Uses of Enum Class
com.quantfinlib.orderbook.Side

Packages that use Side

Package	Description
com.quantfinlib.backtest	Bar-based backtesting.
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.execution	Execution strategy support: SmartOrderRouter (fee-adjusted multi-venue splitting, dark-first option), its zero-allocation hot-lane sibling HftSor, and the full-checklist AdaptiveSor (expected-cost routing over displayed + hidden liquidity, fees/rebates, latency, fill probability and a reliability veto, with contingent dark probes) learning from VenueScorecard (streaming per-venue fill rate, measured latency, realized dark fills), TwapScheduler / VwapScheduler (schedule design with anti-gaming jitter and exact largest-remainder allocation), PovTracker (streaming percentage-of-volume participation), ImplementationShortfallScheduler (Almgren-Chriss-optimal slicing), WmrFixingScheduler (benchmark-window TWAP replication), BenchmarkExecutor (the DYNAMIC benchmark algo: one stateful executor tracking VWAP / TWAP / Arrival / Implementation Shortfall / Closing / Opening / Participation, re-deciding each interval from live spread, depth, volatility, volume curve, alpha and liquidity — cross-asset), LiquiditySeekingAlgo (the opportunistic archetype: burst when the spread is under its time-of-day forecast in a calm regime, guaranteed by a completion floor over the final stretch), PortfolioExecutor (multi-symbol portfolio-level scheduling over per-symbol BenchmarkExecutor children: leg-balance band for two-sided transitions, per-interval notional budget allocated risk-weighted — overlays only ever damp a child's own due, so per-symbol benchmark integrity holds), IcebergOrder (display/reload state machine), DarkPoolSimulator (midpoint cross with minimum-execution-quantity), MidPegTracker (peg repricing with thresholds) and VenueBenchmark (fill rate, effective spread, markout per venue).
com.quantfinlib.fix	Zero-dependency FIX 4.4 engine.
com.quantfinlib.marketdata	Market data transport, two lanes:
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.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).
com.quantfinlib.regulatory	Benchmark and regulatory metrics: FixAnalyzer (WM/Reuters-style fix calculation and "banging the close" screening), BestExecutionAnalyzer (MiFID II-style slippage, latency-to-fill and per-venue reporting) and MarketQualityMetrics (quoted/effective/realized spread, price impact, order-to-trade ratio).
com.quantfinlib.risk	Risk: measurement, decomposition, credit/limits, and model validation.
com.quantfinlib.sbe	SBE-style binary wire codecs and channel adapters — the professional-grade alternative to the text edges (JSON WebSocket in, FIX tag-value out): TradeFlyweight, OrderFlyweight and QuoteFlyweight encode/decode at fixed buffer offsets with zero allocation, zero parsing and zero copying; BinaryMarketDataClient feeds the HftMarketDataBus from a binary stream and BinaryOrderPublisher/BinaryOrderReceiver carry gateway orders over a binary channel.
com.quantfinlib.trading	Order entry, two lanes (mirroring marketdata):

Uses of Side in com.quantfinlib.backtest

Methods in com.quantfinlib.backtest that return Side

Modifier and Type	Method	Description
Side	ParentOrder.side()	Returns the value of the side record component.

Methods in com.quantfinlib.backtest with parameters of type Side

Modifier and Type	Method	Description
List<Execution>	ExecutionModel.execute(Side side, long requestedQty, BarSeries series, int index)	Executes up to requestedQty on this bar.
List<Execution>	IcebergExecution.execute(Side side, long requestedQty, BarSeries series, int index)
List<Execution>	InstantExecution.execute(Side side, long requestedQty, BarSeries series, int index)
List<Execution>	LastLookExecution.execute(Side side, long requestedQty, BarSeries series, int index)
List<Execution>	SorExecution.execute(Side side, long requestedQty, BarSeries series, int index)
default void	ExecutionModel.onParentOrder(Side side, long totalQuantity, int signalIndex)	Notification that a new parent order has been created (entry or exit).
void	IcebergExecution.onParentOrder(Side side, long totalQuantity, int signalIndex)
void	LastLookExecution.onParentOrder(Side side, long totalQuantity, int signalIndex)
ExecutionAlgoBacktester.Result	ExecutionAlgoBacktester.run(BarSeries series, Side side, long parentQty, BenchmarkExecutor.Benchmark benchmark)	ExecutionAlgoBacktester.run(com.quantfinlib.core.BarSeries, com.quantfinlib.orderbook.Side, long, com.quantfinlib.execution.BenchmarkExecutor.Benchmark, double) for the time/volume benchmarks (no POV rate needed).
ExecutionAlgoBacktester.Result	ExecutionAlgoBacktester.run(BarSeries series, Side side, long parentQty, BenchmarkExecutor.Benchmark benchmark, double povRate)	Works parentQty through the session under benchmark and grades it.

Constructors in com.quantfinlib.backtest with parameters of type Side

Modifier	Constructor	Description
	ParentOrder(Side side, int signalIndex, double arrivalPrice, String reason, List<Execution> fills, int[] fillBarIndices)	Creates an instance of a ParentOrder record class.

Uses of Side in com.quantfinlib.backtest.tick

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

Modifier and Type	Method	Description
long	TickBacktester.submitLimit(int symbolId, Side side, double price, long quantity)
long	TickTradingContext.submitLimit(int symbolId, Side side, double price, long quantity)	Places a passive limit order.
long	TickBacktester.submitMarket(int symbolId, Side side, long quantity)
long	TickTradingContext.submitMarket(int symbolId, Side side, long quantity)	Immediate execution at the last trade price plus half the configured spread (aggressor pays the spread).

Uses of Side in com.quantfinlib.execution

Methods in com.quantfinlib.execution that return Side

Modifier and Type	Method	Description
Side	BenchmarkExecutor.side()
Side	VenueBenchmark.Sample.side()	Returns the value of the side record component.

Methods in com.quantfinlib.execution with parameters of type Side

Modifier and Type	Method	Description
static BenchmarkExecutor	BenchmarkExecutor.of(Side side, long parentQty, BenchmarkExecutor.Benchmark benchmark)	Sensible defaults: alpha urgency 1 (a full-scale normalized alpha of ±1 doubles/halves the pace — smooth, never rail-pinned), child capped at 25% of displayed depth.
static BenchmarkExecutor	BenchmarkExecutor.pov(Side side, long parentQty, double participationRate)	POV convenience.
long	DarkPoolSimulator.restingQty(Side side)	Total hidden resting quantity on a side (for simulation introspection only).
AdaptiveSor.RoutingDecision	AdaptiveSor.route(Side side, long quantity, List<VenueQuote> venues)	Routes a marketable parent of quantity.
long	HftSor.route(Side side, long quantity, int limitTick, long[] outQty)	Routes a marketable order across venues by best all-in price (quote ± fee), splitting at displayed size.
static SmartOrderRouter.RoutingPlan	SmartOrderRouter.route(Side side, long quantity, List<VenueQuote> venues, boolean preferDark)
List<DarkPoolSimulator.Fill>	DarkPoolSimulator.submit(Side side, long quantity, long minExecutionQty)	Submits an order: crosses immediately against resting contra interest at the current mid (time priority), then rests the remainder.

Constructors in com.quantfinlib.execution with parameters of type Side

Modifier	Constructor	Description
	BenchmarkExecutor(Side side, long parentQty, BenchmarkExecutor.Benchmark benchmark, double participationRate, double alphaUrgency, double maxDepthFraction)
	MidPegTracker(Side side, double offset, double limitPrice, double repriceThreshold)
	Sample(String venue, Side side, double price, long quantity, double midAtExec, double midAfterHorizon, long latencyToFillNanos, boolean filled)	Creates an instance of a Sample record class.

Uses of Side in com.quantfinlib.fix

Methods in com.quantfinlib.fix that return Side

Modifier and Type	Method	Description
Side	ExecutionReport.side()	Returns the value of the side record component.
Side	NewOrderSingle.side()	Returns the value of the side record component.
Side	OrderCancelReplaceRequest.side()	Returns the value of the side record component.
Side	OrderCancelRequest.side()	Returns the value of the side record component.

Methods in com.quantfinlib.fix with parameters of type Side

Modifier and Type	Method	Description
int	FixOrderEncoder.encodeLimit(long msgSeqNum, long clOrdId, int symbolId, Side side, long quantity, long priceMantissa, int priceDecimals, long epochMillis)	Encodes a limit NewOrderSingle into the reusable buffer.
int	FixOrderEncoder.encodeMarket(long msgSeqNum, long clOrdId, int symbolId, Side side, long quantity, long epochMillis)	Market NewOrderSingle (40=1, no price tag).
String	FixSession.sendNewOrderSingle(String clOrdId, String symbol, Side side, long quantity, double limitPrice, char timeInForce)	Sends a NewOrderSingle.
String	FixSession.sendOrderCancelReplace(String clOrdId, String origClOrdId, String symbol, Side side, long quantity, double limitPrice, char timeInForce)	Sends an OrderCancelReplaceRequest (35=G); limitPrice = NaN = market.
String	FixSession.sendOrderCancelRequest(String clOrdId, String origClOrdId, String symbol, Side side, long quantity)	Sends an OrderCancelRequest (35=F) for a working order.

Constructors in com.quantfinlib.fix with parameters of type Side

Modifier	Constructor	Description
	ExecutionReport(String orderId, String execId, char execType, char ordStatus, String clOrdId, String symbol, Side side, double lastQty, double lastPrice, double cumQty, double leavesQty, double avgPrice)	Creates an instance of a ExecutionReport record class.
	NewOrderSingle(String clOrdId, String symbol, Side side, long quantity, char ordType, double price, char timeInForce)	Creates an instance of a NewOrderSingle record class.
	OrderCancelReplaceRequest(String clOrdId, String origClOrdId, String symbol, Side side, long quantity, char ordType, double price, char timeInForce)	Creates an instance of a OrderCancelReplaceRequest record class.
	OrderCancelRequest(String clOrdId, String origClOrdId, String symbol, Side side, long quantity)	Creates an instance of a OrderCancelRequest record class.

Uses of Side in com.quantfinlib.marketdata

Methods in com.quantfinlib.marketdata with parameters of type Side

Modifier and Type	Method	Description
boolean	L3BookBuilder.onAdd(long ref, Side side, long shares, int priceTick)	Add order: appends to its level's FIFO.
long	L3BookBuilder.qtyAtTick(Side side, int priceTick)	Resting quantity at an absolute tick (0 when off-band or empty).
int	L3BookBuilder.snapshot(Side side, int[] outTicks, long[] outQtys)	Depth snapshot into caller arrays, best-first; returns levels written.

Uses of Side in com.quantfinlib.microstructure

Methods in com.quantfinlib.microstructure that return Side

Modifier and Type	Method	Description
Side	Execution.side()	Returns the value of the side record component.

Constructors in com.quantfinlib.microstructure with parameters of type Side

Modifier	Constructor	Description
	Execution(String symbol, Side side, double price, long quantity, long timestampNanos, String venue)	Creates an instance of a Execution record class.

Uses of Side in com.quantfinlib.orderbook

Subclasses with type arguments of type Side in com.quantfinlib.orderbook

Modifier and Type	Class	Description
enum	Side	Order side.

Methods in com.quantfinlib.orderbook that return Side

Modifier and Type	Method	Description
Side	Side.opposite()
Side	LimitOrder.side()
static Side	Side.valueOf(String name)	Returns the enum constant of this class with the specified name.
static Side[]	Side.values()	Returns an array containing the constants of this enum class, in the order they are declared.

Methods in com.quantfinlib.orderbook with parameters of type Side

Modifier and Type	Method	Description
long	OrderBook.depth(Side side, int maxLevels)	Total resting quantity on a side across its best maxLevels.
static long	BookAnalytics.depthWithinBps(OrderBook book, Side side, double bps)	Resting quantity on a side priced within bps of the mid.
List<double[]>	OrderBook.levels(Side side, int maxLevels)	Price/quantity pairs for the given side's best maxLevels (side = the resting liquidity side: BUY returns bids).
long	HftOrderBook.qtyAtTick(Side side, int priceTick)	Resting quantity at an absolute tick (0 when off-band or empty).
int	HftOrderBook.snapshot(Side side, int[] outTicks, long[] outQtys)	Depth snapshot into caller-provided arrays (absolute ticks + level quantities, best-first): zero allocation.
long	HftOrderBook.submitFok(Side side, int priceTick, long quantity, long timestampNanos)	Fill-or-kill: executes the full quantity within the limit price or does nothing at all.
long	HftOrderBook.submitIoc(Side side, int priceTick, long quantity, long timestampNanos)	Immediate-or-cancel: a price-limited taker — matches while it crosses, and the remainder expires instead of resting.
long	HftOrderBook.submitLimit(Side side, int priceTick, long quantity, long timestampNanos)	Limit order: matches against the opposite side while it crosses, rests any remainder at priceTick.
long	OrderBook.submitLimit(Side side, double price, long quantity, long timestampNanos)	Submits a limit order: matches any crossing liquidity, then rests the remainder.
long	HftOrderBook.submitMarket(Side side, long quantity, long timestampNanos)	Market order: matches against the whole opposite book, never rests.
long	OrderBook.submitMarket(Side side, long quantity, long timestampNanos)	Submits a market order; any unfilled remainder is discarded.
long	HftOrderBook.submitPostOnly(Side side, int priceTick, long quantity, long timestampNanos)	Post-only (add-liquidity-only) limit order: rests at priceTick, or is rejected with HftOrderBook.REJECT_WOULD_CROSS when it would trade on arrival — the maker-fee-preserving order type.
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.

Uses of Side in com.quantfinlib.regulatory

Methods in com.quantfinlib.regulatory that return Side

Modifier and Type	Method	Description
Side	BestExecutionAnalyzer.OrderOutcome.side()	Returns the value of the side record component.

Methods in com.quantfinlib.regulatory with parameters of type Side

Modifier and Type	Method	Description
static double	MarketQualityMetrics.effectiveSpreadBps(Side takerSide, double price, double midAtExecution)	Effective spread: 2 * sign * (price - mid) / mid — what the taker actually paid.
static double	MarketQualityMetrics.priceImpactBps(Side takerSide, double midAtExecution, double midAfterHorizon)	Price impact: how far the mid moved in the taker's direction after the trade (2 * sign * (midAfter - midAtExec) / midAtExec); effective spread ≈ realized spread + price impact.
static double	MarketQualityMetrics.realizedSpreadBps(Side takerSide, double price, double midAfterHorizon)	Realized spread: effective spread measured against the mid some horizon after the trade — the part of the spread the liquidity provider kept after adverse selection.

Constructors in com.quantfinlib.regulatory with parameters of type Side

Modifier	Constructor	Description
	OrderOutcome(String orderId, String venue, Side side, long quantity, double arrivalMid, double executionPrice, long latencyToFillNanos, boolean filled)	Creates an instance of a OrderOutcome record class.

Uses of Side in com.quantfinlib.risk

Methods in com.quantfinlib.risk that return Side

Modifier and Type	Method	Description
Side	PreTradeLimitChecker.OrderRequest.side()	Returns the value of the side record component.

Constructors in com.quantfinlib.risk with parameters of type Side

Modifier	Constructor	Description
	OrderRequest(String symbol, Side side, long quantity, double price, String counterparty)	Creates an instance of a OrderRequest record class.

Uses of Side in com.quantfinlib.sbe

Methods in com.quantfinlib.sbe that return Side

Modifier and Type	Method	Description
Side	OrderFlyweight.side()

Methods in com.quantfinlib.sbe with parameters of type Side

Modifier and Type	Method	Description
OrderFlyweight	OrderFlyweight.encode(long orderId, int symbolId, Side side, long quantity, double price, long timestampNanos)	Encodes a full order message at the wrap position (writes the type header).
void	BinaryOrderPublisher.onOrder(long orderId, int symbolId, Side side, long quantity, double price, long timestampNanos)

Uses of Side in com.quantfinlib.trading

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

Modifier and Type	Method	Description
int	HftRiskGate.check(int symbolId, Side side, long quantity, double price)	Validates one order.
void	HftRiskGate.onFill(int symbolId, Side side, long quantity)	Applies a fill to the position book — callable from the venue-ack thread (atomic add: concurrent fill sources cannot lose updates).
void	OrderGateway.ExecutionListener.onFill(long orderId, String symbol, Side side, double price, long quantity, long timestampNanos)
void	OrderListener.onOrder(long orderId, int symbolId, Side side, long quantity, double price, long timestampNanos)
boolean	OrderRingBuffer.publish(long orderId, int symbolId, Side side, long quantity, double price, long timestampNanos)	Producer side (trading thread).
long	HftOrderGateway.submit(int symbolId, Side side, long quantity, double price, long timestampNanos)	Risk-checks and submits one order.
long	OrderGateway.submitLimit(String symbol, Side side, long quantity, double price)	Submits a limit order; returns the order id (status may be REJECTED).
long	PaperTradingGateway.submitLimit(String symbol, Side side, long quantity, double price)
long	OrderGateway.submitMarket(String symbol, Side side, long quantity)	Submits a market order for immediate execution at the touch.
long	PaperTradingGateway.submitMarket(String symbol, Side side, long quantity)