QuotingBehaviorAlgo

QuotingBehaviorAlgo

public QuotingBehaviorAlgo(IQuotingBehavior behavior, Sides side, decimal volume, Unit volumePart, Security security)

quotingBehaviorAlgo = QuotingBehaviorAlgo(behavior, side, volume, volumePart, security)

Initializes a new instance of the QuotingBehaviorAlgo.

behavior

Quoting behavior for price calculation.

side

Order side.

volume

Total volume to execute.

volumePart

Volume part for each slice.

security

Security (optional, for behaviors that need PriceStep).

IsFinished

public bool IsFinished { get; }

value = quotingBehaviorAlgo.IsFinished

Whether the algorithm has finished.

RemainingVolume

public decimal RemainingVolume { get; private set; }

value = quotingBehaviorAlgo.RemainingVolume
quotingBehaviorAlgo.RemainingVolume = value

Remaining volume to execute.

Cancel

public void Cancel()

quotingBehaviorAlgo.Cancel()

Cancel the current algo execution.

Dispose

public void Dispose()

quotingBehaviorAlgo.Dispose()

Disposes of items in the pool that implement IDisposable.

GetNextAction

public PositionModifyAction GetNextAction()

result = quotingBehaviorAlgo.GetNextAction()

Get the next action to take.

OnOrderCanceled

public void OnOrderCanceled(decimal matchedVolume)

quotingBehaviorAlgo.OnOrderCanceled(matchedVolume)

Notify that an order was canceled.

matchedVolume

Volume that was matched before cancellation.

OnOrderFailed

public void OnOrderFailed()

quotingBehaviorAlgo.OnOrderFailed()

Notify that an order failed.

OnOrderMatched

public void OnOrderMatched(decimal matchedVolume)

quotingBehaviorAlgo.OnOrderMatched(matchedVolume)

Notify that an order was matched (fully filled).

UpdateMarketData

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

quotingBehaviorAlgo.UpdateMarketData(time, price, volume)

Update market data.

time

Current time.

price

Last trade price.

volume

Last trade volume.

UpdateOrderBook

public void UpdateOrderBook(IOrderBookMessage depth)

quotingBehaviorAlgo.UpdateOrderBook(depth)

Update order book data.

depth

Order book.