Uses of Class
com.quantfinlib.microstructure.Auction

Packages that use Auction

Package	Description
com.quantfinlib.microstructure	Market microstructure analytics: impact, liquidity, order-flow signals and intraday curves.

Uses of Auction in com.quantfinlib.microstructure

Methods in com.quantfinlib.microstructure that return Auction

Modifier and Type	Method	Description
Auction	Auction.addBuy(double limitPrice, long quantity)	Adds a buy limit order to the call book.
Auction	Auction.addMarketBuy(long quantity)	Adds a market-on-auction buy (eligible at any clearing price).
Auction	Auction.addMarketSell(long quantity)	Adds a market-on-auction sell.
Auction	Auction.addSell(double limitPrice, long quantity)	Adds a sell limit order to the call book.