SbeStopCondition

StockSharp.Server.Sbe

Conditional-order condition for the SBE wire format. Carries both the stop flavour (stop-loss / take-profit, with percent + trailing variants) and the algorithmic-execution flavour (TWAP / VWAP / Iceberg / NBBO). The flavour is told apart by AlgoKind: null means a plain stop, otherwise the order is an algo parent the router forwards to the algo server.

Inherits: OrderCondition

Implements: IStopLossOrderCondition, ITakeProfitOrderCondition, IPercentStopOrderCondition

Properties

ActivationPrice

public decimal? ActivationPrice { get; set; }

value = sbeStopCondition.ActivationPrice
sbeStopCondition.ActivationPrice = value

The absolute value of the price when the one is reached the protective strategy is activated.

AlgoEndAt

public DateTime? AlgoEndAt { get; set; }

value = sbeStopCondition.AlgoEndAt
sbeStopCondition.AlgoEndAt = value

UTC time the algo must finish by (then cancels the remainder).

AlgoKind

public int? AlgoKind { get; set; }

value = sbeStopCondition.AlgoKind
sbeStopCondition.AlgoKind = value

Algorithmic-execution kind (1=TWAP, 2=VWAP, 3=Iceberg, 4=NBBO), matching the server-side AlgoOrderKind enum. Null on a plain stop order.

AlgoParametersJson

public string AlgoParametersJson { get; set; }

value = sbeStopCondition.AlgoParametersJson
sbeStopCondition.AlgoParametersJson = value

JSON of per-algo parameters (slice count, display volume, participation rate, …). Algo-specific schema, opaque to the wire/condition.

AlgoStartAt

public DateTime? AlgoStartAt { get; set; }

value = sbeStopCondition.AlgoStartAt
sbeStopCondition.AlgoStartAt = value

UTC time the algo should start working.

ClosePositionPrice

public decimal? ClosePositionPrice { get; set; }

value = sbeStopCondition.ClosePositionPrice
sbeStopCondition.ClosePositionPrice = value

Close position price. means close by market.

IsActivationPricePercent

public bool IsActivationPricePercent { get; set; }

value = sbeStopCondition.IsActivationPricePercent
sbeStopCondition.IsActivationPricePercent = value

When , ActivationPrice (or ActivationPrice) is a percent of the market price at registration time. The server snapshots the price and stores the resulting absolute trigger.

IsClosePositionPricePercent

public bool IsClosePositionPricePercent { get; set; }

value = sbeStopCondition.IsClosePositionPricePercent
sbeStopCondition.IsClosePositionPricePercent = value

When , ClosePositionPrice (or ClosePositionPrice) is a percent of the activation price; the limit price is computed at trigger time.

IsTrailing

public bool IsTrailing { get; set; }

value = sbeStopCondition.IsTrailing
sbeStopCondition.IsTrailing = value

Trailing stop-loss.

IsTrailingOffsetPercent

public bool IsTrailingOffsetPercent { get; set; }

value = sbeStopCondition.IsTrailingOffsetPercent
sbeStopCondition.IsTrailingOffsetPercent = value

When , the trailing offset is a percent of the high/low watermark; the stop price is recomputed on each tick.

TrailingOffset

public decimal? TrailingOffset { get; set; }

value = sbeStopCondition.TrailingOffset
sbeStopCondition.TrailingOffset = value

Trailing stop offset from extremum (for trailing stops).