VWAPQuotingBehavior
StockSharp.Algo.Strategies.Quoting
Quoting behavior based on Volume-Weighted Average Price (VWAP).
Implements: IQuotingBehavior
Constructors
VWAPQuotingBehavior
public VWAPQuotingBehavior(Unit bestPriceOffset)vWAPQuotingBehavior = VWAPQuotingBehavior(bestPriceOffset)Quoting behavior based on Volume-Weighted Average Price (VWAP).
- bestPriceOffset
- The minimum deviation from VWAP that triggers order adjustment.