EIE | Poisson intensity of limit order execution

by im1235 Java Version: Current License: No License

X-Ray Key Features Code Snippets Community Discussions Vulnerabilities Install Support

kandi X-RAY | EIE Summary

EIE is a Java library. EIE has no bugs, it has no vulnerabilities, it has build file available and it has low support. You can download it from GitHub.

A limit order placed at a price St ± δ, has the instantaneous probability of execution λ(δ)dt where the intensity λ(δ) is given by:. λ - Poisson order execution intensity δ - spread (distance from mid price St) A - parameter, positively related to trading intensity k - parameter, positively related to market depth.

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Support

EIE has a low active ecosystem.

It has 18 star(s) with 10 fork(s). There are 3 watchers for this library.

It had no major release in the last 6 months.

EIE has no issues reported. There are no pull requests.

It has a neutral sentiment in the developer community.

The latest version of EIE is current.

Quality

EIE has no bugs reported.

Security

EIE has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.

License

EIE does not have a standard license declared.

Check the repository for any license declaration and review the terms closely.

Without a license, all rights are reserved, and you cannot use the library in your applications.

Reuse

EIE releases are not available. You will need to build from source code and install.

Build file is available. You can build the component from source.

Installation instructions are not available. Examples and code snippets are available.

Top functions reviewed by kandi - BETA

kandi has reviewed EIE and discovered the below as its top functions. This is intended to give you an instant insight into EIE implemented functionality, and help decide if they suit your requirements.

This method is called on the ticker
Called when a new limit will be triggered
Initializes the estimator
Call this method every time a tick is filled
This method is used to estimate the estimate of the estimate of the estimate intensity
Invokes a collection of Callable
Estimates the intensity
Searches for the Ak algorithm
Get the spread spread for the intensity intensity
Calculate spread spread
Get the buy fill intensity
Calculate the poisson intensity for an order spread
Asynchronously asynchronously
Asynchronously
Estimates the intensity of each execution
Estimates the k and k
Searches for a given spread specifier
Solves A and A = A
Get the estimate intensity of the sell fill intensity
Gets the spread spread

Get all kandi verified functions for this library.

EIE Key Features

No Key Features are available at this moment for EIE.

EIE Examples and Code Snippets

No Code Snippets are available at this moment for EIE.

Community Discussions

No Community Discussions are available at this moment for EIE.Refer to stack overflow page for discussions.

Community Discussions, Code Snippets contain sources that include Stack Exchange Network

Vulnerabilities

No vulnerabilities reported

Install EIE

You can download it from GitHub.
You can use EIE like any standard Java library. Please include the the jar files in your classpath. You can also use any IDE and you can run and debug the EIE component as you would do with any other Java program. Best practice is to use a build tool that supports dependency management such as Maven or Gradle. For Maven installation, please refer maven.apache.org. For Gradle installation, please refer gradle.org .

Support

For any new features, suggestions and bugs create an issue on GitHub. If you have any questions check and ask questions on community page Stack Overflow .

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