QuotingEngine
StockSharp.Algo.Strategies.Quoting
Pure functional engine that receives input data and returns action recommendations.
Constructors
QuotingEngine
public QuotingEngine(IQuotingBehavior behavior, Security security, Portfolio portfolio, Sides quotingSide, decimal quotingVolume, decimal maxOrderVolume, TimeSpan timeOut, IMarketDataProvider mdProvider, DateTime startTime)quotingEngine = QuotingEngine(behavior, security, portfolio, quotingSide, quotingVolume, maxOrderVolume, timeOut, mdProvider, startTime)Initializes a new instance of the QuotingEngine class.
- behavior
- The behavior defining the quoting logic.
- security
- Security to quote.
- portfolio
- Portfolio for orders.
- quotingSide
- The direction of quoting (Buy or Sell).
- quotingVolume
- The total volume to be quoted.
- maxOrderVolume
- Maximum volume of a single order.
- timeOut
- The time limit for quoting completion.
- mdProvider
- Market data provider.
- startTime
- Start time for timeout calculation.
Methods
GetLeftVolume
public decimal GetLeftVolume(decimal position)result = quotingEngine.GetLeftVolume(position)Calculate remaining volume to quote.
IsTimeOut
public bool IsTimeOut(DateTime currentTime)result = quotingEngine.IsTimeOut(currentTime)Check if timeout has occurred.
ProcessCancellationResult
public QuotingAction ProcessCancellationResult(bool isSuccess, QuotingInput input)result = quotingEngine.ProcessCancellationResult(isSuccess, input)Process the result of an order cancellation.
- isSuccess
- Whether cancellation was successful.
- input
- Current input state.
Returns: Next recommended action.
ProcessOrderResult
public QuotingAction ProcessOrderResult(bool isSuccess, QuotingInput input)result = quotingEngine.ProcessOrderResult(isSuccess, input)Process the result of an order registration.
- isSuccess
- Whether registration was successful.
- input
- Current input state.
Returns: Next recommended action.
ProcessQuoting
public QuotingAction ProcessQuoting(QuotingInput input)result = quotingEngine.ProcessQuoting(input)Process input data and return recommended action.
- input
- Input market data and state.
Returns: Recommended action.
ProcessTrade
public QuotingAction ProcessTrade(decimal tradeVolume, QuotingInput input)result = quotingEngine.ProcessTrade(tradeVolume, input)Process a trade execution.
- tradeVolume
- Volume of the executed trade.
- input
- Current input state.
Returns: Next recommended action.