RiskOrderFreqRule

StockSharp.Algo.Risk

Risk-rule, tracking orders placing frequency.

Inherits: RiskRule

Properties

Count : int

Order count.

Interval : TimeSpan

Interval, during which orders quantity will be monitored.

Methods

GetTitle() : string

Get title.

Load(SettingsStorage)

Load settings.

storage: Settings storage.

ProcessMessage(Message) : bool

To process the message for transaction delay calculation. Messages of OrderRegisterMessage, OrderReplaceMessage, OrderCancelMessage and ExecutionMessage types are accepted.

message: Message.

Returns: The transaction delay. If it is impossible to calculate delay, will be returned.

Reset()

Reset state.

Save(SettingsStorage)

Save settings.

storage: Settings storage.