Class HftOrderBenchmark

java.lang.Object
com.quantfinlib.examples.HftOrderBenchmark
public final class HftOrderBenchmark extends Object
Benchmarks the fast-lane order path, mirroring HftLatencyBenchmark:
  1. Risk gate: ns per pre-trade check (tight loop).
  2. Submit-to-venue: paced one-in-flight latency from HftOrderGateway.submit() to the venue thread receiving the order.
  3. Tick-to-order end-to-end: market tick published on the HftMarketDataBus → strategy (2×EMA) on the bus consumer thread → risk check → order ring → venue thread. The full loop a live system runs, measured with the original tick timestamp.
  4. Throughput: sustained orders/second under backpressure.

Run: java -Xms512m -Xmx512m -XX:+AlwaysPreTouch -cp target/classes com.quantfinlib.examples.HftOrderBenchmark

  • Constructor Details

    • HftOrderBenchmark

      public HftOrderBenchmark()

  • Method Details