LevelQuotingStrategy

LevelQuotingStrategy

public LevelQuotingStrategy()

levelQuotingStrategy = LevelQuotingStrategy()

Initializes a new instance of the LevelQuotingStrategy.

Level

public Range<int> Level { get; set; }

value = levelQuotingStrategy.Level
levelQuotingStrategy.Level = value

The level in the order book. It specifies the number of quotes to the deep from the best one. By default, it is equal to {0:0} which means quoting by the best quote.

OwnLevel

public bool OwnLevel { get; set; }

value = levelQuotingStrategy.OwnLevel
levelQuotingStrategy.OwnLevel = value

To create your own price level in the order book, if there is no quote with necessary price yet. The default is disabled.

CreateBehavior

protected override IQuotingBehavior CreateBehavior()

result = levelQuotingStrategy.CreateBehavior()

Create IQuotingBehavior.

Returns: IQuotingBehavior