Class PaperTradingGateway

java.lang.Object

com.quantfinlib.trading.PaperTradingGateway

All Implemented Interfaces:

OrderGateway

public final class PaperTradingGateway
extends Object
implements OrderGateway

Quote-driven paper trading venue: closes the research-to-production loop by running real strategy + risk-gate code against simulated fills.

• Feed top-of-book quotes with onQuote(java.lang.String, double, double); market orders fill at the touch, resting limit orders fill when the market crosses them.
• Every order passes the optional PreTradeLimitChecker first — rejected orders never reach the market, exactly like production.
• Full account tracking: signed positions with average cost, cash, realized/unrealized P&L, commission, and mark-to-market equity.

Thread-safe: all operations synchronize on the gateway, and snapshot() returns an internally consistent view of the account — safe to read from a dashboard thread while another thread trades.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static final record	PaperTradingGateway.AccountSnapshot	One internally consistent view of the whole account (single lock acquisition).

Nested classes/interfaces inherited from interface com.quantfinlib.trading.OrderGateway

OrderGateway.ExecutionListener

Constructor Summary

Constructors

Constructor	Description
PaperTradingGateway(double initialCash)
PaperTradingGateway(double initialCash, double commissionRate, PreTradeLimitChecker limitChecker)

Method Summary

Modifier and Type	Method	Description
void	addExecutionListener(OrderGateway.ExecutionListener listener)
boolean	cancel(long orderId)	Cancels a working order.
double	cash()
double	equity()	Mark-to-market equity at current mids.
void	onQuote(String symbol, double bid, double ask)	Updates the top of book and fills any resting limit orders that now cross.
double	position(String symbol)
Map<String,Double>	positionsSnapshot()	Snapshot of non-zero positions by symbol (for dashboards/monitoring).
double	realizedPnl()
List<String>	rejectionLog()	The first 1000 rejection messages; the snapshot's rejectionCount keeps counting past the cap.
PaperTradingGateway.AccountSnapshot	snapshot()
OrderStatus	status(long orderId)
long	submitLimit(String symbol, Side side, long quantity, double price)	Submits a limit order; returns the order id (status may be REJECTED).
long	submitMarket(String symbol, Side side, long quantity)	Submits a market order for immediate execution at the touch.

Methods inherited from class java.lang.Object

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

Constructor Details

PaperTradingGateway

public PaperTradingGateway(double initialCash)

PaperTradingGateway

public PaperTradingGateway(double initialCash,
 double commissionRate,
 PreTradeLimitChecker limitChecker)

Method Details

onQuote

public void onQuote(String symbol,
 double bid,
 double ask)

Updates the top of book and fills any resting limit orders that now cross.

submitLimit

public long submitLimit(String symbol,
 Side side,
 long quantity,
 double price)

Description copied from interface: OrderGateway

Submits a limit order; returns the order id (status may be REJECTED).

Specified by:

submitLimit in interface OrderGateway

submitMarket

public long submitMarket(String symbol,
 Side side,
 long quantity)

Description copied from interface: OrderGateway

Submits a market order for immediate execution at the touch.

Specified by:

submitMarket in interface OrderGateway

cancel

public boolean cancel(long orderId)

Description copied from interface: OrderGateway

Cancels a working order. Returns false if unknown or already terminal.

Specified by:

cancel in interface OrderGateway

status

public OrderStatus status(long orderId)

Specified by:

status in interface OrderGateway

addExecutionListener

public void addExecutionListener(OrderGateway.ExecutionListener listener)

Specified by:

addExecutionListener in interface OrderGateway

position

public double position(String symbol)

cash

public double cash()

realizedPnl

public double realizedPnl()

equity

public double equity()

Mark-to-market equity at current mids.

rejectionLog

public List<String> rejectionLog()

The first 1000 rejection messages; the snapshot's rejectionCount keeps counting past the cap.

positionsSnapshot

public Map<String,Double> positionsSnapshot()

Snapshot of non-zero positions by symbol (for dashboards/monitoring).

snapshot

public PaperTradingGateway.AccountSnapshot snapshot()