Uses of Class
com.quantfinlib.sbe.OrderFlyweight
Packages that use OrderFlyweight
Package
Description
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.-
Uses of OrderFlyweight in com.quantfinlib.sbe
Methods in com.quantfinlib.sbe that return OrderFlyweightModifier and TypeMethodDescriptionOrderFlyweight.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).OrderFlyweight.wrap(ByteBuffer buffer, int offset)