Uses of Package
com.quantfinlib.execution

Packages that use com.quantfinlib.execution

Package	Description
com.quantfinlib.backtest	Bar-based backtesting engines, execution models and performance analytics.
com.quantfinlib.execution	Order routing, execution algorithms and the venue models they learn from.

Classes in com.quantfinlib.execution used by com.quantfinlib.backtest

Class	Description
BenchmarkExecutor.Benchmark	The benchmark this parent is measured against.

Classes in com.quantfinlib.execution used by com.quantfinlib.execution

Class	Description
AdaptiveSor	The full-checklist smart order router: where SmartOrderRouter ranks venues purely on fee-adjusted displayed price and HftSor does the same at tick-path speed, this router prices in everything a production SOR actually weighs: Displayed liquidity and fees/rebates — the all-in price, as before; Probability of fill / venue reliability — a venue's VenueScorecard fill rate discounts its quote: expected cost adds (1 − fillRate) × missPenalty (the spread-ish cost of re-routing a faded child), and venues below a reliability floor are vetoed outright; Latency — slower venues pay latency × urgency: in a moving market, microseconds of delay are adverse selection.
AdaptiveSor.Config	Tunable penalties; AdaptiveSor.Config.defaults() is a sane starting point.
AdaptiveSor.RoutingDecision	The routed plan: lit legs cover up to the requested quantity (best-expected-cost first); probes are additive contingent dark legs sent alongside; unrouted is the shortfall no eligible lit venue could absorb (0 on a fully routed order).
BenchmarkExecutor	The dynamic benchmark execution algorithm: one stateful executor that works a parent order toward any of the standard benchmarks (VWAP, TWAP, Arrival Price, Implementation Shortfall, Closing Price, Opening Price, and Participation (POV)).
BenchmarkExecutor.Benchmark	The benchmark this parent is measured against.
BenchmarkExecutor.MarketState	A snapshot of the real-time inputs a benchmark algo evaluates.
DarkPoolSimulator.Fill
LiquiditySeekingAlgo.Config	Algorithm settings.
OrderPlacementPolicy.Placement	The decision plus the arithmetic that made it.
OrderPlacementPolicy.PostRegion	The fill-probability region where posting beats crossing.
PortfolioExecutor.Config	Execution limits for the portfolio.
Slice	One child slice of an execution schedule.
SmartOrderRouter.RouteLeg	One child order of the routing plan.
SmartOrderRouter.RoutingPlan
SpreadExecutionAlgo.Children	This interval's child quantities, per leg.
VenueBenchmark	Venue benchmarking from execution outcomes: fill rate, latency-to-fill, effective spread paid, and post-trade markout (adverse selection) per venue, ranked by execution quality.
VenueBenchmark.Sample	One routing outcome.
VenueBenchmark.VenueStats
VenueQuote	A venue's dealable top of book for routing.
VenueScorecard	Streaming per-venue execution quality — the equities counterpart of fx.LpScorecard: displayed prices tell you where a venue claims you'll trade; the scorecard tells you what actually happens when you send there.