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MatchingEngineAdapter

StockSharp.MatchingEngine

Message-based matching engine adapter. Contains pure matching logic without emulation (no random, no candle matching, no commissions). Implements IMessageTransport for message-based integration.

Implementa: IMessageTransport

Constructores

MatchingEngineAdapter()

Initializes a new instance.

Propiedades

OrderIdGenerator : IncrementalIdGenerator

Order ID generator.

PortfolioManager : IPortfolioManager

Portfolio manager for handling portfolio state.

Settings : MatchingEngineSettings

Matching engine settings.

StopOrderManager : IStopOrderManager

Stop order manager (read-only access).

TradeIdGenerator : IncrementalIdGenerator

Trade ID generator.

TransactionIdGenerator : IdGenerator

Transaction id generator for internal use (group cancel, close positions).

Métodos

CheckLimitOrders(SecurityId, decimal?, DateTime, List<Message>)

Re-evaluate resting limit orders against the current order book and execute the ones the market has moved through. Unlike stop orders, limit orders are otherwise matched only at registration time, so a tick/quote trading through a resting limit would leave it sitting in the book and later fill at a price the market has left behind.

CheckStopOrders(SecurityId, decimal, DateTime, List<Message>)

Check stop orders against a price and process triggered orders.

GetSecurityState(SecurityId) : SecurityState

Get or create security state for the given security.

ProcessMessage(Message, List<Message>)

Process a message and collect results. Can be called directly (without async dispatch).

ProcessOrderCancel(OrderCancelMessage, List<Message>)

Process order cancellation.

ProcessOrderRegister(OrderRegisterMessage, List<Message>)

Process order registration.

SendOutMessageAsync(Message, CancellationToken) : ValueTask

Send out message.

StockSharp#Messages#IMessageTransport#SendInMessageAsync(Message, CancellationToken)

Eventos