MatchingEngineAdapter

MatchingEngineAdapter

public MatchingEngineAdapter()

matchingEngineAdapter = MatchingEngineAdapter()

Initializes a new instance.

OrderIdGenerator

public IncrementalIdGenerator OrderIdGenerator { get; set; }

value = matchingEngineAdapter.OrderIdGenerator
matchingEngineAdapter.OrderIdGenerator = value

Order ID generator.

PortfolioManager

public IPortfolioManager PortfolioManager { get; set; }

value = matchingEngineAdapter.PortfolioManager
matchingEngineAdapter.PortfolioManager = value

Portfolio manager for handling portfolio state.

Settings

public MatchingEngineSettings Settings { get; }

value = matchingEngineAdapter.Settings

Matching engine settings.

StopOrderManager

public IStopOrderManager StopOrderManager { get; }

value = matchingEngineAdapter.StopOrderManager

Stop order manager (read-only access).

TradeIdGenerator

public IncrementalIdGenerator TradeIdGenerator { get; set; }

value = matchingEngineAdapter.TradeIdGenerator
matchingEngineAdapter.TradeIdGenerator = value

Trade ID generator.

TransactionIdGenerator

public IdGenerator TransactionIdGenerator { get; set; }

value = matchingEngineAdapter.TransactionIdGenerator
matchingEngineAdapter.TransactionIdGenerator = value

Transaction id generator for internal use (group cancel, close positions).

CheckLimitOrders

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

matchingEngineAdapter.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.

CheckStopOrders

public void CheckStopOrders(SecurityId securityId, decimal price, DateTime time, List<Message> results)

matchingEngineAdapter.CheckStopOrders(securityId, price, time, results)

Check stop orders against a price and process triggered orders.

GetSecurityState

public SecurityState GetSecurityState(SecurityId securityId)

result = matchingEngineAdapter.GetSecurityState(securityId)

Get or create security state for the given security.

ProcessMessage

public void ProcessMessage(Message message, List<Message> results)

matchingEngineAdapter.ProcessMessage(message, results)

Process a message and collect results. Can be called directly (without async dispatch).

ProcessOrderCancel

public void ProcessOrderCancel(OrderCancelMessage cancelMsg, List<Message> results)

matchingEngineAdapter.ProcessOrderCancel(cancelMsg, results)

Process order cancellation.

ProcessOrderRegister

public void ProcessOrderRegister(OrderRegisterMessage regMsg, List<Message> results)

matchingEngineAdapter.ProcessOrderRegister(regMsg, results)

Process order registration.

SendOutMessageAsync

public ValueTask SendOutMessageAsync(Message message, CancellationToken cancellationToken)

result = matchingEngineAdapter.SendOutMessageAsync(message, cancellationToken)

Send out message.

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

NewOutMessageAsync

public event Func<Message, CancellationToken, ValueTask> NewOutMessageAsync

matchingEngineAdapter.NewOutMessageAsync += handler

New message event.