Uses of Record Class
com.quantfinlib.trading.HftQuoter.Config

Packages that use HftQuoter.Config

Package	Description
com.quantfinlib.trading	Order entry, two lanes (mirroring marketdata):

Uses of HftQuoter.Config in com.quantfinlib.trading

Methods in com.quantfinlib.trading that return HftQuoter.Config

Modifier and Type	Method	Description
static HftQuoter.Config	HftQuoter.Config.of(long quoteSize, double halfSpread)	Minimal config: size and half-spread, no skew, no conflation, no grid.
HftQuoter.Config	HftQuoter.Config.withConflation(long minIntervalNanos, double minMovePrice)	Suppresses a re-quote only when the mid moved less than minMovePrice AND the last quote is younger than minIntervalNanos — BOTH gates must pass to suppress.
HftQuoter.Config	HftQuoter.Config.withMinMove(double minMovePrice)	Purely move-gated conflation: re-quote only when the mid has moved at least minMovePrice, regardless of age (the interval gate is set effectively infinite).
HftQuoter.Config	HftQuoter.Config.withSkewPerUnit(double skew)
HftQuoter.Config	HftQuoter.Config.withTickSchedule(TickSizeSchedule schedule)

Methods in com.quantfinlib.trading with parameters of type HftQuoter.Config

Modifier and Type	Method	Description
HftQuoter	HftQuoter.configureSymbol(int symbolId, HftQuoter.Config config)	Per-symbol quoting parameters (cold path — call at setup or on config updates from the same thread that quotes, or before start).

Constructors in com.quantfinlib.trading with parameters of type HftQuoter.Config

Modifier	Constructor	Description
	HftQuoter(HftOrderGateway gateway, int maxSymbols, HftQuoter.Config defaults)