Uses of Package
com.quantfinlib.execution

Packages that use com.quantfinlib.execution

Package	Description
com.quantfinlib.backtest	Bar-based backtesting.
com.quantfinlib.execution	Execution strategy support: SmartOrderRouter (fee-adjusted multi-venue splitting, dark-first option), its zero-allocation hot-lane sibling HftSor, and the full-checklist AdaptiveSor (expected-cost routing over displayed + hidden liquidity, fees/rebates, latency, fill probability and a reliability veto, with contingent dark probes) learning from VenueScorecard (streaming per-venue fill rate, measured latency, realized dark fills), TwapScheduler / VwapScheduler (schedule design with anti-gaming jitter and exact largest-remainder allocation), PovTracker (streaming percentage-of-volume participation), ImplementationShortfallScheduler (Almgren-Chriss-optimal slicing), WmrFixingScheduler (benchmark-window TWAP replication), BenchmarkExecutor (the DYNAMIC benchmark algo: one stateful executor tracking VWAP / TWAP / Arrival / Implementation Shortfall / Closing / Opening / Participation, re-deciding each interval from live spread, depth, volatility, volume curve, alpha and liquidity — cross-asset), LiquiditySeekingAlgo (the opportunistic archetype: burst when the spread is under its time-of-day forecast in a calm regime, guaranteed by a completion floor over the final stretch), PortfolioExecutor (multi-symbol portfolio-level scheduling over per-symbol BenchmarkExecutor children: leg-balance band for two-sided transitions, per-interval notional budget allocated risk-weighted — overlays only ever damp a child's own due, so per-symbol benchmark integrity holds), IcebergOrder (display/reload state machine), DarkPoolSimulator (midpoint cross with minimum-execution-quantity), MidPegTracker (peg repricing with thresholds) and VenueBenchmark (fill rate, effective spread, markout per venue).

Classes in com.quantfinlib.execution used by com.quantfinlib.backtest

Class	Description
BenchmarkExecutor.Benchmark	The benchmark this parent is measured against.

Classes in com.quantfinlib.execution used by com.quantfinlib.execution

Class	Description
AdaptiveSor.Config	Tunable penalties; AdaptiveSor.Config.defaults() is a sane starting point.
AdaptiveSor.RoutingDecision	The routed plan: lit legs cover up to the requested quantity (best-expected-cost first); probes are additive contingent dark legs sent alongside; unrouted is the shortfall no eligible lit venue could absorb (0 on a fully routed order).
BenchmarkExecutor	The dynamic benchmark execution algorithm: one stateful executor that works a parent order toward any of the standard benchmarks — VWAP, TWAP, Arrival Price, Implementation Shortfall, Closing Price, Opening Price, and Participation (POV) — and, unlike a precomputed slice list (TwapScheduler, VwapScheduler, ImplementationShortfallScheduler), re-decides every interval from live market state.
BenchmarkExecutor.Benchmark	The benchmark this parent is measured against.
BenchmarkExecutor.MarketState	A snapshot of the real-time inputs a benchmark algo evaluates.
DarkPoolSimulator.Fill
LiquiditySeekingAlgo.Config
OrderPlacementPolicy.Placement	The decision plus the arithmetic that made it.
OrderPlacementPolicy.PostRegion	The fill-probability REGION where posting beats crossing.
PortfolioExecutor.Config
Slice	One child slice of an execution schedule.
SmartOrderRouter.RouteLeg	One child order of the routing plan.
SmartOrderRouter.RoutingPlan
SpreadExecutionAlgo.Children	This interval's child quantities, per leg.
VenueBenchmark	Venue benchmarking from execution outcomes: fill rate, latency-to-fill, effective spread paid, and post-trade markout (adverse selection) per venue, ranked by execution quality.
VenueBenchmark.Sample	One routing outcome.
VenueBenchmark.VenueStats
VenueQuote	A venue's dealable top of book for routing.
VenueScorecard	Streaming per-venue execution quality — the equities counterpart of fx.LpScorecard: displayed prices tell you where a venue CLAIMS you'll trade; the scorecard tells you what actually happens when you send there.