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
-
IPersistableINotifyPropertyChangedExICloneable<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
OrderQuoting order.
bestPriceOffset
UnitThe shift from the best price, on which the quoted order can be changed.
priceOffset
UnitThe 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
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
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
PriceType
The market price type. The default value is Following.
public MarketPriceTypes PriceType { get; set; }