx b/ScheduleSheet.xlsx
diff --git a/src/main/java/org/drip/oms/switchable/StopOrder.java b/src/main/java/org/drip/oms/switchable/StopOrder.java
@@ -6,6 +6,7 @@
 import org.drip.numerical.common.NumberUtil;
 import org.drip.oms.depth.MontageL1Manager;
 import org.drip.oms.exchange.CrossVenueMontageDigest;
+import org.drip.oms.transaction.DisplaySettings;
 import org.drip.oms.transaction.Order;
 import org.drip.oms.transaction.OrderFillWholeSettings;
 import org.drip.oms.transaction.OrderIssuer;
@@ -139,6 +140,7 @@ public class StopOrder
 	 * @param size Order Size
 	 * @param timeInForce Time-in-Force Settings
 	 * @param fillWholeSettings Order Fill-Whole Settings
+	 * @param displaySettings Order Display Settings
 	 * @param switchPrice Switch-to-Market Price
 	 * 
 	 * @return Standard Instance of Stop Order
@@ -151,6 +153,7 @@ public static final StopOrder Standard (
 		final double size,
 		final TimeInForce timeInForce,
 		final OrderFillWholeSettings fillWholeSettings,
+		final DisplaySettings displaySettings,
 		final double switchPrice)
 	{
 		try
@@ -164,6 +167,7 @@ public static final StopOrder Standard (
 				size,
 				timeInForce,
 				fillWholeSettings,
+				displaySettings,
 				switchPrice
 			);
 		}
@@ -183,6 +187,7 @@ public static final StopOrder Standard (
 	 * @param size Order Size
 	 * @param timeInForce Time-in-Force Settings
 	 * @param fillWholeSettings Order Fill-Whole Settings
+	 * @param displaySettings Order Display Settings
 	 * @param switchPrice Switch-to-Market Price
 	 * 
 	 * @return Instance of Buy Stop Order
@@ -194,6 +199,7 @@ public static final StopOrder Buy (
 		final double size,
 		final TimeInForce timeInForce,
 		final OrderFillWholeSettings fillWholeSettings,
+		final DisplaySettings displaySettings,
 		final double switchPrice)
 	{
 		try
@@ -207,6 +213,7 @@ public static final StopOrder Buy (
 				size,
 				timeInForce,
 				fillWholeSettings,
+				displaySettings,
 				switchPrice
 			);
 		}
@@ -226,6 +233,7 @@ public static final StopOrder Buy (
 	 * @param size Order Size
 	 * @param timeInForce Time-in-Force Settings
 	 * @param fillWholeSettings Order Fill-Whole Settings
+	 * @param displaySettings Order Display Settings
 	 * @param switchPrice Switch-to-Market Price
 	 * 
 	 * @return Instance of Sell Stop Order
@@ -237,6 +245,7 @@ public static final StopOrder Sell (
 		final double size,
 		final TimeInForce timeInForce,
 		final OrderFillWholeSettings fillWholeSettings,
+		final DisplaySettings displaySettings,
 		final double switchPrice)
 	{
 		try
@@ -250,6 +259,7 @@ public static final StopOrder Sell (
 				size,
 				timeInForce,
 				fillWholeSettings,
+				displaySettings,
 				switchPrice
 			);
 		}
@@ -272,6 +282,7 @@ public static final StopOrder Sell (
 	 * @param size Order Size
 	 * @param timeInForce Time-in-Force Settings
 	 * @param fillWholeSettings Order Fill-Whole Settings
+	 * @param displaySettings Order Display Settings
 	 * @param switchPrice Switch-to-Market Price
 	 * 
 	 * @throws Exception Thrown if the Inputs are Invalid
@@ -286,6 +297,7 @@ public StopOrder (
 		final double size,
 		final TimeInForce timeInForce,
 		final OrderFillWholeSettings fillWholeSettings,
+		final DisplaySettings displaySettings,
 		final double switchPrice)
 		throws Exception
 	{
@@ -298,7 +310,8 @@ public StopOrder (
 			side,
 			size,
 			timeInForce,
-			fillWholeSettings
+			fillWholeSettings,
+			displaySettings
 		);
 
 		if (!NumberUtil.IsValid (
@@ -370,7 +383,8 @@ public MarketOrder switchToMarket (
 				side(),
 				size(),
 				null,
-				null
+				null,
+				displaySettings()
 			);
 		} catch (Exception e) {
 			e.printStackTrace();

diff --git a/src/main/java/org/drip/oms/switchable/StopOrderAON.java b/src/main/java/org/drip/oms/switchable/StopOrderAON.java
@@ -3,6 +3,7 @@
 
 import java.util.Date;
 
+import org.drip.oms.transaction.DisplaySettings;
 import org.drip.oms.transaction.OrderFillWholeSettings;
 import org.drip.oms.transaction.OrderIssuer;
 import org.drip.oms.transaction.Side;
@@ -132,6 +133,7 @@ public class StopOrderAON
 	 * @param size Order Size
 	 * @param timeInForce Time-in-Force Settings
 	 * @param fulfillTryLimit Fulfill Try Limit
+	 * @param displaySettings Order Display Settings
 	 * @param switchPrice Switch-to-Market Price
 	 * 
 	 * @return Instance of All-or-None (AON) Stop Order
@@ -144,6 +146,7 @@ public static final StopOrderAON Standard (
 		final double size,
 		final TimeInForce timeInForce,
 		final int fulfillTryLimit,
+		final DisplaySettings displaySettings,
 		final double switchPrice)
 	{
 		try
@@ -157,6 +160,7 @@ public static final StopOrderAON Standard (
 				size,
 				timeInForce,
 				fulfillTryLimit,
+				displaySettings,
 				switchPrice
 			);
 		}
@@ -176,6 +180,7 @@ public static final StopOrderAON Standard (
 	 * @param size Order Size
 	 * @param timeInForce Time-in-Force Settings
 	 * @param fulfillTryLimit Fulfill Try Limit
+	 * @param displaySettings Order Display Settings
 	 * @param switchPrice Switch-to-Market Price
 	 * 
 	 * @return Instance of Buy All-or-None (AON) Stop Order
@@ -187,6 +192,7 @@ public static final StopOrderAON Buy (
 		final double size,
 		final TimeInForce timeInForce,
 		final int fulfillTryLimit,
+		final DisplaySettings displaySettings,
 		final double switchPrice)
 	{
 		try
@@ -200,6 +206,7 @@ public static final StopOrderAON Buy (
 				size,
 				timeInForce,
 				fulfillTryLimit,
+				displaySettings,
 				switchPrice
 			);
 		}
@@ -219,6 +226,7 @@ public static final StopOrderAON Buy (
 	 * @param size Order Size
 	 * @param timeInForce Time-in-Force Settings
 	 * @param fulfillTryLimit Fulfill Try Limit
+	 * @param displaySettings Order Display Settings
 	 * @param switchPrice Switch-to-Market Price
 	 * 
 	 * @return Instance of Buy All-or-None (AON) Stop Order
@@ -230,6 +238,7 @@ public static final StopOrderAON Sell (
 		final double size,
 		final TimeInForce timeInForce,
 		final int fulfillTryLimit,
+		final DisplaySettings displaySettings,
 		final double switchPrice)
 	{
 		try
@@ -243,6 +252,7 @@ public static final StopOrderAON Sell (
 				size,
 				timeInForce,
 				fulfillTryLimit,
+				displaySettings,
 				switchPrice
 			);
 		}
@@ -265,6 +275,7 @@ public static final StopOrderAON Sell (
 	 * @param size Order Size
 	 * @param timeInForce Time-in-Force Settings
 	 * @param fulfillTryLimit Fulfill Try Limit
+	 * @param displaySettings Order Display Settings
 	 * @param switchPrice Switch-to-Market Price
 	 * 
 	 * @throws Exception Thrown if the Inputs are Invalid
@@ -279,6 +290,7 @@ public StopOrderAON (
 		final double size,
 		final TimeInForce timeInForce,
 		final int fulfillTryLimit,
+		final DisplaySettings displaySettings,
 		final double switchPrice)
 		throws Exception
 	{
@@ -293,6 +305,7 @@ public StopOrderAON (
 			OrderFillWholeSettings.AllOrNone (
 				fulfillTryLimit
 			),
+			displaySettings,
 			switchPrice
 		);
 	}

diff --git a/src/main/java/org/drip/oms/switchable/StopOrderATC.java b/src/main/java/org/drip/oms/switchable/StopOrderATC.java
@@ -3,6 +3,7 @@
 
 import java.util.Date;
 
+import org.drip.oms.transaction.DisplaySettings;
 import org.drip.oms.transaction.OrderFillWholeSettings;
 import org.drip.oms.transaction.OrderIssuer;
 import org.drip.oms.transaction.Side;
@@ -131,6 +132,7 @@ public class StopOrderATC
 	 * @param side Order Side
 	 * @param size Order Size
 	 * @param fillWholeSettings Order Fill-Whole Settings
+	 * @param displaySettings Order Display Settings
 	 * @param switchPrice Switch-to-Market Price
 	 * 
 	 * @return Standard Instance of At-The-Close (ATC) Stop Order
@@ -142,6 +144,7 @@ public static final StopOrderATC Standard (
 		final Side side,
 		final double size,
 		final OrderFillWholeSettings fillWholeSettings,
+		final DisplaySettings displaySettings,
 		final double switchPrice)
 	{
 		try
@@ -154,6 +157,7 @@ public static final StopOrderATC Standard (
 				side,
 				size,
 				fillWholeSettings,
+				displaySettings,
 				switchPrice
 			);
 		}
@@ -172,6 +176,7 @@ public static final StopOrderATC Standard (
 	 * @param ticker Security Identifier/Ticker
 	 * @param size Order Size
 	 * @param fillWholeSettings Order Fill-Whole Settings
+	 * @param displaySettings Order Display Settings
 	 * @param switchPrice Switch-to-Market Price
 	 * 
 	 * @return Standard Instance of Buy At-The-Close (ATC) Limit Order
@@ -182,6 +187,7 @@ public static final StopOrderATC Buy (
 		final String ticker,
 		final double size,
 		final OrderFillWholeSettings fillWholeSettings,
+		final DisplaySettings displaySettings,
 		final double switchPrice)
 	{
 		try
@@ -194,6 +200,7 @@ public static final StopOrderATC Buy (
 				Side.Buy(),
 				size,
 				fillWholeSettings,
+				displaySettings,
 				switchPrice
 			);
 		}
@@ -212,6 +219,7 @@ public static final StopOrderATC Buy (
 	 * @param ticker Security Identifier/Ticker
 	 * @param size Order Size
 	 * @param fillWholeSettings Order Fill-Whole Settings
+	 * @param displaySettings Order Display Settings
 	 * @param switchPrice Switch-to-Market Price
 	 * 
 	 * @return Standard Instance of Sell At-The-Close (ATC) Limit Order
@@ -222,6 +230,7 @@ public static final StopOrderATC Sell (
 		final String ticker,
 		final double size,
 		final OrderFillWholeSettings fillWholeSettings,
+		final DisplaySettings displaySettings,
 		final double switchPrice)
 	{
 		try
@@ -234,6 +243,7 @@ public static final StopOrderATC Sell (
 				Side.Sell(),
 				size,
 				fillWholeSettings,
+				displaySettings,
 				switchPrice
 			);
 		}
@@ -255,6 +265,7 @@ public static final StopOrderATC Sell (
 	 * @param side Order Side
 	 * @param size Order Size
 	 * @param fillWholeSettings Order Fill-Whole Settings
+	 * @param displaySettings Order Display Settings
 	 * @param switchPrice Switch-to-Market Price
 	 * 
 	 * @throws Exception Thrown if the Inputs are Invalid
@@ -268,6 +279,7 @@ public StopOrderATC (
 		final Side side,
 		final double size,
 		final OrderFillWholeSettings fillWholeSettings,
+		final DisplaySettings displaySettings,
 		final double switchPrice)
 		throws Exception
 	{
@@ -280,6 +292,7 @@ public StopOrderATC (
 			size,
 			TimeInForce.CreateMarketClose(),
 			fillWholeSettings,
+			displaySettings,
 			switchPrice
 		);
 	}