Class IcebergOrder

java.lang.Object

com.quantfinlib.execution.IcebergOrder

public final class IcebergOrder
extends Object

Iceberg order state machine: shows only a small display tranche of the full quantity and reloads automatically when the visible portion fills. Display sizes can be randomized to make the iceberg harder to detect.

Constructor Summary

Constructors

Constructor	Description
IcebergOrder(long totalQty, long displayQty)
IcebergOrder(long totalQty, long displayQty, double randomizePct, long seed)

Method Summary

Modifier and Type	Method	Description
long	hiddenQty()
boolean	isComplete()
boolean	onFill(long qty)	Records a fill against the visible tranche.
long	remainingQty()
long	visibleQty()

Methods inherited from class java.lang.Object

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

Constructor Details

IcebergOrder

public IcebergOrder(long totalQty,
 long displayQty)

IcebergOrder

public IcebergOrder(long totalQty,
 long displayQty,
 double randomizePct,
 long seed)

Parameters:

randomizePct - display-size jitter, e.g. 0.2 = ±20% (0 = fixed)

Method Details

onFill

public boolean onFill(long qty)

Records a fill against the visible tranche. Returns true when the tranche was exhausted and a fresh one was loaded (i.e. the working order should be re-submitted at the back of the queue).

visibleQty

public long visibleQty()

hiddenQty

public long hiddenQty()

remainingQty

public long remainingQty()

isComplete

public boolean isComplete()