Class CircuitBreakers.Luld

java.lang.Object

com.quantfinlib.microstructure.CircuitBreakers.Luld

Enclosing class:

CircuitBreakers

public static final class CircuitBreakers.Luld
extends Object

The LULD limit-state machine for one symbol: enters a limit state when the inside quote pins a band edge, converts to a 5-minute pause when the limit state persists 15 seconds, and exits the pause after it elapses. Single-writer, zero allocation.

Constructor Summary

Constructors

Constructor	Description
Luld(boolean tier1)

Method Summary

Modifier and Type	Method	Description
double	lowerBand()
CircuitBreakers.LuldState	onNbbo(double nbb, double nbo, long timestampNanos)	NBBO update; returns the state after applying it.
long	pauseCount()
void	reference(double referencePrice, boolean widened)	New reference price (the plan recomputes it as a 5-minute average).
CircuitBreakers.LuldState	state()	Last observed state WITHOUT pause expiry; prefer state(long) when a paused symbol may be quote-silent.
CircuitBreakers.LuldState	state(long nowNanos)	Current state as of nowNanos, applying pause expiry — paused symbols are exactly the ones that stop quoting, so expiry must be pollable rather than waiting for the next quote.
double	upperBand()

Methods inherited from class java.lang.Object

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

Constructor Details

Luld

public Luld(boolean tier1)

Method Details

reference

public void reference(double referencePrice,
 boolean widened)

New reference price (the plan recomputes it as a 5-minute average).

onNbbo

public CircuitBreakers.LuldState onNbbo(double nbb,
 double nbo,
 long timestampNanos)

NBBO update; returns the state after applying it. Prices are in the same units as the reference.

state

public CircuitBreakers.LuldState state(long nowNanos)

Current state as of nowNanos, applying pause expiry — paused symbols are exactly the ones that stop quoting, so expiry must be pollable rather than waiting for the next quote.

state

public CircuitBreakers.LuldState state()

Last observed state WITHOUT pause expiry; prefer state(long) when a paused symbol may be quote-silent.

lowerBand

public double lowerBand()

upperBand

public double upperBand()

pauseCount

public long pauseCount()