BestByVolumeQuotingStrategy

StockSharp.Algo.Strategies.Quoting

The quoting according to the Best By Volume rule. For this quoting the volume delta VolumeExchange is specified, which can stand in front of the quoted order.

Inherits: QuotingStrategy

Constructors

BestByVolumeQuotingStrategy()

Initializes a new instance of the BestByVolumeQuotingStrategy.

Properties

VolumeExchange : Unit

The volume delta that can stand in front of the quoted order.

Methods

CreateBehavior() : IQuotingBehavior

Create IQuotingBehavior.

Returns: IQuotingBehavior