Uses of Interface
com.quantfinlib.orderbook.HftOrderBook.TradeSink

Packages that use HftOrderBook.TradeSink
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).