QuotingProcessor

QuotingProcessor

public QuotingProcessor(IQuotingBehavior behavior, Security security, Portfolio portfolio, Sides quotingSide, decimal quotingVolume, decimal maxOrderVolume, TimeSpan timeOut, ISubscriptionProvider subProvider, IMarketRuleContainer container, ITransactionProvider transProvider, ITimeProvider timeProvider, IMarketDataProvider mdProvider, Func<StrategyTradingModes, bool> isAllowed, bool useBidAsk, bool useTicks)

quotingProcessor = QuotingProcessor(behavior, security, portfolio, quotingSide, quotingVolume, maxOrderVolume, timeOut, subProvider, container, transProvider, timeProvider, mdProvider, isAllowed, useBidAsk, useTicks)

Initializes a new instance of the QuotingProcessor class.

behavior

The behavior defining the quoting logic.

security

Security

portfolio

Portfolio

quotingSide

The direction of quoting (Buy or Sell).

quotingVolume

The total volume to be quoted.

maxOrderVolume

Maximum volume of a single order. If the total volume of is greater than this value, the processor will split the quoting into multiple orders.

timeOut

The time limit during which the quoting should be fulfilled. If the total volume of will not be fulfilled by this time, the strategy will stop operating.

subProvider

ISubscriptionProvider

container

IMarketRuleContainer

transProvider

ITransactionProvider

timeProvider

ITimeProvider

mdProvider

IMarketDataProvider

isAllowed

Is the strategy allowed to trade.

useBidAsk

To use the best bid and ask prices from the order book. If the information in the order book is missed, the processor will not recommend any actions.

useTicks

To use the last trade price, if the information in the order book is missed.

LeftVolume

public decimal LeftVolume { get; }

value = quotingProcessor.LeftVolume

Left volume.

DisposeManaged

protected override void DisposeManaged()

quotingProcessor.DisposeManaged()

Disposes the managed resources. Override this method to add custom clean up of managed resources.

Start

public void Start()

quotingProcessor.Start()

Start the processor.

Stop

public void Stop()

quotingProcessor.Stop()

Stop the processor.

Finished

public event Action<bool> Finished

quotingProcessor.Finished += handler

Occurs when the processor is finished. The argument indicates whether the quoting was successful or by timeout.

OrderFailed

public event Action<OrderFail> OrderFailed

quotingProcessor.OrderFailed += handler

Occurs when an order fails to be registered.

OrderRegistered

public event Action<Order> OrderRegistered

quotingProcessor.OrderRegistered += handler

Occurs when an order is registered.

OwnTrade

public event Action<MyTrade> OwnTrade

quotingProcessor.OwnTrade += handler

Occurs when an own trade is received.