MarketOrderAlgo
StockSharp.Algo.PositionManagement
Market order execution algorithm.
Implementiert: IPositionModifyAlgo, IDisposable
Konstruktoren
MarketOrderAlgo(Sides, decimal)
Initializes a new instance of the MarketOrderAlgo.
- side
- Order side.
- volume
- Total volume to execute.
Eigenschaften
IsFinished : bool
Whether all iterations are complete.
RemainingVolume : decimal
Remaining volume to execute.
Methoden
Cancel()
Cancel the current algo execution.
Dispose()
Disposes of items in the pool that implement IDisposable.
GetNextAction() : PositionModifyAction
Get the next action to take.
OnOrderCanceled(decimal)
Notify that an order was canceled.
- matchedVolume
- Volume that was matched before cancellation.
OnOrderFailed()
Notify that an order failed.
OnOrderMatched(decimal)
Notify that an order was matched (fully filled).
UpdateMarketData(DateTime, decimal?, decimal?)
Update market data.
- time
- Current time.
- price
- Last trade price.
- volume
- Last trade volume.