Class OrderRingBuffer

java.lang.Object

com.quantfinlib.trading.OrderRingBuffer

public final class OrderRingBuffer
extends Object

Zero-allocation single-producer / single-consumer ring buffer for order messages — the order-entry mirror of the market-data TickRingBuffer: preallocated primitive slots, cache-line-padded sequences, acquire/release publication, and producer/consumer sequence caching.

Constructor Summary

Constructors

Constructor	Description
OrderRingBuffer(int requestedCapacity)

Method Summary

Modifier and Type	Method	Description
int	capacity()
int	drainTo(OrderListener sink, int limit)	Consumer side (venue thread).
boolean	isEmpty()
boolean	publish(long orderId, int symbolId, Side side, long quantity, double price, long timestampNanos)	Producer side (trading thread).

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

OrderRingBuffer

public OrderRingBuffer(int requestedCapacity)

Method Details

publish

public boolean publish(long orderId,
 int symbolId,
 Side side,
 long quantity,
 double price,
 long timestampNanos)

Producer side (trading thread). Returns false when full.

drainTo

public int drainTo(OrderListener sink,
 int limit)

Consumer side (venue thread). Drains up to limit orders into the sink.

isEmpty

public boolean isEmpty()

capacity

public int capacity()