Uses of Enum Class
com.quantfinlib.core.Side

Packages that use Side

Package	Description
com.quantfinlib.backtest	Bar-based backtesting engines, execution models and performance analytics.
com.quantfinlib.core	Core bar and bar-series types used by every analytics package.
com.quantfinlib.execution	Order routing, execution algorithms and the venue models they learn from.
com.quantfinlib.microstructure	Market microstructure analytics: impact, liquidity, order-flow signals and intraday curves.
com.quantfinlib.regulatory	Benchmark-fix and regulatory execution metrics.
com.quantfinlib.risk	Risk measurement, decomposition, limits and model validation.

Uses of Side in com.quantfinlib.backtest

Methods in com.quantfinlib.backtest that return Side

Modifier and Type	Method	Description
Side	ParentOrder.side()	side.

Methods in com.quantfinlib.backtest with parameters of type Side

Modifier and Type	Method	Description
List<Execution>	ExecutionModel.execute(Side side, long requestedQty, BarSeries series, int index)	Executes up to requestedQty on this bar.
List<Execution>	IcebergExecution.execute(Side side, long requestedQty, BarSeries series, int index)
List<Execution>	InstantExecution.execute(Side side, long requestedQty, BarSeries series, int index)
List<Execution>	LastLookExecution.execute(Side side, long requestedQty, BarSeries series, int index)
List<Execution>	SorExecution.execute(Side side, long requestedQty, BarSeries series, int index)
default void	ExecutionModel.onParentOrder(Side side, long totalQuantity, int signalIndex)	Notification that a new parent order has been created (entry or exit).
void	IcebergExecution.onParentOrder(Side side, long totalQuantity, int signalIndex)
void	LastLookExecution.onParentOrder(Side side, long totalQuantity, int signalIndex)
ExecutionAlgoBacktester.Result	ExecutionAlgoBacktester.run(BarSeries series, Side side, long parentQty, BenchmarkExecutor.Benchmark benchmark)	ExecutionAlgoBacktester.run(BarSeries, Side, long, BenchmarkExecutor.Benchmark, double) for the time/volume benchmarks (no POV rate needed).
ExecutionAlgoBacktester.Result	ExecutionAlgoBacktester.run(BarSeries series, Side side, long parentQty, BenchmarkExecutor.Benchmark benchmark, double povRate)	Works parentQty through the session under benchmark and grades it.

Constructors in com.quantfinlib.backtest with parameters of type Side

Modifier	Constructor	Description
	ParentOrder(Side side, int signalIndex, double arrivalPrice, String reason, List<Execution> fills, int[] fillBarIndices)	Creates the value; array and collection arguments are copied.

Uses of Side in com.quantfinlib.core

Subclasses with type arguments of type Side in com.quantfinlib.core

Modifier and Type	Class	Description
enum	Side	Order side.

Methods in com.quantfinlib.core that return Side

Modifier and Type	Method	Description
Side	Side.opposite()	The other side: SELL for BUY, BUY for SELL.
static Side	Side.valueOf(String name)	Returns the enum constant of this class with the specified name.
static Side[]	Side.values()	Returns an array containing the constants of this enum class, in the order they are declared.

Uses of Side in com.quantfinlib.execution

Methods in com.quantfinlib.execution that return Side

Modifier and Type	Method	Description
Side	BenchmarkExecutor.side()
Side	VenueBenchmark.Sample.side()	Returns the value of the side record component.

Methods in com.quantfinlib.execution with parameters of type Side

Modifier and Type	Method	Description
static BenchmarkExecutor	BenchmarkExecutor.of(Side side, long parentQty, BenchmarkExecutor.Benchmark benchmark)	Sensible defaults: alpha urgency 1 (a full-scale normalized alpha of ±1 doubles/halves the pace, smoothly and never rail-pinned), child capped at 25% of displayed depth.
static BenchmarkExecutor	BenchmarkExecutor.pov(Side side, long parentQty, double participationRate)	POV convenience.
long	DarkPoolSimulator.restingQty(Side side)	Total hidden resting quantity on a side (for simulation introspection only).
AdaptiveSor.RoutingDecision	AdaptiveSor.route(Side side, long quantity, List<VenueQuote> venues)	Routes a marketable parent of quantity.
long	HftSor.route(Side side, long quantity, int limitTick, long[] outQty)	Routes a marketable order across venues by best all-in price (quote ± fee), splitting at displayed size.
static SmartOrderRouter.RoutingPlan	SmartOrderRouter.route(Side side, long quantity, List<VenueQuote> venues, boolean preferDark)
static SmartOrderRouter.RoutingPlan	SmartOrderRouter.route(Side side, long quantity, List<VenueQuote> venues, boolean preferDark, double limitPrice)	As SmartOrderRouter.route(Side, long, List, boolean), but skips any venue whose price would violate limitPrice (through-the-limit on the relevant side) — the double-price analogue of HftSor.route(Side, long, int, long[])'s limitTick.
static SmartOrderRouter.RoutingPlan	SmartOrderRouter.route(Side side, long quantity, List<VenueQuote> venues, boolean preferDark, double limitPrice, long nowNanos, long maxQuoteAgeNanos)	As SmartOrderRouter.route(Side, long, List, boolean, double), additionally excluding any venue whose quote is stale — the same treatment a NaN or zero-size venue already gets, mirroring HftSor.venueDown(int) as the way a dead/frozen feed is kept from receiving child orders.
List<DarkPoolSimulator.Fill>	DarkPoolSimulator.submit(Side side, long quantity, long minExecutionQty)	Submits an order: crosses immediately against resting contra interest at the current mid (time priority), then rests the remainder.

Constructors in com.quantfinlib.execution with parameters of type Side

Modifier	Constructor	Description
	BenchmarkExecutor(Side side, long parentQty, BenchmarkExecutor.Benchmark benchmark, double participationRate, double alphaUrgency, double maxDepthFraction)
	MidPegTracker(Side side, double offset, double limitPrice, double repriceThreshold)
	Sample(String venue, Side side, double price, long quantity, double midAtExec, double midAfterHorizon, long latencyToFillNanos, boolean filled)	Creates an instance of a Sample record class.

Uses of Side in com.quantfinlib.microstructure

Methods in com.quantfinlib.microstructure that return Side

Modifier and Type	Method	Description
Side	Execution.side()	Returns the value of the side record component.

Constructors in com.quantfinlib.microstructure with parameters of type Side

Modifier	Constructor	Description
	Execution(String symbol, Side side, double price, long quantity, long timestampNanos, String venue)	Creates an instance of a Execution record class.

Uses of Side in com.quantfinlib.regulatory

Methods in com.quantfinlib.regulatory that return Side

Modifier and Type	Method	Description
Side	BestExecutionAnalyzer.OrderOutcome.side()	Returns the value of the side record component.

Methods in com.quantfinlib.regulatory with parameters of type Side

Modifier and Type	Method	Description
static double	MarketQualityMetrics.effectiveSpreadBps(Side takerSide, double price, double midAtExecution)	Effective spread: 2 * sign * (price - mid) / mid — what the taker actually paid.
static BestExecutionAnalyzer.ShortfallDecomposition	BestExecutionAnalyzer.implementationShortfall(Side side, double decisionPrice, double arrivalPrice, double[] fillQty, double[] fillPrice, double unfilledQty, double closePrice)	Decomposes implementation shortfall into its components.
static double	MarketQualityMetrics.priceImpactBps(Side takerSide, double midAtExecution, double midAfterHorizon)	Price impact: how far the mid moved in the taker's direction after the trade (2 * sign * (midAfter - midAtExec) / midAtExec); effective spread ≈ realized spread + price impact.
static double	MarketQualityMetrics.realizedSpreadBps(Side takerSide, double price, double midAfterHorizon)	Realized spread: effective spread measured against the mid some horizon after the trade — the part of the spread the liquidity provider kept after adverse selection.

Constructors in com.quantfinlib.regulatory with parameters of type Side

Modifier	Constructor	Description
	OrderOutcome(String orderId, String venue, Side side, long quantity, double arrivalMid, double executionPrice, long latencyToFillNanos, boolean filled)	Creates an instance of a OrderOutcome record class.

Uses of Side in com.quantfinlib.risk

Methods in com.quantfinlib.risk that return Side

Modifier and Type	Method	Description
Side	PreTradeLimitChecker.OrderRequest.side()	Returns the value of the side record component.

Constructors in com.quantfinlib.risk with parameters of type Side

Modifier	Constructor	Description
	OrderRequest(String symbol, Side side, long quantity, double price, String counterparty)	Creates an instance of a OrderRequest record class.