Record Class BestExecutionAnalyzer.BestExecutionReport

java.lang.Object
java.lang.Record
com.quantfinlib.regulatory.BestExecutionAnalyzer.BestExecutionReport
Enclosing class:
BestExecutionAnalyzer
public static record BestExecutionAnalyzer.BestExecutionReport(int totalOrders, double fillRate, double avgSlippageBps, double medianLatencyToFillMillis, double atOrBetterThanArrivalPct, Map<String,Double> avgSlippageBpsByVenue) extends Record

  • Constructor Summary

    Constructors
    Constructor
    Description
    BestExecutionReport(int totalOrders, double fillRate, double avgSlippageBps, double medianLatencyToFillMillis, double atOrBetterThanArrivalPct, Map<String,Double> avgSlippageBpsByVenue)
    Creates an instance of a BestExecutionReport record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    atOrBetterThanArrivalPct()
    Returns the value of the atOrBetterThanArrivalPct record component.
    double
    avgSlippageBps()
    Returns the value of the avgSlippageBps record component.
    Map<String,Double>
    avgSlippageBpsByVenue()
    Returns the value of the avgSlippageBpsByVenue record component.
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    double
    fillRate()
    Returns the value of the fillRate record component.
    final int
    hashCode()
    Returns a hash code value for this object.
    double
    medianLatencyToFillMillis()
    Returns the value of the medianLatencyToFillMillis record component.
    final String
    toString()
    Returns a string representation of this record class.
    int
    totalOrders()
    Returns the value of the totalOrders record component.

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • BestExecutionReport

      public BestExecutionReport(int totalOrders, double fillRate, double avgSlippageBps, double medianLatencyToFillMillis, double atOrBetterThanArrivalPct, Map<String,Double> avgSlippageBpsByVenue)
      Creates an instance of a BestExecutionReport record class.
      Parameters:
      totalOrders - the value for the totalOrders record component
      fillRate - the value for the fillRate record component
      avgSlippageBps - the value for the avgSlippageBps record component
      medianLatencyToFillMillis - the value for the medianLatencyToFillMillis record component
      atOrBetterThanArrivalPct - the value for the atOrBetterThanArrivalPct record component
      avgSlippageBpsByVenue - the value for the avgSlippageBpsByVenue 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. Reference components are compared with Objects::equals(Object,Object); primitive components 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.

    • totalOrders

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

    • fillRate

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

    • avgSlippageBps

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

    • medianLatencyToFillMillis

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

    • atOrBetterThanArrivalPct

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

    • avgSlippageBpsByVenue

      public Map<String,Double> avgSlippageBpsByVenue()
      Returns the value of the avgSlippageBpsByVenue record component.
      Returns:
      the value of the avgSlippageBpsByVenue record component