Namespace StockSharp.Algo.Strategies.Quoting
Classes
- BestByPriceQuotingBehavior
Quoting behavior based on the best price with a configurable offset.
- BestByPriceQuotingStrategy
The quoting by the best price. For this quoting the shift from the best price BestPriceOffset is specified, on which quoted order can be changed.
- BestByVolumeQuotingBehavior
Quoting behavior based on the best price by volume, allowing a specified volume delta ahead of the quoted order.
- BestByVolumeQuotingStrategy
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.
- LastTradeQuotingBehavior
Quoting behavior based on the last trade price with a configurable offset.
- LastTradeQuotingStrategy
The quoting by the last trade price.
- LevelQuotingBehavior
Quoting behavior based on a specified level in the order book.
- LevelQuotingStrategy
The quoting by specified level in the order book.
- LimitQuotingBehavior
Quoting behavior based on a fixed limit price.
- LimitQuotingStrategy
The strategy realizing volume quoting algorithm by the limited price.
- MarketQuotingBehavior
Quoting behavior based on market price with configurable offset and type.
- MarketQuotingStrategy
The quoting by the market price.
- QuotingProcessor
A passive quoting processor that analyzes market data and order state to recommend actions.
- QuotingStrategy
Base quoting strategy class.
- TheorPriceQuotingBehavior
Quoting behavior for options based on theoretical price with an offset range.
- TheorPriceQuotingStrategy
Option theoretical price quoting.
- VolatilityQuotingBehavior
Quoting behavior for options based on volatility range using the Black-Scholes model.
- VolatilityQuotingStrategy
Option volatility quoting.
Interfaces
- IQuotingBehavior
Defines the behavior for calculating the best price and determining if quoting is needed.