Class LastTradeQuotingStrategy
- Namespace
- StockSharp.Algo.Strategies.Quoting
- Assembly
- StockSharp.Algo.dll
The quoting by the last trade price.
public class LastTradeQuotingStrategy : BestByPriceQuotingStrategy, IPersistable, INotifyPropertyChangedEx, INotifyPropertyChanged, IMarketRuleContainer, ILogReceiver, ILogSource, IDisposable, ICloneable<Strategy>, ICloneable, IMarketDataProvider, ISubscriptionProvider, ISecurityProvider, ISecurityMessageProvider, ITransactionProvider, IPositionProvider, IPortfolioProvider, IScheduledTask
- Inheritance
-
LastTradeQuotingStrategy
- Implements
-
IPersistableINotifyPropertyChangedExICloneable<Strategy>
- Inherited Members
- Extension Methods
Constructors
LastTradeQuotingStrategy()
Initializes a new instance of the LastTradeQuotingStrategy.
public LastTradeQuotingStrategy()
LastTradeQuotingStrategy(Order, Unit)
Initializes a new instance of the LastTradeQuotingStrategy.
public LastTradeQuotingStrategy(Order order, Unit bestPriceOffset)
Parameters
order
OrderQuoting order.
bestPriceOffset
UnitThe shift from the best price, on which the quoted order can be changed.
LastTradeQuotingStrategy(Sides, decimal)
Initializes a new instance of the LastTradeQuotingStrategy.
public LastTradeQuotingStrategy(Sides quotingDirection, decimal quotingVolume)
Parameters
Properties
BestPrice
To get the preferrable quoting price. If it is impossible to calculate the it at the moment, then null will be returned.
protected override decimal? BestPrice { get; }