MatchingSettings
StockSharp.MatchingEngine
Settings for order matching.
Properties
AllowMarketOrdersWithoutBook
public bool AllowMarketOrdersWithoutBook { get; set; }
value = matchingSettings.AllowMarketOrdersWithoutBook
matchingSettings.AllowMarketOrdersWithoutBook = value
Whether to match market orders at any price.
MaxDepth
public int MaxDepth { get; set; }
value = matchingSettings.MaxDepth
matchingSettings.MaxDepth = value
Maximum depth of the order book.
PriceStep
public decimal PriceStep { get; set; }
value = matchingSettings.PriceStep
matchingSettings.PriceStep = value
Price step of the security.
SpreadSize
public int SpreadSize { get; set; }
value = matchingSettings.SpreadSize
matchingSettings.SpreadSize = value
Spread size in price steps.
UseOrderPriceForLimitTrades
public bool UseOrderPriceForLimitTrades { get; set; }
value = matchingSettings.UseOrderPriceForLimitTrades
matchingSettings.UseOrderPriceForLimitTrades = value
When true, use order price instead of market price for limit order trades. This is used for candle-based matching.
VolumeStep
public decimal VolumeStep { get; set; }
value = matchingSettings.VolumeStep
matchingSettings.VolumeStep = value
Volume step of the security.