CryBroWSOrderCondition
Conditional-order condition for the CryBro WS connector. Carries both the stop flavour (stop-loss / take-profit) and the algorithmic-execution flavour (TWAP / VWAP / Iceberg / NBBO). The flavour is told apart by AlgoKind: when it is null the order is a plain stop, otherwise it is an algo parent the router forwards to the algo server.
Erbt von: OrderCondition
Implementiert: IStopLossOrderCondition, ITakeProfitOrderCondition
Eigenschaften
ActivationPrice : decimal?
The absolute value of the price when the one is reached the protective strategy is activated.
AlgoKind : int?
Algorithmic-execution kind (1=TWAP, 2=VWAP, 3=Iceberg, 4=NBBO), matching the server-side AlgoOrderKind enum. Null on a plain stop order.
AlgoParametersJson : string
JSON of per-algo parameters (slice count, display volume, participation rate, …). Algo-specific schema, opaque to the wire/condition.
AlgoStartAt : DateTime?
UTC time the algo should start working.
ClosePositionPrice : decimal?
Close position price. means close by market.
IsTrailing : bool
Trailing stop-loss.