Uses of Record Class
com.quantfinlib.execution.AdaptiveSor.Config
Packages that use AdaptiveSor.Config
Package
Description
Order routing, execution algorithms and the venue models they learn
from.
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Uses of AdaptiveSor.Config in com.quantfinlib.execution
Methods in com.quantfinlib.execution that return AdaptiveSor.ConfigModifier and TypeMethodDescriptionstatic AdaptiveSor.ConfigAdaptiveSor.Config.defaults()missPenalty 2 bps (≈ re-cross half a spread), urgency 1 bp/ms of latency, veto below 50% fill rate, 5,000-share default dark probe, dark capped at half the parent.Constructors in com.quantfinlib.execution with parameters of type AdaptiveSor.Config