Record Class BestExecutionAnalyzer.OrderOutcome

java.lang.Object
java.lang.Record
com.quantfinlib.regulatory.BestExecutionAnalyzer.OrderOutcome
Enclosing class:
BestExecutionAnalyzer
public static record BestExecutionAnalyzer.OrderOutcome(String orderId, String venue, Side side, long quantity, double arrivalMid, double executionPrice, long latencyToFillNanos, boolean filled) extends Record
One parent order outcome. Unfilled orders: filled=false, price/latency ignored.

  • Constructor Summary

    Constructors
    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.

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    arrivalMid()
    Returns the value of the arrivalMid record component.
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    double
    executionPrice()
    Returns the value of the executionPrice record component.
    boolean
    filled()
    Returns the value of the filled record component.
    final int
    hashCode()
    Returns a hash code value for this object.
    long
    latencyToFillNanos()
    Returns the value of the latencyToFillNanos record component.
    String
    orderId()
    Returns the value of the orderId record component.
    long
    quantity()
    Returns the value of the quantity record component.
    Side
    side()
    Returns the value of the side record component.
    final String
    toString()
    Returns a string representation of this record class.
    String
    venue()
    Returns the value of the venue record component.

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • OrderOutcome

      public 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.
      Parameters:
      orderId - the value for the orderId record component
      venue - the value for the venue record component
      side - the value for the side record component
      quantity - the value for the quantity record component
      arrivalMid - the value for the arrivalMid record component
      executionPrice - the value for the executionPrice record component
      latencyToFillNanos - the value for the latencyToFillNanos record component
      filled - the value for the filled 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.

    • orderId

      public String orderId()
      Returns the value of the orderId record component.
      Returns:
      the value of the orderId record component

    • venue

      public String venue()
      Returns the value of the venue record component.
      Returns:
      the value of the venue record component

    • side

      public Side side()
      Returns the value of the side record component.
      Returns:
      the value of the side record component

    • quantity

      public long quantity()
      Returns the value of the quantity record component.
      Returns:
      the value of the quantity record component

    • arrivalMid

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

    • executionPrice

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

    • latencyToFillNanos

      public long latencyToFillNanos()
      Returns the value of the latencyToFillNanos record component.
      Returns:
      the value of the latencyToFillNanos record component

    • filled

      public boolean filled()
      Returns the value of the filled record component.
      Returns:
      the value of the filled record component