Uses of Record Class
com.quantfinlib.execution.VenueQuote

Packages that use VenueQuote

Package	Description
com.quantfinlib.execution	Order routing, execution algorithms and the venue models they learn from.

Uses of VenueQuote in com.quantfinlib.execution

Method parameters in com.quantfinlib.execution with type arguments of type VenueQuote

Modifier and Type	Method	Description
AdaptiveSor.RoutingDecision	AdaptiveSor.route(Side side, long quantity, List<VenueQuote> venues)	Routes a marketable parent of quantity.
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.