Uses of Class
com.quantfinlib.microstructure.TickSizeSchedule

Packages that use TickSizeSchedule

Package	Description
com.quantfinlib.backtest.tick	Event-driven tick-level backtesting — the level below bars, where queue position decides whether a passive order actually trades: TickBacktester replays QFLT tick files through a TickStrategy with microstructure-aware fills (market orders pay half the spread; limit orders fill on trade-through or earn fills print-by-print against a simulated queue; optional tick-size grid for real-world prices; no fills against the triggering print).
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).
com.quantfinlib.trading	Order entry, two lanes (mirroring marketdata):

Uses of TickSizeSchedule in com.quantfinlib.backtest.tick

Methods in com.quantfinlib.backtest.tick that return TickSizeSchedule

Modifier and Type	Method	Description
TickSizeSchedule	TickBacktester.Config.tickSchedule()	Returns the value of the tickSchedule record component.

Methods in com.quantfinlib.backtest.tick with parameters of type TickSizeSchedule

Modifier and Type	Method	Description
TickBacktester.Config	TickBacktester.Config.withTickSchedule(TickSizeSchedule schedule)	Price-banded ticks: the tick in force is looked up per price.

Constructors in com.quantfinlib.backtest.tick with parameters of type TickSizeSchedule

Modifier	Constructor	Description
	Config(double initialCash, double spreadBps, double commissionBps, long defaultQueueAhead, int equitySampleEvery, double tickSize, TickSizeSchedule tickSchedule)	Creates an instance of a Config record class.

Uses of TickSizeSchedule in com.quantfinlib.microstructure

Methods in com.quantfinlib.microstructure that return TickSizeSchedule

Modifier and Type	Method	Description
TickSizeSchedule	TickSizeSchedule.Builder.build()
static TickSizeSchedule	TickSizeSchedule.esmaStyle(int liquidityBand)	ESMA-style generated schedule: within each price decade the bands [1,2), [2,5), [5,10) carry ticks in a 1-2-5 progression, all scaled up by one decade per liquidityBand step (0 = most liquid).
static TickSizeSchedule	TickSizeSchedule.flat(double tick)	Single flat tick for every price (US-equity style).

Uses of TickSizeSchedule in com.quantfinlib.trading

Methods in com.quantfinlib.trading that return TickSizeSchedule

Modifier and Type	Method	Description
TickSizeSchedule	HftQuoter.Config.tickSchedule()	Returns the value of the tickSchedule record component.

Methods in com.quantfinlib.trading with parameters of type TickSizeSchedule

Modifier and Type	Method	Description
HftQuoter.Config	HftQuoter.Config.withTickSchedule(TickSizeSchedule schedule)

Constructors in com.quantfinlib.trading with parameters of type TickSizeSchedule

Modifier	Constructor	Description
	Config(long quoteSize, double halfSpread, double skewPerUnit, long minRequoteIntervalNanos, double minMove, TickSizeSchedule tickSchedule)	Creates an instance of a Config record class.