Record Class Auction.Result

java.lang.Object
java.lang.Record
com.quantfinlib.microstructure.Auction.Result
Enclosing class:
Auction
public static record Auction.Result(double price, long volume, long imbalance) extends Record
Auction outcome: clearing price, matched volume, and leftover imbalance.

  • Constructor Summary

    Constructors
    Constructor
    Description
    Result(double price, long volume, long imbalance)
    Creates an instance of a Result record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    boolean
    hasBuySurplus()
    Positive imbalance = buy surplus, negative = sell surplus.
    final int
    hashCode()
    Returns a hash code value for this object.
    long
    imbalance()
    Returns the value of the imbalance record component.
    double
    price()
    Returns the value of the price record component.
    final String
    toString()
    Returns a string representation of this record class.
    long
    volume()
    Returns the value of the volume record component.

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • Result

      public Result(double price, long volume, long imbalance)
      Creates an instance of a Result record class.
      Parameters:
      price - the value for the price record component
      volume - the value for the volume record component
      imbalance - the value for the imbalance record component

  • Method Details

    • hasBuySurplus

      public boolean hasBuySurplus()
      Positive imbalance = buy surplus, negative = sell surplus.

    • 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.

    • price

      public double price()
      Returns the value of the price record component.
      Returns:
      the value of the price record component

    • volume

      public long volume()
      Returns the value of the volume record component.
      Returns:
      the value of the volume record component

    • imbalance

      public long imbalance()
      Returns the value of the imbalance record component.
      Returns:
      the value of the imbalance record component