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	- Operating Hours US Close #1 (1, 2)
	- Operating Hours US Close #2 (3, 4)
	- TIF US Market Open/Close (5, 6)
	- TIF Create Market Open Instance (7, 8)
	- TIF Create Market Close Instance (9, 10)
	- Order Time In Force Settings #1 (13, 14)
	- Order Time In Force Settings #2 (15, 16)
	- Market Order Enhanced with TIF #1 (17, 18, 19)
	- Market Order Enhanced with TIF #2 (20, 21)
	- Market Order Enhanced with TIF #3 (22, 23)
	- Limit Order Enhanced with TIF #1 (24, 25, 26)
	- Limit Order Enhanced with TIF #2 (27, 28, 29)
	- Limit Order Enhanced with TIF #3 (30, 31)
	- Implementation of Different Order Types (35, 36)
	- Day Till Canceled TIF Order (47, 48)
	- Good Till Canceled TIF Order (49, 50)
	- Buy Market Order TIF IOC (51, 52)
	- Sell Market Order TIF IOC (53, 54)
	- Buy Market Order TIF DAY (55, 56)
	- Sell Market Order TIF DAY (57, 58)
	- Sell Market Order TIF DTC (59, 60)


Bug Fixes/Re-organization:

	- Rename OMS Specification To Transaction (11, 12)
	- Limit Order Threshold Price Re-order (32, 33)
	- Delete OMS Order Type Setting (34)
	- Migrate Market to OMS Order (37, 38, 39)
	- Migrate Limit to OMS Order (40, 41, 42)
	- Trim Standard from Market Orders (43, 44)
	- Trim Standard from Limit Orders (45, 46)


Samples:

IdeaDRIP:
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@Lakshmik
Lakshmik committed Nov 25, 2023
1 parent 2108dfa commit ee32f6c
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Expand Up @@ -130,7 +130,10 @@ org.drip.numerical.laplacian
org.drip.numerical.linearalgebra
org.drip.numerical.quadrature
org.drip.oms.fill
org.drip.oms.specification
org.drip.oms.order
org.drip.oms.strategy
org.drip.oms.transaction
org.drip.oms.venue
org.drip.optimization.canonical
org.drip.optimization.constrained
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<title>A-Index</title>
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Expand Down Expand Up @@ -1273,7 +1273,7 @@ <h2 class="title" id="I:A">A</h2>
<dd>
<div class="block">Add the specified Test Statistic Entry</div>
</dd>
<dt><span class="member-name-link"><a href="../org/drip/oms/specification/VWAP.html#addTrade(double,double)">addTrade(double, double)</a></span> - Method in class org.drip.oms.specification.<a href="../org/drip/oms/specification/VWAP.html" title="class in org.drip.oms.specification">VWAP</a></dt>
<dt><span class="member-name-link"><a href="../org/drip/oms/transaction/VWAP.html#addTrade(double,double)">addTrade(double, double)</a></span> - Method in class org.drip.oms.transaction.<a href="../org/drip/oms/transaction/VWAP.html" title="class in org.drip.oms.transaction">VWAP</a></dt>
<dd>
<div class="block">Add a Trade to the Session</div>
</dd>
Expand Down Expand Up @@ -1944,7 +1944,7 @@ <h2 class="title" id="I:A">A</h2>
<dd>
<div class="block">The "All" Region</div>
</dd>
<dt><span class="member-name-link"><a href="../org/drip/oms/specification/OrderFillWholeSettings.html#ALL_OR_NONE">ALL_OR_NONE</a></span> - Static variable in class org.drip.oms.specification.<a href="../org/drip/oms/specification/OrderFillWholeSettings.html" title="class in org.drip.oms.specification">OrderFillWholeSettings</a></dt>
<dt><span class="member-name-link"><a href="../org/drip/oms/transaction/OrderFillWholeSettings.html#ALL_OR_NONE">ALL_OR_NONE</a></span> - Static variable in class org.drip.oms.transaction.<a href="../org/drip/oms/transaction/OrderFillWholeSettings.html" title="class in org.drip.oms.transaction">OrderFillWholeSettings</a></dt>
<dd>
<div class="block">All or None</div>
</dd>
Expand Down Expand Up @@ -1994,11 +1994,11 @@ <h2 class="title" id="I:A">A</h2>
<dd>
<div class="block">Retrieve the Allocation Correlation Category of the Capital Entity</div>
</dd>
<dt><span class="member-name-link"><a href="../org/drip/oms/specification/Order.html#allOrNone()">allOrNone()</a></span> - Method in class org.drip.oms.specification.<a href="../org/drip/oms/specification/Order.html" title="class in org.drip.oms.specification">Order</a></dt>
<dt><span class="member-name-link"><a href="../org/drip/oms/transaction/Order.html#allOrNone()">allOrNone()</a></span> - Method in class org.drip.oms.transaction.<a href="../org/drip/oms/transaction/Order.html" title="class in org.drip.oms.transaction">Order</a></dt>
<dd>
<div class="block">Retrieve the All-or-None Flag</div>
</dd>
<dt><span class="member-name-link"><a href="../org/drip/oms/specification/OrderFillWholeSettings.html#AllOrNone(int)">AllOrNone(int)</a></span> - Static method in class org.drip.oms.specification.<a href="../org/drip/oms/specification/OrderFillWholeSettings.html" title="class in org.drip.oms.specification">OrderFillWholeSettings</a></dt>
<dt><span class="member-name-link"><a href="../org/drip/oms/transaction/OrderFillWholeSettings.html#AllOrNone(int)">AllOrNone(int)</a></span> - Static method in class org.drip.oms.transaction.<a href="../org/drip/oms/transaction/OrderFillWholeSettings.html" title="class in org.drip.oms.transaction">OrderFillWholeSettings</a></dt>
<dd>
<div class="block">Construct a All-or-none OrderFillWholeSettings Instance</div>
</dd>
Expand Down Expand Up @@ -3478,7 +3478,7 @@ <h2 class="title" id="I:A">A</h2>
<dd>
<div class="block">Construct the Asymptotic Upper Approximate</div>
</dd>
<dt><span class="member-name-link"><a href="../org/drip/oms/specification/OrderType.html#AT_THE_OPENING_ORDER">AT_THE_OPENING_ORDER</a></span> - Static variable in class org.drip.oms.specification.<a href="../org/drip/oms/specification/OrderType.html" title="class in org.drip.oms.specification">OrderType</a></dt>
<dt><span class="member-name-link"><a href="../org/drip/oms/transaction/OrderType.html#AT_THE_OPENING">AT_THE_OPENING</a></span> - Static variable in class org.drip.oms.transaction.<a href="../org/drip/oms/transaction/OrderType.html" title="class in org.drip.oms.transaction">OrderType</a></dt>
<dd>
<div class="block">At the Opening Order</div>
</dd>
Expand Down Expand Up @@ -3531,7 +3531,7 @@ <h2 class="title" id="I:A">A</h2>
<dd>
<div class="block">Attach the Specified Stress Event PnL</div>
</dd>
<dt><span class="member-name-link"><a href="../org/drip/oms/fill/OrderExecutionProvider.html#attemptFill(org.drip.oms.specification.Order)">attemptFill(Order)</a></span> - Method in interface org.drip.oms.fill.<a href="../org/drip/oms/fill/OrderExecutionProvider.html" title="interface in org.drip.oms.fill">OrderExecutionProvider</a></dt>
<dt><span class="member-name-link"><a href="../org/drip/oms/fill/OrderExecutionProvider.html#attemptFill(org.drip.oms.transaction.Order)">attemptFill(Order)</a></span> - Method in interface org.drip.oms.fill.<a href="../org/drip/oms/fill/OrderExecutionProvider.html" title="interface in org.drip.oms.fill">OrderExecutionProvider</a></dt>
<dd>
<div class="block">Attempt Complete Fulfillment of the Specified Order</div>
</dd>
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<title>L-Index</title>
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Expand Down Expand Up @@ -1374,18 +1374,26 @@ <h2 class="title" id="I:L">L</h2>
<dd>
<div class="block">Retrieve the Lower Limit</div>
</dd>
<dt><span class="member-name-link"><a href="../org/drip/oms/specification/OrderType.html#LIMIT_ON_CLOSE_ORDER">LIMIT_ON_CLOSE_ORDER</a></span> - Static variable in class org.drip.oms.specification.<a href="../org/drip/oms/specification/OrderType.html" title="class in org.drip.oms.specification">OrderType</a></dt>
<dt><a href="../org/drip/oms/order/Limit.html" title="class in org.drip.oms.order"><span class="type-name-link">Limit</span></a> - Class in <a href="../org/drip/oms/order/package-summary.html">org.drip.oms.order</a></dt>
<dd>
<div class="block">Limit-on-close Order</div>
<div class="block"><i>LimitOrder</i> holds the Details of a Limit Order.</div>
</dd>
<dt><span class="member-name-link"><a href="../org/drip/oms/specification/OrderType.html#LIMIT_ON_OPEN_ORDER">LIMIT_ON_OPEN_ORDER</a></span> - Static variable in class org.drip.oms.specification.<a href="../org/drip/oms/specification/OrderType.html" title="class in org.drip.oms.specification">OrderType</a></dt>
<dt><span class="member-name-link"><a href="../org/drip/oms/order/Limit.html#%3Cinit%3E(org.drip.oms.transaction.OrderIssuer,java.lang.String,java.lang.String,java.util.Date,java.lang.String,double,org.drip.oms.transaction.TimeInForce,org.drip.oms.transaction.OrderFillWholeSettings,double)">Limit(OrderIssuer, String, String, Date, String, double, TimeInForce, OrderFillWholeSettings, double)</a></span> - Constructor for class org.drip.oms.order.<a href="../org/drip/oms/order/Limit.html" title="class in org.drip.oms.order">Limit</a></dt>
<dd>
<div class="block">Limit-on-open Order</div>
<div class="block">Limit Order Constructor</div>
</dd>
<dt><span class="member-name-link"><a href="../org/drip/oms/specification/OrderType.html#LIMIT_ORDER">LIMIT_ORDER</a></span> - Static variable in class org.drip.oms.specification.<a href="../org/drip/oms/specification/OrderType.html" title="class in org.drip.oms.specification">OrderType</a></dt>
<dt><span class="member-name-link"><a href="../org/drip/oms/transaction/OrderType.html#LIMIT">LIMIT</a></span> - Static variable in class org.drip.oms.transaction.<a href="../org/drip/oms/transaction/OrderType.html" title="class in org.drip.oms.transaction">OrderType</a></dt>
<dd>
<div class="block">Limit Order</div>
</dd>
<dt><span class="member-name-link"><a href="../org/drip/oms/transaction/OrderType.html#LIMIT_ON_CLOSE">LIMIT_ON_CLOSE</a></span> - Static variable in class org.drip.oms.transaction.<a href="../org/drip/oms/transaction/OrderType.html" title="class in org.drip.oms.transaction">OrderType</a></dt>
<dd>
<div class="block">Limit-on-close Order</div>
</dd>
<dt><span class="member-name-link"><a href="../org/drip/oms/transaction/OrderType.html#LIMIT_ON_OPEN">LIMIT_ON_OPEN</a></span> - Static variable in class org.drip.oms.transaction.<a href="../org/drip/oms/transaction/OrderType.html" title="class in org.drip.oms.transaction">OrderType</a></dt>
<dd>
<div class="block">Limit-on-open Order</div>
</dd>
<dt><a href="../org/drip/specialfunction/incompletegamma/LimitAsymptote.html" title="class in org.drip.specialfunction.incompletegamma"><span class="type-name-link">LimitAsymptote</span></a> - Class in <a href="../org/drip/specialfunction/incompletegamma/package-summary.html">org.drip.specialfunction.incompletegamma</a></dt>
<dd>
<div class="block"><i>LimitAsymptote</i> implements the Asymptotes for the Lower/Upper Incomplete Gamma Function.</div>
Expand Down Expand Up @@ -1578,14 +1586,6 @@ <h2 class="title" id="I:L">L</h2>
<dd>
<div class="block">LimitNamesTermIssuerTotal Constructor</div>
</dd>
<dt><a href="../org/drip/oms/specification/LimitOrder.html" title="class in org.drip.oms.specification"><span class="type-name-link">LimitOrder</span></a> - Class in <a href="../org/drip/oms/specification/package-summary.html">org.drip.oms.specification</a></dt>
<dd>
<div class="block"><i>LimitOrder</i> holds the Details of a Limit Order.</div>
</dd>
<dt><span class="member-name-link"><a href="../org/drip/oms/specification/LimitOrder.html#%3Cinit%3E(org.drip.oms.specification.OrderIssuer,java.lang.String,java.lang.String,java.util.Date,java.lang.String,double,org.drip.oms.specification.OrderFillWholeSettings,double)">LimitOrder(OrderIssuer, String, String, Date, String, double, OrderFillWholeSettings, double)</a></span> - Constructor for class org.drip.oms.specification.<a href="../org/drip/oms/specification/LimitOrder.html" title="class in org.drip.oms.specification">LimitOrder</a></dt>
<dd>
<div class="block">LimitOrder Constructor</div>
</dd>
<dt><a href="../org/drip/portfolioconstruction/constraint/LimitRiskTerm.html" title="class in org.drip.portfolioconstruction.constraint"><span class="type-name-link">LimitRiskTerm</span></a> - Class in <a href="../org/drip/portfolioconstruction/constraint/package-summary.html">org.drip.portfolioconstruction.constraint</a></dt>
<dd>
<div class="block"><i>LimitRiskTerm</i> holds the Details of a Limit Risk Constraint Term.</div>
Expand Down
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