OrderLogGenerator

OrderLogGenerator

public OrderLogGenerator(SecurityId securityId)

orderLogGenerator = OrderLogGenerator(securityId)

Initializes a new instance of the OrderLogGenerator.

securityId

The identifier of the instrument, for which data shall be generated.

OrderLogGenerator

public OrderLogGenerator(SecurityId securityId, TradeGenerator tradeGenerator)

orderLogGenerator = OrderLogGenerator(securityId, tradeGenerator)

Initializes a new instance of the OrderLogGenerator.

securityId

The identifier of the instrument, for which data shall be generated.

tradeGenerator

Tick trades generator using random method.

DataType

public override DataType DataType { get; }

value = orderLogGenerator.DataType

Market data type.

IdGenerator

public IdGenerator IdGenerator { get; set; }

value = orderLogGenerator.IdGenerator
orderLogGenerator.IdGenerator = value

The order identifier generator Id.

TradeGenerator

public TradeGenerator TradeGenerator { get; }

value = orderLogGenerator.TradeGenerator

Tick trades generator using random method.

Clone

public override MarketDataGenerator Clone()

result = orderLogGenerator.Clone()

Create a copy of MarketDataGenerator.

Returns: Copy.

Init

public override void Init()

orderLogGenerator.Init()

To initialize the generator state.

OnProcess

protected override Message OnProcess(Message message)

result = orderLogGenerator.OnProcess(message)

Process message.

message

Message.

Returns: The result of processing. If is returned, then generator has no sufficient data to generate new message.

Process

public override Message Process(Message message)

result = orderLogGenerator.Process(message)

Process message.

message

Message.

Returns: The result of processing. If is returned, then generator has no sufficient data to generate new message.