Record Class Execution

java.lang.Object
java.lang.Record
com.quantfinlib.microstructure.Execution
public record Execution(String symbol, Side side, double price, long quantity, long timestampNanos, String venue) extends Record
A matched trade (fill) for TCA and venue analytics.

  • Constructor Summary

    Constructors
    Constructor
    Description
    Execution(String symbol, Side side, double price, long quantity, long timestampNanos, String venue)
    Creates an instance of a Execution record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    final int
    hashCode()
    Returns a hash code value for this object.
    double
    notional()
     
    double
    price()
    Returns the value of the price record component.
    long
    quantity()
    Returns the value of the quantity record component.
    Side
    side()
    Returns the value of the side record component.
    String
    symbol()
    Returns the value of the symbol record component.
    long
    timestampNanos()
    Returns the value of the timestampNanos record component.
    final String
    toString()
    Returns a string representation of this record class.
    String
    venue()
    Returns the value of the venue record component.

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • Execution

      public Execution(String symbol, Side side, double price, long quantity, long timestampNanos, String venue)
      Creates an instance of a Execution record class.
      Parameters:
      symbol - the value for the symbol record component
      side - the value for the side record component
      price - the value for the price record component
      quantity - the value for the quantity record component
      timestampNanos - the value for the timestampNanos record component
      venue - the value for the venue record component

  • Method Details

    • notional

      public double notional()

    • 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. Reference components are compared with Objects::equals(Object,Object); primitive components 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.

    • symbol

      public String symbol()
      Returns the value of the symbol record component.
      Returns:
      the value of the symbol record component

    • side

      public Side side()
      Returns the value of the side record component.
      Returns:
      the value of the side record component

    • price

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

    • quantity

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

    • timestampNanos

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

    • venue

      public String venue()
      Returns the value of the venue record component.
      Returns:
      the value of the venue record component