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Features:
- OMS Exchange Venue Response Shell (1) - Venue Response Processing Start #1 (2, 3) - Venue Response Processing Start #2 (4, 5, 6) - Venue Response Processing Finish #1 (7, 8, 9) - Venue Response Processing Finish #2 (10, 11) - Exchange Venue Response ClOrdID #1 (12, 13) - Exchange Venue Response ClOrdID #2 (14, 15, 16) - Exchange Venue Response OrigClOrdID #1 (17, 18) - Exchange Venue Response OrigClOrdID #2 (19, 20, 21) - Exchange Venue Response Type Shell (22, 23, 24) - Exchange Venue Response Type NEW (25, 26) - Exchange Venue Response Type REJECTED (27, 28) - Exchange Venue Response Type EXECUTION (29, 30) - Exchange Venue Response Type #1 (31, 32) - Exchange Venue Response Type #2 (33, 34, 35) - Exchange Venue Response Order #1 (36, 37) - Exchange Venue Response Order #2 (38, 39, 40) - Exchange Venue Response Comment #1 (41, 42) - Exchange Venue Response Comment #2 (43, 44, 45) - Exchange Venue Response Constructor #1 (46, 47, 48) - Exchange Venue Response Constructor #2 (49, 50, 51) - Exchange Venue Response Constructor #3 (52, 53, 54) - Exchange Venue Response Constructor #4 (55, 56) - Exchange Venue Response Constructor #5 (57, 58) - Exchange Venue Response NEW #1 (59, 60) - Exchange Venue Response NEW #2 (61, 62, 63) - Exchange Venue Response NEW #3 (64, 65, 66) - Exchange Venue Response NEW #4 (67, 68, 69) - Exchange Venue Response NEW #5 (70, 71) - Exchange Venue Response REJECT #1 (72, 73) - Exchange Venue Response REJECT #2 (74, 75) - Exchange Venue Response REJECT #3 (76, 77, 78) - Exchange Venue Response REJECT #4 (79, 80, 81) - Exchange Venue Response REJECT #5 (82, 83, 84) - Exchange Venue Response EXECUTION #1 (85, 86, 87) - Exchange Venue Response EXECUTION #2 (88, 89, 90) - Exchange Venue Response EXECUTION #3 (91, 92, 93) - Exchange Venue Response EXECUTION #4 (94, 95) - Exchange Venue Response EXECUTION #5 (96, 97) Bug Fixes/Re-organization: Samples: IdeaDRIP: - Information Integration #1 (98-104) - Information Integration #2 (105-118) - Information Integration #3 (119-120)
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8 files changed

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ComputationSupportLibrary.md

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@@ -135,6 +135,8 @@ Computation Support Library contains Cluster Support, Historical/Live Feed Proce
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* Version Compatibility
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* Performance
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* References
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* Knowledge Integration
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* References
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## DROP Specifications
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IdeaDRIP/TransactionCostAnalytics/TCA_v0.05

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@@ -232,7 +232,7 @@
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- Cl Ord ID
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- Orig Cl Ord ID
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- Venue Response Type - New/Rejected/Execution
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- Last Shares
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- Order
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- Comment
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5.6) Buy-side Request - New Order
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- Request {Type: New; Request ID = XXXX; Quantity = Incoming}

ReleaseNotes/02_18_2025.txt

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Features:
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- OMS Exchange Venue Response Shell (1)
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- Venue Response Processing Start #1 (2, 3)
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- Venue Response Processing Start #2 (4, 5, 6)
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- Venue Response Processing Finish #1 (7, 8, 9)
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- Venue Response Processing Finish #2 (10, 11)
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- Exchange Venue Response ClOrdID #1 (12, 13)
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- Exchange Venue Response ClOrdID #2 (14, 15, 16)
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- Exchange Venue Response OrigClOrdID #1 (17, 18)
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- Exchange Venue Response OrigClOrdID #2 (19, 20, 21)
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- Exchange Venue Response Type Shell (22, 23, 24)
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- Exchange Venue Response Type NEW (25, 26)
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- Exchange Venue Response Type REJECTED (27, 28)
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- Exchange Venue Response Type EXECUTION (29, 30)
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- Exchange Venue Response Type #1 (31, 32)
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- Exchange Venue Response Type #2 (33, 34, 35)
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- Exchange Venue Response Order #1 (36, 37)
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- Exchange Venue Response Order #2 (38, 39, 40)
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- Exchange Venue Response Comment #1 (41, 42)
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- Exchange Venue Response Comment #2 (43, 44, 45)
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- Exchange Venue Response Constructor #1 (46, 47, 48)
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- Exchange Venue Response Constructor #2 (49, 50, 51)
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- Exchange Venue Response Constructor #3 (52, 53, 54)
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- Exchange Venue Response Constructor #4 (55, 56)
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- Exchange Venue Response Constructor #5 (57, 58)
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- Exchange Venue Response NEW #1 (59, 60)
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- Exchange Venue Response NEW #2 (61, 62, 63)
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- Exchange Venue Response NEW #3 (64, 65, 66)
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- Exchange Venue Response NEW #4 (67, 68, 69)
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- Exchange Venue Response NEW #5 (70, 71)
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- Exchange Venue Response REJECT #1 (72, 73)
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- Exchange Venue Response REJECT #2 (74, 75)
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- Exchange Venue Response REJECT #3 (76, 77, 78)
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- Exchange Venue Response REJECT #4 (79, 80, 81)
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- Exchange Venue Response REJECT #5 (82, 83, 84)
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- Exchange Venue Response EXECUTION #1 (85, 86, 87)
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- Exchange Venue Response EXECUTION #2 (88, 89, 90)
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- Exchange Venue Response EXECUTION #3 (91, 92, 93)
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- Exchange Venue Response EXECUTION #4 (94, 95)
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- Exchange Venue Response EXECUTION #5 (96, 97)
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Bug Fixes/Re-organization:
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Samples:
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IdeaDRIP:
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- Information Integration #1 (98-104)
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- Information Integration #2 (105-118)
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- Information Integration #3 (119-120)

src/main/java/org/drip/oms/exchange/VenueRequest.java

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@@ -162,7 +162,7 @@ public VenueRequest (
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final Order order)
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throws Exception
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{
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if (null == (_clOrdID = clOrdID) || null == (_order = order)) {
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if (null == (_clOrdID = clOrdID) || _clOrdID.isEmpty() || null == (_order = order)) {
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throw new Exception ("VenueRequest Constructor => Invalid Inputs");
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}
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src/main/java/org/drip/oms/exchange/VenueResponse.java

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package org.drip.oms.exchange;
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import java.util.Date;
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import org.drip.oms.transaction.Order;
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/*
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* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
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*/
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public class VenueResponse
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{
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private Order _order = null;
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private String _clOrdID = "";
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private String _comment = "";
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private String _origClOrdID = "";
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private int _type = Integer.MIN_VALUE;
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private Date _processingStartTime = null;
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private Date _processingFinishTime = null;
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/**
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* Construct an Instance of <code>NEW</code> <i>VenueResponse</i> Type
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*
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* @param processingStartTime Start of the Venue Processing Time
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* @param processingFinishTime Finish of the Venue Processing Time
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* @param clOrdID <i>clOrdID</i>
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* @param origClOrdID <i>origClOrdID</i>
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* @param order Order
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* @param comment Processing Comments
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*
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* @return Instance of <code>NEW</code> <i>VenueResponse</i> Type
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*/
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public static final VenueResponse NEW (
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final Date processingStartTime,
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final Date processingFinishTime,
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final String clOrdID,
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final String origClOrdID,
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final Order order,
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final String comment)
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{
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try {
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return new VenueResponse (
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processingStartTime,
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processingFinishTime,
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clOrdID,
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origClOrdID,
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VenueResponseType.NEW,
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order,
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comment
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);
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} catch (Exception e) {
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e.printStackTrace();
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}
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return null;
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}
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/**
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* Construct an Instance of <code>REJECTED</code> <i>VenueResponse</i> Type
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*
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* @param processingStartTime Start of the Venue Processing Time
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* @param processingFinishTime Finish of the Venue Processing Time
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* @param clOrdID <i>clOrdID</i>
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* @param origClOrdID <i>origClOrdID</i>
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* @param order Order
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* @param comment Processing Comments
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*
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* @return Instance of <code>REJECTED</code> <i>VenueResponse</i> Type
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*/
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public static final VenueResponse REJECTED (
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final Date processingStartTime,
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final Date processingFinishTime,
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final String clOrdID,
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final String origClOrdID,
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final Order order,
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final String comment)
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{
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try {
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return new VenueResponse (
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processingStartTime,
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processingFinishTime,
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clOrdID,
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origClOrdID,
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VenueResponseType.REJECTED,
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order,
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comment
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);
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} catch (Exception e) {
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e.printStackTrace();
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}
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return null;
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}
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/**
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* Construct an Instance of <code>EXECUTION</code> <i>VenueResponse</i> Type
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*
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* @param processingStartTime Start of the Venue Processing Time
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* @param processingFinishTime Finish of the Venue Processing Time
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* @param clOrdID <i>clOrdID</i>
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* @param origClOrdID <i>origClOrdID</i>
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* @param order Order
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* @param comment Processing Comments
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*
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* @return Instance of <code>EXECUTION</code> <i>VenueResponse</i> Type
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*/
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public static final VenueResponse EXECUTION (
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final Date processingStartTime,
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final Date processingFinishTime,
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final String clOrdID,
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final String origClOrdID,
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final Order order,
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final String comment)
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{
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try {
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return new VenueResponse (
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processingStartTime,
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processingFinishTime,
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clOrdID,
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origClOrdID,
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VenueResponseType.EXECUTION,
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order,
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comment
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);
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} catch (Exception e) {
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e.printStackTrace();
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}
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return null;
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}
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/**
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* <i>VenueResponse</i> Constructor
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*
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* @param processingStartTime Start of the Venue Processing Time
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* @param processingFinishTime Finish of the Venue Processing Time
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* @param clOrdID <i>clOrdID</i>
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* @param origClOrdID <i>origClOrdID</i>
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* @param type Response Type
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* @param order Order
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* @param comment Processing Comments
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*
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* @throws Exception Thrown if the Inputs are Invalid
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*/
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public VenueResponse (
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final Date processingStartTime,
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final Date processingFinishTime,
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final String clOrdID,
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final String origClOrdID,
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final int type,
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final Order order,
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final String comment)
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throws Exception
265+
{
266+
if (null == (_processingStartTime = processingStartTime) ||
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null == (_processingFinishTime = processingFinishTime) ||
268+
null == (_clOrdID = clOrdID) || _clOrdID.isEmpty() ||
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null == (_order = order))
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{
271+
throw new Exception ("VenueResponse Constructor => Invalid Inputs");
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}
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_type = type;
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_comment = comment;
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_origClOrdID = origClOrdID;
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}
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/**
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* Retrieve the Start of the Venue Processing Time
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*
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* @return Start of the Venue Processing Time
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*/
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public Date processingStartTime()
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{
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return _processingStartTime;
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}
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/**
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* Retrieve the Finish of the Venue Processing Time
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*
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* @return Finish of the Venue Processing Time
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*/
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public Date processingFinishTime()
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{
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return _processingFinishTime;
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}
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/**
302+
* Retrieve the <i>clOrdID</i>
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*
304+
* @return <i>clOrdID</i>
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*/
306+
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public String clOrdID()
308+
{
309+
return _clOrdID;
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}
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/**
313+
* Retrieve the <i>origClOrdID</i>
314+
*
315+
* @return <i>origClOrdID</i>
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*/
317+
318+
public String origClOrdID()
319+
{
320+
return _origClOrdID;
321+
}
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/**
324+
* Retrieve the Response Type
325+
*
326+
* @return Response Type
327+
*/
328+
329+
public int type()
330+
{
331+
return _type;
332+
}
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/**
335+
* Retrieve the Response Order
336+
*
337+
* @return Response Order
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*/
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public Order order()
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{
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return _order;
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}
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/**
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* Retrieve the Processing Comments
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*
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* @return Processing Comments
349+
*/
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public String comment()
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{
353+
return _comment;
354+
}
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}

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