MarketEmulator

StockSharp.Algo.Testing.Emulation

Market emulator v2 with modular architecture. Wraps MatchingEngineAdapter and adds emulation-specific logic (random volumes, tick/L1→orderbook conversion, candle matching, commissions, price limits).

Hereda de: BaseLogReceiver

Implementa: IMarketEmulator, IMessageTransport, ILogSource, IDisposable

Constructores

MarketEmulator(ISecurityProvider, IPortfolioProvider, IExchangeInfoProvider, IdGenerator)

Initializes a new instance.

Propiedades

CurrentTime : DateTime

Current UTC time.

ExchangeInfoProvider : IExchangeInfoProvider

Exchanges and trading boards provider.

OrderIdGenerator : IncrementalIdGenerator

Order ID generator.

PortfolioManager : IPortfolioManager

Portfolio manager for handling portfolio state.

PortfolioProvider : IPortfolioProvider

The portfolio to be used to register orders. If value is not given, the portfolio with default name Simulator will be created.

PossibleSupportedMessages : IEnumerable<MessageTypeInfo>

Possible supported message types.

ProcessedMessageCount : long

Processed message count.

SecurityProvider : ISecurityProvider

The provider of information about instruments.

Settings : MarketEmulatorSettings

Emulator settings.

TradeIdGenerator : IncrementalIdGenerator

Trade ID generator.

TransactionIdGenerator : IdGenerator

Transaction id generator.

VerifyMode : bool

Extended verification mode.

Métodos

MatchOrderByCandle(EmulatorOrder, CandleMessage) : MatchResult

Match order against candle data directly.

Eventos