Uses of Class
com.quantfinlib.trading.HftRiskGate

Packages that use HftRiskGate

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

Uses of HftRiskGate in com.quantfinlib.trading

Methods in com.quantfinlib.trading that return HftRiskGate

Modifier and Type	Method	Description
HftRiskGate	ShardedTradingEngine.gate(int shard)
HftRiskGate	HftRiskGate.maxOrderNotional(double notional)
HftRiskGate	HftRiskGate.maxOrderQuantity(long qty)
HftRiskGate	HftRiskGate.maxPositionQuantity(long qty)
HftRiskGate	HftRiskGate.priceCollarPct(double pct)	Fat-finger guard versus the reference price (0.02 = 2%).
HftRiskGate	HftOrderGateway.riskGate()

Methods in com.quantfinlib.trading that return types with arguments of type HftRiskGate

Modifier and Type	Method	Description
List<HftRiskGate>	ShardedTradingEngine.gates()	All gates — the input to a GlobalRiskAggregator.

Constructors in com.quantfinlib.trading with parameters of type HftRiskGate

Modifier	Constructor	Description
	HftOrderGateway(int ringCapacity, HftRiskGate riskGate, boolean busySpin)
	HftOrderGateway(HftRiskGate riskGate)	Parked venue thread, 8K ring.

Constructor parameters in com.quantfinlib.trading with type arguments of type HftRiskGate

Modifier	Constructor	Description
	GlobalRiskAggregator(List<HftRiskGate> gates, double maxGrossNotional, double resumeFraction, long pollIntervalNanos)
	ShardedTradingEngine(int shardCount, int busRingCapacity, int orderRingCapacity, int maxSymbolsPerShard, boolean busySpin, IntFunction<HftRiskGate> gateFactory)