Enum Class Liquidity

java.lang.Object
java.lang.Enum<Liquidity>
com.wualabs.qtsurfer.engine.strategy.backtest.simulation.Liquidity
All Implemented Interfaces:
Serializable, Comparable<Liquidity>, Constable
public enum Liquidity extends Enum<Liquidity>
Which side of the order book a fill takes, for maker/taker fee routing . Market fills are always TAKER; limit fills that rest on the book are MAKER (wired in P3).

  • Nested Class Summary

    Nested classes/interfaces inherited from class Enum

    Enum.EnumDesc<E>

  • Enum Constant Summary

    Enum Constants
    Enum Constant
    Description
    MAKER
     
    TAKER
     

  • Field Summary

    Fields
    Modifier and Type
    Field
    Description
    static final String
    SIGNAL_KEY
    Backtest-internal signal property key carrying the Liquidity a resolved pending order fills with — set on the market-order fill copy the pending-order resolver builds (MAKER for a triggered limit, absent otherwise) and read by BacktestMarketBuyExecutor/BacktestMarketSellExecutor.

  • Method Summary

    Modifier and Type
    Method
    Description
    static Liquidity
    resolve(Object hintValue)
    Resolves the liquidity hint from a signal property value, defaulting to TAKER when absent (byte-identical to the pre-P3 hardcoded routing) or of an unexpected type.
    static Liquidity
    valueOf(String name)
    Returns the enum constant of this class with the specified name.
    static Liquidity[]
    values()
    Returns an array containing the constants of this enum class, in the order they are declared.

    Methods inherited from class Enum

    clone, compareTo, describeConstable, equals, finalize, getDeclaringClass, hashCode, name, ordinal, toString, valueOf

    Methods inherited from class Object

    getClass, notify, notifyAll, wait, wait, wait

  • Enum Constant Details

  • Field Details

    • SIGNAL_KEY

      public static final String SIGNAL_KEY
      Backtest-internal signal property key carrying the Liquidity a resolved pending order fills with — set on the market-order fill copy the pending-order resolver builds (MAKER for a triggered limit, absent otherwise) and read by BacktestMarketBuyExecutor/BacktestMarketSellExecutor. Never set on a strategy-authored signal and never read by live code.
      See Also:

  • Method Details

    • values

      public static Liquidity[] values()
      Returns an array containing the constants of this enum class, in the order they are declared.
      Returns:
      an array containing the constants of this enum class, in the order they are declared

    • valueOf

      public static Liquidity valueOf(String name)
      Returns the enum constant of this class with the specified name. The string must match exactly an identifier used to declare an enum constant in this class. (Extraneous whitespace characters are not permitted.)
      Parameters:
      name - the name of the enum constant to be returned.
      Returns:
      the enum constant with the specified name
      Throws:
      IllegalArgumentException - if this enum class has no constant with the specified name
      NullPointerException - if the argument is null

    • resolve

      public static Liquidity resolve(Object hintValue)
      Resolves the liquidity hint from a signal property value, defaulting to TAKER when absent (byte-identical to the pre-P3 hardcoded routing) or of an unexpected type.
      Parameters:
      hintValue - the raw value of SIGNAL_KEY on the signal, or null
      Returns:
      the hinted liquidity, or TAKER when unset