Table of Contents

Class QuotingStrategy

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

Base quoting strategy class.

[Obsolete("Use QuotingProcessor.")]
public abstract class QuotingStrategy : Strategy, IPersistable, INotifyPropertyChangedEx, INotifyPropertyChanged, IMarketRuleContainer, ILogReceiver, ICloneable<Strategy>, ICloneable, IMarketDataProvider, ISubscriptionProvider, ISecurityProvider, ISecurityMessageProvider, ITransactionProvider, IPositionProvider, IPortfolioProvider, IScheduledTask, ICustomTypeDescriptor, ITimeProvider, ILogSource, IDisposable
Inheritance
QuotingStrategy
Implements
Derived
Inherited Members
Extension Methods

Constructors

QuotingStrategy()

Initialize QuotingStrategy.

protected QuotingStrategy()

Properties

QuotingSide

Quoting direction.

public Sides QuotingSide { get; set; }

Property Value

Sides

QuotingVolume

Total quoting volume.

public decimal QuotingVolume { get; set; }

Property Value

decimal

TimeOut

The time limit during which the quoting should be fulfilled. If the total volume of QuotingVolume will not be fulfilled by this time, the strategy will stop operating.

public TimeSpan TimeOut { get; set; }

Property Value

TimeSpan

Remarks

By default, the limit is disabled and it is equal to Zero.

UseBidAsk

To use the best bid and ask prices from the order book. If the information in the order book is missed, the processor will not recommend any actions.

public bool UseBidAsk { get; set; }

Property Value

bool

Remarks

The default is enabled.

UseLastTradePrice

To use the last trade price, if the information in the order book is missed.

public bool UseLastTradePrice { get; set; }

Property Value

bool

Remarks

The default is enabled.

Methods

CreateBehavior()

protected abstract IQuotingBehavior CreateBehavior()

Returns

IQuotingBehavior

IQuotingBehavior

OnStarted(DateTimeOffset)

The method is called when the Start() method has been called and the ProcessState state has been taken the Started value.

protected override void OnStarted(DateTimeOffset time)

Parameters

time DateTimeOffset