Record Class Records.StatisticsAndMetricsRecord

java.lang.Object
java.lang.Record
eds.database.Records.StatisticsAndMetricsRecord
Record Components:
id - auto-generated database primary key
runTimestamp - date and time the run was saved
runName - optional user-defined label for the run
seed - random seed used for reproducibility
meanValidation - mean service time at the validation stage
meanMarket - mean service time at the market matching stage
meanLimit - mean service time at the limit matching stage
meanExecution - mean service time at the execution stage
meanArrival - mean inter-arrival time between orders
simulationTime - total simulated time elapsed
totalOrders - total number of orders that arrived
totalTrades - total number of trades executed
filledOrders - number of orders fully matched
cancelledOrders - number of orders that left unfilled
remainingOrders - number of orders still in the order book at end
vwap - volume-weighted average trade price
avgMidPrice - average mid-price across the simulation
minPrice - lowest trade price recorded
maxPrice - highest trade price recorded
avgSpread - average bid-ask spread
avgLatency - average time from order arrival to execution
throughput - orders processed per unit of simulation time
fillRate - fraction of orders successfully filled (0.0–1.0)
utilizationValidation - fraction of time the validation stage was busy
utilizationMarket - fraction of time the market matching stage was busy
utilizationLimit - fraction of time the limit matching stage was busy
utilizationExecution - fraction of time the execution stage was busy
avgQueueValidation - average queue length at the validation stage
avgQueueMarket - average queue length at the market matching stage
avgQueueLimit - average queue length at the limit matching stage
avgQueueExecution - average queue length at the execution stage
Enclosing class:
Records
public static record Records.StatisticsAndMetricsRecord(int id, String runTimestamp, String runName, long seed, double meanValidation, double meanMarket, double meanLimit, double meanExecution, double meanArrival, double simulationTime, int totalOrders, int totalTrades, int filledOrders, int cancelledOrders, int remainingOrders, double vwap, double avgMidPrice, double minPrice, double maxPrice, double avgSpread, double avgLatency, double throughput, double fillRate, double utilizationValidation, double utilizationMarket, double utilizationLimit, double utilizationExecution, double avgQueueValidation, double avgQueueMarket, double avgQueueLimit, double avgQueueExecution) extends Record
Holds all statistics and metrics for a single simulation run.

  • Constructor Details

    • StatisticsAndMetricsRecord

      public StatisticsAndMetricsRecord(int id, String runTimestamp, String runName, long seed, double meanValidation, double meanMarket, double meanLimit, double meanExecution, double meanArrival, double simulationTime, int totalOrders, int totalTrades, int filledOrders, int cancelledOrders, int remainingOrders, double vwap, double avgMidPrice, double minPrice, double maxPrice, double avgSpread, double avgLatency, double throughput, double fillRate, double utilizationValidation, double utilizationMarket, double utilizationLimit, double utilizationExecution, double avgQueueValidation, double avgQueueMarket, double avgQueueLimit, double avgQueueExecution)
      Creates an instance of a StatisticsAndMetricsRecord record class.
      Parameters:
      id - the value for the id record component
      runTimestamp - the value for the runTimestamp record component
      runName - the value for the runName record component
      seed - the value for the seed record component
      meanValidation - the value for the meanValidation record component
      meanMarket - the value for the meanMarket record component
      meanLimit - the value for the meanLimit record component
      meanExecution - the value for the meanExecution record component
      meanArrival - the value for the meanArrival record component
      simulationTime - the value for the simulationTime record component
      totalOrders - the value for the totalOrders record component
      totalTrades - the value for the totalTrades record component
      filledOrders - the value for the filledOrders record component
      cancelledOrders - the value for the cancelledOrders record component
      remainingOrders - the value for the remainingOrders record component
      vwap - the value for the vwap record component
      avgMidPrice - the value for the avgMidPrice record component
      minPrice - the value for the minPrice record component
      maxPrice - the value for the maxPrice record component
      avgSpread - the value for the avgSpread record component
      avgLatency - the value for the avgLatency record component
      throughput - the value for the throughput record component
      fillRate - the value for the fillRate record component
      utilizationValidation - the value for the utilizationValidation record component
      utilizationMarket - the value for the utilizationMarket record component
      utilizationLimit - the value for the utilizationLimit record component
      utilizationExecution - the value for the utilizationExecution record component
      avgQueueValidation - the value for the avgQueueValidation record component
      avgQueueMarket - the value for the avgQueueMarket record component
      avgQueueLimit - the value for the avgQueueLimit record component
      avgQueueExecution - the value for the avgQueueExecution record component

  • Method Details

    • toString

      public final String toString()
      Returns a string representation of this record class. The representation contains the name of the class, followed by the name and value of each of the record components.
      Specified by:
      toString in class Record
      Returns:
      a string representation of this object

    • hashCode

      public final int hashCode()
      Returns a hash code value for this object. The value is derived from the hash code of each of the record components.
      Specified by:
      hashCode in class Record
      Returns:
      a hash code value for this object

    • equals

      public final boolean equals(Object o)
      Indicates whether some other object is "equal to" this one. The objects are equal if the other object is of the same class and if all the record components are equal. Reference components are compared with Objects::equals(Object,Object); primitive components are compared with the compare method from their corresponding wrapper classes.
      Specified by:
      equals in class Record
      Parameters:
      o - the object with which to compare
      Returns:
      true if this object is the same as the o argument; false otherwise.

    • id

      public int id()
      Returns the value of the id record component.
      Returns:
      the value of the id record component

    • runTimestamp

      public String runTimestamp()
      Returns the value of the runTimestamp record component.
      Returns:
      the value of the runTimestamp record component

    • runName

      public String runName()
      Returns the value of the runName record component.
      Returns:
      the value of the runName record component

    • seed

      public long seed()
      Returns the value of the seed record component.
      Returns:
      the value of the seed record component

    • meanValidation

      public double meanValidation()
      Returns the value of the meanValidation record component.
      Returns:
      the value of the meanValidation record component

    • meanMarket

      public double meanMarket()
      Returns the value of the meanMarket record component.
      Returns:
      the value of the meanMarket record component

    • meanLimit

      public double meanLimit()
      Returns the value of the meanLimit record component.
      Returns:
      the value of the meanLimit record component

    • meanExecution

      public double meanExecution()
      Returns the value of the meanExecution record component.
      Returns:
      the value of the meanExecution record component

    • meanArrival

      public double meanArrival()
      Returns the value of the meanArrival record component.
      Returns:
      the value of the meanArrival record component

    • simulationTime

      public double simulationTime()
      Returns the value of the simulationTime record component.
      Returns:
      the value of the simulationTime record component

    • totalOrders

      public int totalOrders()
      Returns the value of the totalOrders record component.
      Returns:
      the value of the totalOrders record component

    • totalTrades

      public int totalTrades()
      Returns the value of the totalTrades record component.
      Returns:
      the value of the totalTrades record component

    • filledOrders

      public int filledOrders()
      Returns the value of the filledOrders record component.
      Returns:
      the value of the filledOrders record component

    • cancelledOrders

      public int cancelledOrders()
      Returns the value of the cancelledOrders record component.
      Returns:
      the value of the cancelledOrders record component

    • remainingOrders

      public int remainingOrders()
      Returns the value of the remainingOrders record component.
      Returns:
      the value of the remainingOrders record component

    • vwap

      public double vwap()
      Returns the value of the vwap record component.
      Returns:
      the value of the vwap record component

    • avgMidPrice

      public double avgMidPrice()
      Returns the value of the avgMidPrice record component.
      Returns:
      the value of the avgMidPrice record component

    • minPrice

      public double minPrice()
      Returns the value of the minPrice record component.
      Returns:
      the value of the minPrice record component

    • maxPrice

      public double maxPrice()
      Returns the value of the maxPrice record component.
      Returns:
      the value of the maxPrice record component

    • avgSpread

      public double avgSpread()
      Returns the value of the avgSpread record component.
      Returns:
      the value of the avgSpread record component

    • avgLatency

      public double avgLatency()
      Returns the value of the avgLatency record component.
      Returns:
      the value of the avgLatency record component

    • throughput

      public double throughput()
      Returns the value of the throughput record component.
      Returns:
      the value of the throughput record component

    • fillRate

      public double fillRate()
      Returns the value of the fillRate record component.
      Returns:
      the value of the fillRate record component

    • utilizationValidation

      public double utilizationValidation()
      Returns the value of the utilizationValidation record component.
      Returns:
      the value of the utilizationValidation record component

    • utilizationMarket

      public double utilizationMarket()
      Returns the value of the utilizationMarket record component.
      Returns:
      the value of the utilizationMarket record component

    • utilizationLimit

      public double utilizationLimit()
      Returns the value of the utilizationLimit record component.
      Returns:
      the value of the utilizationLimit record component

    • utilizationExecution

      public double utilizationExecution()
      Returns the value of the utilizationExecution record component.
      Returns:
      the value of the utilizationExecution record component

    • avgQueueValidation

      public double avgQueueValidation()
      Returns the value of the avgQueueValidation record component.
      Returns:
      the value of the avgQueueValidation record component

    • avgQueueMarket

      public double avgQueueMarket()
      Returns the value of the avgQueueMarket record component.
      Returns:
      the value of the avgQueueMarket record component

    • avgQueueLimit

      public double avgQueueLimit()
      Returns the value of the avgQueueLimit record component.
      Returns:
      the value of the avgQueueLimit record component

    • avgQueueExecution

      public double avgQueueExecution()
      Returns the value of the avgQueueExecution record component.
      Returns:
      the value of the avgQueueExecution record component