QuotingStrategy

QuotingStrategy

protected QuotingStrategy()

quotingStrategy = QuotingStrategy()

Initialize QuotingStrategy.

QuotingSide

public Sides QuotingSide { get; set; }

value = quotingStrategy.QuotingSide
quotingStrategy.QuotingSide = value

Quoting direction.

QuotingVolume

public decimal QuotingVolume { get; set; }

value = quotingStrategy.QuotingVolume
quotingStrategy.QuotingVolume = value

Total quoting volume.

TimeOut

public TimeSpan TimeOut { get; set; }

value = quotingStrategy.TimeOut
quotingStrategy.TimeOut = value

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

UseBidAsk

public bool UseBidAsk { get; set; }

value = quotingStrategy.UseBidAsk
quotingStrategy.UseBidAsk = value

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.

UseLastTradePrice

public bool UseLastTradePrice { get; set; }

value = quotingStrategy.UseLastTradePrice
quotingStrategy.UseLastTradePrice = value

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

CreateBehavior

protected abstract IQuotingBehavior CreateBehavior()

result = quotingStrategy.CreateBehavior()

Create IQuotingBehavior.

Returns: IQuotingBehavior

OnStarted2

protected override void OnStarted2(DateTime time)

quotingStrategy.OnStarted2(time)

The method is called when the Start method has been called and the ProcessState state has been taken the Started value.