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.