MarketEmulator

StockSharp.Algo.Testing.Emulation

Market emulator v2 with modular architecture. Wraps MatchingEngineAdapter and adds emulation-specific logic (random volumes, tick/L1→orderbook conversion, candle matching, commissions, price limits).

Inherits: BaseLogReceiver

Implements: IMarketEmulator, IMessageTransport, ILogSource, IDisposable

Constructors

MarketEmulator
public MarketEmulator(ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, IExchangeInfoProvider exchangeInfoProvider, IdGenerator transactionIdGenerator)
marketEmulator = MarketEmulator(securityProvider, portfolioProvider, exchangeInfoProvider, transactionIdGenerator)

Initializes a new instance.

Properties

CurrentTime
public override DateTime CurrentTime { get; }
value = marketEmulator.CurrentTime

Current UTC time.

ExchangeInfoProvider
public IExchangeInfoProvider ExchangeInfoProvider { get; }
value = marketEmulator.ExchangeInfoProvider

Exchanges and trading boards provider.

OrderIdGenerator
public IncrementalIdGenerator OrderIdGenerator { get; set; }
value = marketEmulator.OrderIdGenerator
marketEmulator.OrderIdGenerator = value

Order ID generator.

PortfolioManager
public IPortfolioManager PortfolioManager { get; set; }
value = marketEmulator.PortfolioManager
marketEmulator.PortfolioManager = value

Portfolio manager for handling portfolio state.

PortfolioProvider
public IPortfolioProvider PortfolioProvider { get; }
value = marketEmulator.PortfolioProvider

The portfolio to be used to register orders. If value is not given, the portfolio with default name Simulator will be created.

PossibleSupportedMessages
public IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }
value = marketEmulator.PossibleSupportedMessages

Possible supported message types.

ProcessedMessageCount
public long ProcessedMessageCount { get; private set; }
value = marketEmulator.ProcessedMessageCount
marketEmulator.ProcessedMessageCount = value

Processed message count.

RandomProvider
public IRandomProvider RandomProvider { get; set; }
value = marketEmulator.RandomProvider
marketEmulator.RandomProvider = value
SecurityProvider
public ISecurityProvider SecurityProvider { get; }
value = marketEmulator.SecurityProvider

The provider of information about instruments.

Settings
public MarketEmulatorSettings Settings { get; }
value = marketEmulator.Settings

Emulator settings.

TradeIdGenerator
public IncrementalIdGenerator TradeIdGenerator { get; set; }
value = marketEmulator.TradeIdGenerator
marketEmulator.TradeIdGenerator = value

Trade ID generator.

TransactionIdGenerator
public IdGenerator TransactionIdGenerator { get; }
value = marketEmulator.TransactionIdGenerator

Transaction id generator.

VerifyMode
public bool VerifyMode { get; set; }
value = marketEmulator.VerifyMode
marketEmulator.VerifyMode = value

Extended verification mode.

Methods

MatchOrderByCandle
private static MatchResult MatchOrderByCandle(EmulatorOrder order, CandleMessage candle)
result = MarketEmulator.MatchOrderByCandle(order, candle)

Match order against candle data directly.

SendOutMessageAsync
public ValueTask SendOutMessageAsync(Message message, CancellationToken cancellationToken)
result = marketEmulator.SendOutMessageAsync(message, cancellationToken)

Send out message.

Events

NewOutMessageAsync
public event Func<Message, CancellationToken, ValueTask> NewOutMessageAsync
marketEmulator.NewOutMessageAsync += handler

New message event.