Class OrderMatcher

Default implementation of IOrderMatcher.

Inheritance
Object
BaseLogSource
BaseLogReceiver
OrderMatcher
Implements
Ecng.Serialization.IPersistable
Inherited Members
Namespace: StockSharp.Algo.Matching
Assembly: StockSharp.Algo.dll
Syntax
public class OrderMatcher : BaseLogReceiver, IPersistable, ILogReceiver, ILogSource, IDisposable, IOrderMatcher

Constructors

OrderMatcher(SecurityId, IdGenerator, IdGenerator)

Initializes a new instance of the OrderMatcher.

Declaration
public OrderMatcher(SecurityId securityId, IdGenerator orderIdGenerator, IdGenerator tradeIdGenerator)
Parameters
Type Name Description
SecurityId securityId

Security ID.
Ecng.Common.IdGenerator orderIdGenerator

The generator of identifiers for orders.
Ecng.Common.IdGenerator tradeIdGenerator

The generator of identifiers for trades.

Properties

SecurityId

Security ID.

Declaration
public SecurityId SecurityId { get; }
Property Value
Type Description
SecurityId

Methods

CancelOrder(OrderCancelMessage, Action<Message>, Action<Message>, out ExecutionMessage)

Process OrderCancelMessage message.

Declaration
public ExecutionMessage CancelOrder(OrderCancelMessage cancelMsg, Action<Message> orderResult, Action<Message> priceResult, out ExecutionMessage cancelledOrder)
Parameters
Type Name Description
OrderCancelMessage cancelMsg
Action<Message> orderResult

Result messages.
Action<Message> priceResult

Result messages.
ExecutionMessage cancelledOrder

Cancelled order.
Returns
Type Description
ExecutionMessage

Reply message.

CancelOrders(OrderGroupCancelMessage, Action<Message>)

Process OrderGroupCancelMessage message.

Declaration
public ExecutionMessage CancelOrders(OrderGroupCancelMessage message, Action<Message> result)
Parameters
Type Name Description
OrderGroupCancelMessage message

OrderGroupCancelMessage message.
Action<Message> result

Result messages.
Returns
Type Description
ExecutionMessage

Reply message.

RegisterOrder(OrderRegisterMessage, Action<Message>, Action<Message>)

Process OrderRegisterMessage message.

Declaration
public ExecutionMessage RegisterOrder(OrderRegisterMessage regMsg, Action<Message> orderResult, Action<Message> priceResult)
Parameters
Type Name Description
OrderRegisterMessage regMsg
Action<Message> orderResult

Result messages.
Action<Message> priceResult

Result messages.
Returns
Type Description
ExecutionMessage

Reply message.

ReplaceOrder(OrderReplaceMessage, Action<Message>, Action<Message>, out ExecutionMessage)

Process OrderReplaceMessage message.

Declaration
public ExecutionMessage ReplaceOrder(OrderReplaceMessage replaceMsg, Action<Message> orderResult, Action<Message> priceResult, out ExecutionMessage originalOrder)
Parameters
Type Name Description
OrderReplaceMessage replaceMsg
Action<Message> orderResult

Result messages.
Action<Message> priceResult

Result messages.
ExecutionMessage originalOrder

Original order state.
Returns
Type Description
ExecutionMessage

Reply message.

RequestOrders(OrderStatusMessage, Action<Message>)

Process OrderStatusMessage message.

Declaration
public void RequestOrders(OrderStatusMessage statusMsg, Action<Message> result)
Parameters
Type Name Description
OrderStatusMessage statusMsg
Action<Message> result

Result messages.

Explicit Interface Implementations

IOrderMatcher.GetBest(Sides)

Declaration
Nullable<QuoteChange> IOrderMatcher.GetBest(Sides side)
Parameters
Type Name Description
Sides side
Returns
Type Description
Nullable<QuoteChange>

IOrderMatcher.GetOrders(Sides, Decimal)

Declaration
IEnumerable<ExecutionMessage> IOrderMatcher.GetOrders(Sides side, Decimal price)
Parameters
Type Name Description
Sides side
Decimal price
Returns
Type Description
IEnumerable<ExecutionMessage>

IOrderMatcher.GetQuoteCount(Sides)

Declaration
int IOrderMatcher.GetQuoteCount(Sides side)
Parameters
Type Name Description
Sides side
Returns
Type Description
Int32

IOrderMatcher.GetQuotes(Sides)

Declaration
IEnumerable<QuoteChange> IOrderMatcher.GetQuotes(Sides side)
Parameters
Type Name Description
Sides side
Returns
Type Description
IEnumerable<QuoteChange>

IOrderMatcher.GetTotalVolume(Sides)

Declaration
Decimal IOrderMatcher.GetTotalVolume(Sides side)
Parameters
Type Name Description
Sides side
Returns
Type Description
Decimal

IOrderMatcher.GetWorst(Sides)

Declaration
Nullable<QuoteChange> IOrderMatcher.GetWorst(Sides side)
Parameters
Type Name Description
Sides side
Returns
Type Description
Nullable<QuoteChange>

IOrderMatcher.ProcessTime(DateTimeOffset, Action<Message>)

Declaration
void IOrderMatcher.ProcessTime(DateTimeOffset time, Action<Message> result)
Parameters
Type Name Description
DateTimeOffset time
Action<Message> result

Implements

Ecng.Serialization.IPersistable

Extension Methods