MarginController

StockSharp.MatchingEngine

Standardimplementierung von IMarginController. Leverage wird von Leverage übernommen (Standard 1). Margin Call / Stop-Out Levels werden von IPortfolio übernommen.

Implementiert: IMarginController

Methoden

CheckMarginLevel

public decimal CheckMarginLevel(EmulatedPortfolio portfolio, decimal unrealizedPnL)

result = marginController.CheckMarginLevel(portfolio, unrealizedPnL)

Calculate current margin level for a portfolio.

portfolio: Portfolio.
unrealizedPnL: Current unrealized PnL.

Rückgabe: Margin level ratio (equity / blocked). Returns MaxValue if no blocked money.

GetRequiredMargin

public decimal GetRequiredMargin(decimal price, decimal volume, PositionInfo position)

result = marginController.GetRequiredMargin(price, volume, position)

Berechnen Sie die erforderliche Margin für einen Auftrag unter Verwendung von Positionshebel.

price: Bestellpreis.
volume: Auftragsvolumen.
position: Positionsinformationen (für Hebelwirkung) können null sein (verwendet Standardhebelwirkung 1).

Rückgabe: Erforderlicher Margin-Betrag.

IsMarginCall

public bool IsMarginCall(EmulatedPortfolio portfolio, decimal unrealizedPnL)

result = marginController.IsMarginCall(portfolio, unrealizedPnL)

Check if portfolio is in margin call state. Uses MarginCallLevel.

portfolio: Portfolio.
unrealizedPnL: Current unrealized PnL.

Rückgabe: True if margin level is at or below margin call threshold.

IsStopOut

public bool IsStopOut(EmulatedPortfolio portfolio, decimal unrealizedPnL)

result = marginController.IsStopOut(portfolio, unrealizedPnL)

Check if portfolio is in stop-out state. Uses EnableStopOut and StopOutLevel.

portfolio: Portfolio.
unrealizedPnL: Current unrealized PnL.

Rückgabe: True if stop-out is enabled and margin level is at or below stop-out threshold.

ValidateOrder

public InvalidOperationException ValidateOrder(EmulatedPortfolio portfolio, decimal price, decimal volume, PositionInfo position)

result = marginController.ValidateOrder(portfolio, price, volume, position)

Validate that portfolio has sufficient funds for order.

portfolio: Portfolio to check.
price: Order price.
volume: Order volume.
position: Position info (for leverage). Can be null.

Rückgabe: Error if insufficient funds, null otherwise.