IOrderMatcher
StockSharp.MatchingEngine
Interface for order matching logic.
Methods
GetMarketPrice(Sides, IOrderBook) : decimal?
Get the best execution price for a market order.
- side
- Side of the market order (buy/sell).
- book
- Order book to query.
Returns: Best available price for the market order, or null if book is empty.
Match(EmulatorOrder, IOrderBook, MatchingSettings) : MatchResult
Try to match an order against the order book.
- order
- Order to match.
- book
- Order book to match against.
- settings
- Matching settings.
Returns: Match result.
WouldCross(EmulatorOrder, IOrderBook) : bool
Check if order would cross the book (for post-only validation).
- order
- Order to check.
- book
- Order book to check against.
Returns: True if the order would cross the book, otherwise false.