qkt/com.qkt.common

Package-level declarations

Types

interface Clock

object CmeGlobexCalendar : TradingCalendar

CME Globex trading hours in Chicago time: each session opens at 17:00 and closes at 16:00 the next day, Sunday evening to Friday afternoon, with the daily 16:00–17:00 halt out of session (and a scheduled break). Daylight saving is followed through the zone. Exchange holidays and early closes are not modelled.

CryptoCalendar

object CryptoCalendar : TradingCalendar

DailyBreakCalendar

class DailyBreakCalendar(base: TradingCalendar, breakStart: LocalTime, breakEnd: LocalTime, zone: ZoneId) : TradingCalendar

A TradingCalendar that adds one scheduled daily pause on top of a base calendar.

FixedClock

class FixedClock(var time: Long = 0) : MutableClock

FxCalendar

object FxCalendar : TradingCalendar

IdGenerator

interface IdGenerator

Money

object Money

MonotonicSequenceGenerator

class MonotonicSequenceGenerator : SequenceGenerator

The bus event sequence: 0, 1, 2, … in publish order. A session restarted over the same state resumes after the last sequence it already issued, so sequence ids stay unique across the restart for the audit journal and for keys derived from them (fill slices, operation ids).

MutableClock

interface MutableClock : Clock

A clock whose event-time is driven by the data being processed, not the wall clock — so a deterministic run (backtest, or live-paper parity) advances "now" to each event's timestamp as the engine processes it. Real venues use SystemClock (wall time) and are NOT mutable, so the live engine's advanceTo is a no-op there.

NyseCalendar

object NyseCalendar : TradingCalendar

RefreshTrigger

sealed class RefreshTrigger

SequenceGenerator

interface SequenceGenerator

SequentialIdGenerator