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TraderHelperGetTheoreticalTrades Method (MarketDepth, Sides, Decimal)

To get probable trades by the order book for the market price and given volume.

Namespace:  StockSharp.Algo
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
public static IEnumerable<MyTrade> GetTheoreticalTrades(
	this MarketDepth depth,
	Sides orderDirection,
	decimal volume
)

Parameters

depth
Type: StockSharp.BusinessEntitiesMarketDepth
The order book, reflecting situation on market at the moment of function call.
orderDirection
Type: StockSharp.MessagesSides
Order side.
volume
Type: SystemDecimal
The volume, supposed to be implemented.

Return Value

Type: IEnumerableMyTrade
Probable trades.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type MarketDepth. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).
See Also