Record Class BookAnalytics.SweepResult

java.lang.Object
java.lang.Record
com.quantfinlib.orderbook.BookAnalytics.SweepResult
Enclosing class:
BookAnalytics
public static record BookAnalytics.SweepResult(long filledQty, double avgPrice, double impactBps, int levelsConsumed) extends Record
Result of simulating a sweep: what a marketable order of that size would pay.

  • Constructor Summary

    Constructors
    Constructor
    Description
    SweepResult(long filledQty, double avgPrice, double impactBps, int levelsConsumed)
    Creates an instance of a SweepResult record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    avgPrice()
    Returns the value of the avgPrice record component.
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    long
    filledQty()
    Returns the value of the filledQty record component.
    final int
    hashCode()
    Returns a hash code value for this object.
    double
    impactBps()
    Returns the value of the impactBps record component.
    int
    levelsConsumed()
    Returns the value of the levelsConsumed record component.
    final String
    toString()
    Returns a string representation of this record class.

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • SweepResult

      public SweepResult(long filledQty, double avgPrice, double impactBps, int levelsConsumed)
      Creates an instance of a SweepResult record class.
      Parameters:
      filledQty - the value for the filledQty record component
      avgPrice - the value for the avgPrice record component
      impactBps - the value for the impactBps record component
      levelsConsumed - the value for the levelsConsumed record component

  • Method Details

    • 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.

    • filledQty

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

    • avgPrice

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

    • impactBps

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

    • levelsConsumed

      public int levelsConsumed()
      Returns the value of the levelsConsumed record component.
      Returns:
      the value of the levelsConsumed record component