Record Class LiquiditySeekingAlgo.Config

java.lang.Object

java.lang.Record

com.quantfinlib.execution.LiquiditySeekingAlgo.Config

Record Components:

spreadTolerance - how far above forecast still counts as cheap, as a fraction (0.1 = up to 10% over); 0 = strict

maxVolRegime - opportunistic bursts only below this normalized vol regime (0..1), e.g. 0.5

maxImpactBps - opportunistic bursts only below this estimated impact, e.g. 5 bps

maxDepthFraction - burst clip as a fraction of displayed depth, in (0, 1]

forceCompleteFrom - schedule fraction where the completion floor starts ramping, in [0, 1), e.g. 0.7

Enclosing class:

LiquiditySeekingAlgo

public static record LiquiditySeekingAlgo.Config(double spreadTolerance, double maxVolRegime, double maxImpactBps, double maxDepthFraction, double forceCompleteFrom)
extends Record

Constructor Summary

Constructors

Constructor	Description
Config(double spreadTolerance, double maxVolRegime, double maxImpactBps, double maxDepthFraction, double forceCompleteFrom)	Creates an instance of a Config record class.

Method Summary

Modifier and Type	Method	Description
static LiquiditySeekingAlgo.Config	defaults()	10% spread tolerance, vol regime invalid input: '<' 0.5, impact invalid input: '<' 5 bps, 25% clips, floor from 70%.
final boolean	equals(Object o)	Indicates whether some other object is "equal to" this one.
double	forceCompleteFrom()	Returns the value of the forceCompleteFrom record component.
final int	hashCode()	Returns a hash code value for this object.
double	maxDepthFraction()	Returns the value of the maxDepthFraction record component.
double	maxImpactBps()	Returns the value of the maxImpactBps record component.
double	maxVolRegime()	Returns the value of the maxVolRegime record component.
double	spreadTolerance()	Returns the value of the spreadTolerance record component.
final String	toString()	Returns a string representation of this record class.

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Constructor Details

Config

public Config(double spreadTolerance,
 double maxVolRegime,
 double maxImpactBps,
 double maxDepthFraction,
 double forceCompleteFrom)

Creates an instance of a Config record class.

Parameters:

spreadTolerance - the value for the spreadTolerance record component

maxVolRegime - the value for the maxVolRegime record component

maxImpactBps - the value for the maxImpactBps record component

maxDepthFraction - the value for the maxDepthFraction record component

forceCompleteFrom - the value for the forceCompleteFrom record component

Method Details

defaults

public static LiquiditySeekingAlgo.Config defaults()

10% spread tolerance, vol regime invalid input: '<' 0.5, impact invalid input: '<' 5 bps, 25% clips, floor from 70%.

toString

public final String toString()

Returns a string representation of this record class. The representation contains the name of the class, followed by the name and value of each of the record components.

Specified by:

toString in class Record

Returns:

a string representation of this object

hashCode

public final int hashCode()

Returns a hash code value for this object. The value is derived from the hash code of each of the record components.

Specified by:

hashCode in class Record

Returns:

a hash code value for this object

equals

public final boolean equals(Object o)

Indicates whether some other object is "equal to" this one. The objects are equal if the other object is of the same class and if all the record components are equal. All components in this record class are compared with the compare method from their corresponding wrapper classes.

Specified by:

equals in class Record

Parameters:

o - the object with which to compare

Returns:

true if this object is the same as the o argument; false otherwise.

spreadTolerance

public double spreadTolerance()

Returns the value of the spreadTolerance record component.

Returns:

the value of the spreadTolerance record component

maxVolRegime

public double maxVolRegime()

Returns the value of the maxVolRegime record component.

Returns:

the value of the maxVolRegime record component

maxImpactBps

public double maxImpactBps()

Returns the value of the maxImpactBps record component.

Returns:

the value of the maxImpactBps record component

maxDepthFraction

public double maxDepthFraction()

Returns the value of the maxDepthFraction record component.

Returns:

the value of the maxDepthFraction record component

forceCompleteFrom

public double forceCompleteFrom()

Returns the value of the forceCompleteFrom record component.

Returns:

the value of the forceCompleteFrom record component