Table of Contents

Class BestByVolumeQuotingStrategy

Namespace
StockSharp.Algo.Strategies.Quoting
Assembly
StockSharp.Algo.dll

The quoting according to the Best By Volume rule. For this quoting the volume delta VolumeExchange is specified, which can stand in front of the quoted order.

public class BestByVolumeQuotingStrategy : QuotingStrategy, IPersistable, INotifyPropertyChangedEx, INotifyPropertyChanged, IMarketRuleContainer, ILogReceiver, ILogSource, IDisposable, ICloneable<Strategy>, ICloneable, IMarketDataProvider, ISubscriptionProvider, ISecurityProvider, ISecurityMessageProvider, ITransactionProvider, IPositionProvider, IPortfolioProvider, IScheduledTask
Inheritance
BestByVolumeQuotingStrategy
Implements
IPersistable
INotifyPropertyChangedEx
ICloneable<Strategy>
Inherited Members
Extension Methods

Constructors

BestByVolumeQuotingStrategy()

Initializes a new instance of the BestByVolumeQuotingStrategy.

public BestByVolumeQuotingStrategy()

BestByVolumeQuotingStrategy(Order, Unit)

Initializes a new instance of the BestByVolumeQuotingStrategy.

public BestByVolumeQuotingStrategy(Order order, Unit volumeExchange)

Parameters

order Order

Quoting order.

volumeExchange Unit

The volume delta that can stand in front of the quoted order.

BestByVolumeQuotingStrategy(Sides, decimal)

Initializes a new instance of the BestByVolumeQuotingStrategy.

public BestByVolumeQuotingStrategy(Sides quotingDirection, decimal quotingVolume)

Parameters

quotingDirection Sides

Quoting direction.

quotingVolume decimal

Total quoting volume.

Properties

VolumeExchange

The volume delta that can stand in front of the quoted order.

public Unit VolumeExchange { get; set; }

Property Value

Unit

Methods

NeedQuoting(DateTimeOffset, decimal?, decimal?, decimal)

Should the order be quoted.

protected override decimal? NeedQuoting(DateTimeOffset currentTime, decimal? currentPrice, decimal? currentVolume, decimal newVolume)

Parameters

currentTime DateTimeOffset

Current time.

currentPrice decimal?

The current price. If the value is equal to null then the order is not registered yet.

currentVolume decimal?

The current volume. If the value is equal to null then the order is not registered yet.

newVolume decimal

New volume.

Returns

decimal?

The price at which the order will be registered. If the value is equal to null then the quoting is not required.