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

public BestByVolumeQuotingStrategy()

bestByVolumeQuotingStrategy = BestByVolumeQuotingStrategy()

Initializes a new instance of the BestByVolumeQuotingStrategy.

Properties

VolumeExchange

public Unit VolumeExchange { get; set; }

value = bestByVolumeQuotingStrategy.VolumeExchange
bestByVolumeQuotingStrategy.VolumeExchange = value

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

Methods

CreateBehavior

protected override IQuotingBehavior CreateBehavior()

result = bestByVolumeQuotingStrategy.CreateBehavior()

Create IQuotingBehavior.

Returns: IQuotingBehavior