Uses of Enum Class
com.quantfinlib.microstructure.CircuitBreakers.LuldState

Packages that use CircuitBreakers.LuldState

Package

Description

com.quantfinlib.microstructure

Market microstructure analytics: MarketImpactModel (square-root law + Almgren-Chriss temporary/permanent decomposition), AlmgrenChriss (closed-form optimal execution trajectories on the cost/risk frontier), QueueModel (fill probability from queue position and latency advantage), TransactionCostAnalyzer (implementation shortfall, slippage vs VWAP, effective spread per fill), TickSizeSchedule (banded price grids) and Auction (call uncross).

Uses of CircuitBreakers.LuldState in com.quantfinlib.microstructure

Subclasses with type arguments of type CircuitBreakers.LuldState in com.quantfinlib.microstructure

Modifier and Type	Class	Description
static enum	CircuitBreakers.LuldState	LULD per-symbol state.

Methods in com.quantfinlib.microstructure that return CircuitBreakers.LuldState

Modifier and Type	Method	Description
CircuitBreakers.LuldState	CircuitBreakers.Luld.onNbbo(double nbb, double nbo, long timestampNanos)	NBBO update; returns the state after applying it.
CircuitBreakers.LuldState	CircuitBreakers.Luld.state()	Last observed state WITHOUT pause expiry; prefer CircuitBreakers.Luld.state(long) when a paused symbol may be quote-silent.
CircuitBreakers.LuldState	CircuitBreakers.Luld.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.
static CircuitBreakers.LuldState	CircuitBreakers.LuldState.valueOf(String name)	Returns the enum constant of this class with the specified name.
static CircuitBreakers.LuldState[]	CircuitBreakers.LuldState.values()	Returns an array containing the constants of this enum class, in the order they are declared.