Table of Contents

Class MarketQuotingStrategy

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

The quoting by the market price.

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

Constructors

MarketQuotingStrategy()

Initializes a new instance of the MarketQuotingStrategy.

public MarketQuotingStrategy()

MarketQuotingStrategy(Order, Unit, Unit)

Initializes a new instance of the MarketQuotingStrategy.

public MarketQuotingStrategy(Order order, Unit bestPriceOffset, Unit priceOffset)

Parameters

order Order

Quoting order.

bestPriceOffset Unit

The shift from the best price, on which the quoted order can be changed.

priceOffset Unit

The price shift for the registering order. It determines the amount of shift from the best quote (for the buy it is added to the price, for the sell it is subtracted).

MarketQuotingStrategy(Sides, decimal)

Initializes a new instance of the MarketQuotingStrategy.

public MarketQuotingStrategy(Sides quotingDirection, decimal quotingVolume)

Parameters

quotingDirection Sides

Quoting direction.

quotingVolume decimal

Total quoting volume.

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; }

Property Value

decimal?

PriceOffset

The price shift for the registering order. It determines the amount of shift from the best quote (for the buy it is added to the price, for the sell it is subtracted).

public Unit PriceOffset { get; set; }

Property Value

Unit

PriceType

The market price type. The default value is Following.

public MarketPriceTypes PriceType { get; set; }

Property Value

MarketPriceTypes