MarketEmulatorSettings

MarketEmulatorSettings

public MarketEmulatorSettings()

marketEmulatorSettings = MarketEmulatorSettings()

Initializes a new instance of the MarketEmulatorSettings.

AllowStoreGenerateMessages

public bool AllowStoreGenerateMessages { get; set; }

value = marketEmulatorSettings.AllowStoreGenerateMessages
marketEmulatorSettings.AllowStoreGenerateMessages = value

Allow store generated by IMarketEmulator messages.

CandlePrice

public EmulationCandlePrices CandlePrice { get; set; }

value = marketEmulatorSettings.CandlePrice
marketEmulatorSettings.CandlePrice = value

EmulationCandlePrices

CheckMoney

public bool CheckMoney { get; set; }

value = marketEmulatorSettings.CheckMoney
marketEmulatorSettings.CheckMoney = value

Check money balance.

CheckShortable

public bool CheckShortable { get; set; }

value = marketEmulatorSettings.CheckShortable
marketEmulatorSettings.CheckShortable = value

Can have short positions.

CheckTradableDates

public bool CheckTradableDates { get; set; }

value = marketEmulatorSettings.CheckTradableDates
marketEmulatorSettings.CheckTradableDates = value

Check loading dates are they tradable.

CheckTradingState

public bool CheckTradingState { get; set; }

value = marketEmulatorSettings.CheckTradingState
marketEmulatorSettings.CheckTradingState = value

Check trading state.

CommissionRules

public IEnumerable<ICommissionRule> CommissionRules { get; set; }

value = marketEmulatorSettings.CommissionRules
marketEmulatorSettings.CommissionRules = value

Commission rules.

ConvertTime

public bool ConvertTime { get; set; }

value = marketEmulatorSettings.ConvertTime
marketEmulatorSettings.ConvertTime = value

To convert time for orders and trades into exchange time. By default, it is disabled.

Failing

public double Failing { get; set; }

value = marketEmulatorSettings.Failing
marketEmulatorSettings.Failing = value

The percentage value of new orders registration error. The value may be from 0 (not a single error) to 100. By default is Off.

IncreaseDepthVolume

public bool IncreaseDepthVolume { get; set; }

value = marketEmulatorSettings.IncreaseDepthVolume
marketEmulatorSettings.IncreaseDepthVolume = value

To add the additional volume into order book at registering orders with greater volume. By default, it is enabled.

InitialOrderId

public long InitialOrderId { get; set; }

value = marketEmulatorSettings.InitialOrderId
marketEmulatorSettings.InitialOrderId = value

The number, starting at which the emulator will generate identifiers for orders Id.

InitialTradeId

public long InitialTradeId { get; set; }

value = marketEmulatorSettings.InitialTradeId
marketEmulatorSettings.InitialTradeId = value

The number, starting at which the emulator will generate identifiers fir trades TradeId.

Latency

public TimeSpan Latency { get; set; }

value = marketEmulatorSettings.Latency
marketEmulatorSettings.Latency = value

The minimal value of the registered orders delay. By default, it is Zero, which means instant adoption of registered orders by exchange.

MatchOnTouch

public bool MatchOnTouch { get; set; }

value = marketEmulatorSettings.MatchOnTouch
marketEmulatorSettings.MatchOnTouch = value

At emulation of clearing by trades, to perform clearing of orders, when trade price touches the order price (is equal to order price), rather than only when the trade price is better than order price. Is On by default (optimistic scenario).

MaxDepth

public int MaxDepth { get; set; }

value = marketEmulatorSettings.MaxDepth
marketEmulatorSettings.MaxDepth = value

The maximal depth of order book, which will be generated from ticks. It used, if there is no order book history. By default equals to 5.

PortfolioRecalcInterval

public TimeSpan PortfolioRecalcInterval { get; set; }

value = marketEmulatorSettings.PortfolioRecalcInterval
marketEmulatorSettings.PortfolioRecalcInterval = value

The interval for recalculation of data on portfolios. If interval equals Zero, recalculation is not performed.

PriceLimitOffset

public Unit PriceLimitOffset { get; set; }

value = marketEmulatorSettings.PriceLimitOffset
marketEmulatorSettings.PriceLimitOffset = value

The price shift from the previous trade, determining boundaries of maximal and minimal prices for the next session. Used only if there is no saved information Level1ChangeMessage. By default, it equals to 40%.

SpreadSize

public int SpreadSize { get; set; }

value = marketEmulatorSettings.SpreadSize
marketEmulatorSettings.SpreadSize = value

The size of spread in price increments. It used at determination of spread for generation of order book from tick trades. By default equals to 2.

TimeZone

public TimeZoneInfo TimeZone { get; set; }

value = marketEmulatorSettings.TimeZone
marketEmulatorSettings.TimeZone = value

Information about the time zone where the exchange is located.

Load

public virtual void Load(SettingsStorage storage)

marketEmulatorSettings.Load(storage)

To load the state of paper trading parameters.

storage

Storage.

Save

public virtual void Save(SettingsStorage storage)

marketEmulatorSettings.Save(storage)

To save the state of paper trading parameters.

storage

Storage.