Uses of Record Class
com.quantfinlib.orderbook.BookAnalytics.SweepResult

Packages that use BookAnalytics.SweepResult

Package

Description

com.quantfinlib.orderbook

Limit order book modeling, in two deliberate lanes: OrderBook is the research-grade model (price-time-priority matching with cancels, partial fills, queue-position queries and order-to-trade counters — readable TreeMap/object internals); HftOrderBook is the venue-grade core (dense integer-tick price ladder with occupancy bitmaps, pooled intrusive order nodes, primitive open-addressing id map, zero allocation — ~204 ns/op, 10M+ fills/sec measured by HftBookBenchmark).

Uses of BookAnalytics.SweepResult in com.quantfinlib.orderbook

Methods in com.quantfinlib.orderbook that return BookAnalytics.SweepResult

Modifier and Type	Method	Description
static BookAnalytics.SweepResult	BookAnalytics.sweep(OrderBook book, Side takerSide, long quantity)	Simulates (without mutating the book) sweeping quantity with a marketable order on takerSide: returns achievable fill, VWAP fill price, and impact versus the pre-sweep mid.