Uses of Package
com.quantfinlib.trading

Packages that use com.quantfinlib.trading

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

Classes in com.quantfinlib.trading used by com.quantfinlib.sbe

Class	Description
OrderListener	All-primitive order callback on the venue side of the fast lane: no order object, no boxing, no allocation.

Classes in com.quantfinlib.trading used by com.quantfinlib.trading

Class	Description
HftOrderGateway	Ultra-low-latency order gateway — the fast lane from signal to venue.
HftQuoter	Streaming two-sided quoter on the fast lane — the market-making loop: tick in → mid → inventory skew → tick-grid snap → two orders out through the HftRiskGate and HftOrderGateway, with zero allocation per tick.
HftQuoter.Config	Quoting parameters.
HftRiskGate	Zero-allocation pre-trade risk gate for the HFT order path — the fast-lane counterpart of PreTradeLimitChecker.
OrderGateway	Order entry abstraction — the seam between strategy code and the venue.
OrderGateway.ExecutionListener
OrderListener	All-primitive order callback on the venue side of the fast lane: no order object, no boxing, no allocation.
OrderStatus	Lifecycle state of a gateway order.
PaperTradingGateway	Quote-driven paper trading venue: closes the research-to-production loop by running real strategy + risk-gate code against simulated fills.
PaperTradingGateway.AccountSnapshot	One internally consistent view of the whole account (single lock acquisition).
TradingDashboard	Zero-dependency live trading dashboard (JDK com.sun.net.httpserver): serves a self-refreshing HTML page and a JSON status endpoint with the paper-trading account (cash, equity, realized Pinvalid input: '&L', positions, rejections) and any attached latency histograms — the whole live loop, observable in a browser.