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| 1 | + |
| 2 | +package org.drip.oms.fix4_2; |
| 3 | + |
| 4 | +import java.util.Date; |
| 5 | + |
| 6 | +import org.drip.oms.transaction.Order; |
| 7 | + |
| 8 | +/* |
| 9 | + * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- |
| 10 | + */ |
| 11 | + |
| 12 | +/*! |
| 13 | + * Copyright (C) 2025 Lakshmi Krishnamurthy |
| 14 | + * |
| 15 | + * This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics, |
| 16 | + * asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment |
| 17 | + * analytics, and portfolio construction analytics within and across fixed income, credit, commodity, |
| 18 | + * equity, FX, and structured products. It also includes auxiliary libraries for algorithm support, |
| 19 | + * numerical analysis, numerical optimization, spline builder, model validation, statistical learning, |
| 20 | + * graph builder/navigator, and computational support. |
| 21 | + * |
| 22 | + * https://lakshmidrip.github.io/DROP/ |
| 23 | + * |
| 24 | + * DROP is composed of three modules: |
| 25 | + * |
| 26 | + * - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/ |
| 27 | + * - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/ |
| 28 | + * - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/ |
| 29 | + * |
| 30 | + * DROP Product Core implements libraries for the following: |
| 31 | + * - Fixed Income Analytics |
| 32 | + * - Loan Analytics |
| 33 | + * - Transaction Cost Analytics |
| 34 | + * |
| 35 | + * DROP Portfolio Core implements libraries for the following: |
| 36 | + * - Asset Allocation Analytics |
| 37 | + * - Asset Liability Management Analytics |
| 38 | + * - Capital Estimation Analytics |
| 39 | + * - Exposure Analytics |
| 40 | + * - Margin Analytics |
| 41 | + * - XVA Analytics |
| 42 | + * |
| 43 | + * DROP Computational Core implements libraries for the following: |
| 44 | + * - Algorithm Support |
| 45 | + * - Computation Support |
| 46 | + * - Function Analysis |
| 47 | + * - Graph Algorithm |
| 48 | + * - Model Validation |
| 49 | + * - Numerical Analysis |
| 50 | + * - Numerical Optimizer |
| 51 | + * - Spline Builder |
| 52 | + * - Statistical Learning |
| 53 | + * |
| 54 | + * Documentation for DROP is Spread Over: |
| 55 | + * |
| 56 | + * - Main => https://lakshmidrip.github.io/DROP/ |
| 57 | + * - Wiki => https://github.com/lakshmiDRIP/DROP/wiki |
| 58 | + * - GitHub => https://github.com/lakshmiDRIP/DROP |
| 59 | + * - Repo Layout Taxonomy => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md |
| 60 | + * - Javadoc => https://lakshmidrip.github.io/DROP/Javadoc/index.html |
| 61 | + * - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal |
| 62 | + * - Release Versions => https://lakshmidrip.github.io/DROP/version.html |
| 63 | + * - Community Credits => https://lakshmidrip.github.io/DROP/credits.html |
| 64 | + * - Issues Catalog => https://github.com/lakshmiDRIP/DROP/issues |
| 65 | + * |
| 66 | + * Licensed under the Apache License, Version 2.0 (the "License"); |
| 67 | + * you may not use this file except in compliance with the License. |
| 68 | + * |
| 69 | + * You may obtain a copy of the License at |
| 70 | + * http://www.apache.org/licenses/LICENSE-2.0 |
| 71 | + * |
| 72 | + * Unless required by applicable law or agreed to in writing, software |
| 73 | + * distributed under the License is distributed on an "AS IS" BASIS, |
| 74 | + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| 75 | + * |
| 76 | + * See the License for the specific language governing permissions and |
| 77 | + * limitations under the License. |
| 78 | + */ |
| 79 | + |
| 80 | +/** |
| 81 | + * <i>AgentRequest</i> implements the Request into a FIX Agent. The References are: |
| 82 | + * |
| 83 | + * <br><br> |
| 84 | + * <ul> |
| 85 | + * <li> |
| 86 | + * Berkowitz, S. A., D. E. Logue, and E. A. J. Noser (1988): The Total Cost of Transactions on the |
| 87 | + * NYSE <i>Journal of Finance</i> <b>43 (1)</b> 97-112 |
| 88 | + * </li> |
| 89 | + * <li> |
| 90 | + * Cont, R., and A. Kukanov (2017): Optimal Order Placement in Limit Order Markets <i>Quantitative |
| 91 | + * Finance</i> <b>17 (1)</b> 21-39 |
| 92 | + * </li> |
| 93 | + * <li> |
| 94 | + * Vassilis, P. (2005a): A Realistic Model of Market Liquidity and Depth <i>Journal of Futures |
| 95 | + * Markets</i> <b>25 (5)</b> 443-464 |
| 96 | + * </li> |
| 97 | + * <li> |
| 98 | + * Vassilis, P. (2005b): Slow and Fast Markets <i>Journal of Economics and Business</i> <b>57 |
| 99 | + * (6)</b> 576-593 |
| 100 | + * </li> |
| 101 | + * <li> |
| 102 | + * Weiss, D. (2006): <i>After the Trade is Made: Processing Securities Transactions</i> <b>Portfolio |
| 103 | + * Publishing</b> London UK |
| 104 | + * </li> |
| 105 | + * </ul> |
| 106 | + * |
| 107 | + * <br><br> |
| 108 | + * <ul> |
| 109 | + * <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ProductCore.md">Product Core Module</a></li> |
| 110 | + * <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/TransactionCostAnalyticsLibrary.md">Transaction Cost Analytics</a></li> |
| 111 | + * <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/oms/README.md">R<sup>d</sup> Order Specification, Handling, and Management</a></li> |
| 112 | + * <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/oms/fix4_2/README.md">Implementation of FIX 4.2 Constructs</a></li> |
| 113 | + * </ul> |
| 114 | + * |
| 115 | + * @author Lakshmi Krishnamurthy |
| 116 | + */ |
| 117 | + |
| 118 | +public class AgentRequest |
| 119 | +{ |
| 120 | + private String _id = null; |
| 121 | + private Order _order = null; |
| 122 | + private String _parentID = null; |
| 123 | + private Date _arrivalTime = null; |
| 124 | + private int _type = Integer.MIN_VALUE; |
| 125 | + |
| 126 | + /** |
| 127 | + * Retrieve the Request Arrival Time |
| 128 | + * |
| 129 | + * @return Request Arrival Time |
| 130 | + */ |
| 131 | + |
| 132 | + public Date arrivalTime() |
| 133 | + { |
| 134 | + return _arrivalTime; |
| 135 | + } |
| 136 | + |
| 137 | + /** |
| 138 | + * Retrieve the Request ID |
| 139 | + * |
| 140 | + * @return Request ID |
| 141 | + */ |
| 142 | + |
| 143 | + public String id() |
| 144 | + { |
| 145 | + return _id; |
| 146 | + } |
| 147 | + |
| 148 | + /** |
| 149 | + * Retrieve the Parent Request ID |
| 150 | + * |
| 151 | + * @return Parent Request ID |
| 152 | + */ |
| 153 | + |
| 154 | + public String parentID() |
| 155 | + { |
| 156 | + return _parentID; |
| 157 | + } |
| 158 | + |
| 159 | + /** |
| 160 | + * Retrieve the Request Type |
| 161 | + * |
| 162 | + * @return Request Type |
| 163 | + */ |
| 164 | + |
| 165 | + public int type() |
| 166 | + { |
| 167 | + return _type; |
| 168 | + } |
| 169 | + |
| 170 | + /** |
| 171 | + * Retrieve the Order in the Request |
| 172 | + * |
| 173 | + * @return Order in the Request |
| 174 | + */ |
| 175 | + |
| 176 | + public Order order() |
| 177 | + { |
| 178 | + return _order; |
| 179 | + } |
| 180 | +} |
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