IPositionModifyAlgo

IsFinished

public bool IsFinished { get; }

value = iPositionModifyAlgo.IsFinished

Whether the algorithm has finished.

RemainingVolume

public decimal RemainingVolume { get; }

value = iPositionModifyAlgo.RemainingVolume

Remaining volume to execute.

Cancel

public void Cancel()

iPositionModifyAlgo.Cancel()

Cancel the current algo execution.

GetNextAction

public PositionModifyAction GetNextAction()

result = iPositionModifyAlgo.GetNextAction()

Get the next action to take. The call advances the algorithm: a returned Register counts as dispatched, so the caller places it and reports back through Decimal), OnOrderFailed or Decimal). An action that is discarded leaves the algorithm waiting for a report that never comes.

OnOrderCanceled

public void OnOrderCanceled(decimal matchedVolume)

iPositionModifyAlgo.OnOrderCanceled(matchedVolume)

Notify that an order was canceled.

matchedVolume

Volume that traded since the previous notification and before cancellation.

OnOrderFailed

public void OnOrderFailed()

iPositionModifyAlgo.OnOrderFailed()

Notify that an order failed. Nothing traded.

OnOrderMatched

public void OnOrderMatched(decimal matchedVolume)

iPositionModifyAlgo.OnOrderMatched(matchedVolume)

Notify that an order was matched.

matchedVolume

Volume that traded since the previous notification for this order: a caller reporting every partial fill passes the increment, one reporting only the end passes the whole traded volume. The same volume is never reported twice.

UpdateMarketData

public void UpdateMarketData(DateTime time, decimal? price, decimal? volume)

iPositionModifyAlgo.UpdateMarketData(time, price, volume)

Update market data.

time

Current time.

price

Last trade price.

volume

Last trade volume.

UpdateOrderBook

public void UpdateOrderBook(IOrderBookMessage depth)

iPositionModifyAlgo.UpdateOrderBook(depth)

Update order book data.

depth

Order book.