Español ES

Level1SpreadWidener

StockSharp.Algo

Symmetric spread widener for Level1ChangeMessage. Shifts BestBidPrice down and BestAskPrice up by the configured percent. Stateless.

Constructores

Level1SpreadWidener(decimal)

Initializes a new instance of the Level1SpreadWidener class.

percent
Half-spread widening, in percent. Non-positive disables widening.

Propiedades

IsEnabled : bool

if Percent is positive and widening is applied.

Percent : decimal

Half-spread widening, in percent.

Métodos

Apply(Level1ChangeMessage) : Level1ChangeMessage

Returns a copy of with the best bid shifted down and the best ask shifted up by Percent.

msg
Source level1 change message.

Devuelve: Widened copy; the original message when widening is disabled; or if is .