Uses of Class
com.quantfinlib.orderbook.LimitOrder
Packages that use LimitOrder
Package
Description
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 LimitOrder in com.quantfinlib.orderbook
Methods in com.quantfinlib.orderbook that return LimitOrder