Class HftQuoterBenchmark

java.lang.Object

com.quantfinlib.examples.HftQuoterBenchmark

public final class HftQuoterBenchmark
extends Object

Benchmarks the market-making loop end-to-end, completing the fast-lane benchmark family (HftLatencyBenchmark: publish→strategy, HftOrderBenchmark: tick→order):

   tick on the bus → HftQuoter (mid + inventory skew + tick-grid snap)
        → risk gate ×2 → order ring → venue thread receives BOTH sides
 

Latency is stamped from the original tick timestamp to the venue thread receiving the second side of the quote — the full tick-to-two-sided-quote path a live maker runs, including the grid rounding and the two risk-gate passes.

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

Constructor Summary

Constructors

Constructor	Description
HftQuoterBenchmark()

Method Summary

Modifier and Type	Method	Description
static void	main(String[] args)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

HftQuoterBenchmark

public HftQuoterBenchmark()

Method Details

main

public static void main(String[] args)
                 throws Exception

Throws:

Exception