MarketEmulator

MarketEmulator

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

marketEmulator = MarketEmulator(securityProvider, portfolioProvider, exchangeInfoProvider, transactionIdGenerator)

Initializes a new instance.

CurrentTime

public override DateTime CurrentTime { get; }

value = marketEmulator.CurrentTime

Current time, which will be passed to the 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 EmulatedPortfolioManager PortfolioManager { get; }

value = marketEmulator.PortfolioManager

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 IEmulationRandomizer RandomProvider { get; set; }

value = marketEmulator.RandomProvider
marketEmulator.RandomProvider = value

Where anything in the strategy that draws at random takes its draws from.

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.

ApplyCommissionsAsync

private ValueTask ApplyCommissionsAsync(List<Message> messages, CancellationToken cancellationToken)

result = marketEmulator.ApplyCommissionsAsync(messages, cancellationToken)

Price every trade in this batch. Called once, where the batch leaves the emulator.

CheckLimitOrders

private void CheckLimitOrders(SecurityId securityId, decimal? tradePrice, DateTime time, List<Message> results)

marketEmulator.CheckLimitOrders(securityId, tradePrice, time, results)

Re-evaluate resting limit orders against the current order book and execute the ones the market has moved through. Unlike stop orders, limit orders are otherwise matched only at registration time, so a tick/quote trading through a resting limit would leave it sitting in the book and later fill at a price the market has left behind.

GetSecurityState

public SecurityState GetSecurityState(SecurityId securityId)

result = marketEmulator.GetSecurityState(securityId)

State the emulation keeps for one security: its book, its orders and its definition.

securityId

Security to read.

Returns: The state.

ReleaseStoredCandles

private void ReleaseStoredCandles(DateTime time, List<Message> results)

marketEmulator.ReleaseStoredCandles(time, results)

Hand over every bar still held whose close falls no later than , each at its own close and in order.

ReplayCandle

private void ReplayCandle(SecurityId securityId, SecurityEmulator emulator, CandleMessage candle, DateTime time, List<Message> results)

marketEmulator.ReplayCandle(securityId, emulator, candle, time, results)

Replay a closed candle as the prices it recorded, in the order it recorded them.

SendOutMessageAsync

public ValueTask SendOutMessageAsync(Message message, CancellationToken cancellationToken)

result = marketEmulator.SendOutMessageAsync(message, cancellationToken)

Send out message.

StockSharp#Messages#IMessageTransport#SendInMessageAsync(Message, CancellationToken)

NewOutMessageAsync

public event Func<Message, CancellationToken, ValueTask> NewOutMessageAsync

marketEmulator.NewOutMessageAsync += handler

New message event.