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MarketDepthGenerator Class

The order book generator using random method.
Inheritance Hierarchy
SystemObject
  CloneableMarketDataGenerator
    StockSharp.Algo.TestingMarketDataGenerator
      StockSharp.Algo.TestingMarketDepthGenerator
        StockSharp.Algo.TestingTrendMarketDepthGenerator

Namespace:  StockSharp.Algo.Testing
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
public abstract class MarketDepthGenerator : MarketDataGenerator

The MarketDepthGenerator type exposes the following members.

Constructors
  NameDescription
Protected methodMarketDepthGenerator
Initialize MarketDepthGenerator.
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Properties
  NameDescription
Public propertyDataType
Market data type.
(Overrides MarketDataGeneratorDataType.)
Public propertyGenerateDepthOnEachTrade
Shall order books be generated after each trade. The default is .
Public propertyInterval
The data generation interval.
(Inherited from MarketDataGenerator.)
Protected propertyLastGenerationTime
The time of last data generation.
(Inherited from MarketDataGenerator.)
Public propertyMaxAsksDepth
The maximal depth of offers.
Public propertyMaxBidsDepth
The maximal depth of bids.
Public propertyMaxGenerations
The maximal number of generations after last occurrence of source data for the order book.
Public propertyMaxPriceStepCount
The maximal number of price increments PriceStep to be returned through massive Steps.
(Inherited from MarketDataGenerator.)
Public propertyMaxSpreadStepCount
The maximal value of spread between the best quotes in units of price increments number. The spread value will be selected randomly between MinSpreadStepCount and MaxSpreadStepCount.
Public propertyMaxVolume
The maximal volume. The volume will be selected randomly from MinVolume to MaxVolume.
(Inherited from MarketDataGenerator.)
Public propertyMinSpreadStepCount
The minimal value of spread between the best quotes in units of price increments number. The spread value will be selected randomly between MinSpreadStepCount and MaxSpreadStepCount.
Public propertyMinVolume
The maximal volume. The volume will be selected randomly from MinVolume to MaxVolume.
(Inherited from MarketDataGenerator.)
Public propertyRandomArrayLength
The length of massive of preliminarily generated random numbers. The default is 100.
(Inherited from MarketDataGenerator.)
Protected propertySecurityDefinition
Information about the trading instrument.
(Inherited from MarketDataGenerator.)
Public propertySecurityId
The identifier of the instrument, for which data shall be generated.
(Inherited from MarketDataGenerator.)
Public propertySteps
The massive of random price increments in the range from 1 to MaxPriceStepCount.
(Inherited from MarketDataGenerator.)
Public propertyUseTradeVolume
To use to generate best quotes in the order book volume of history trades.
Public propertyVolumes
The massive of random volumes in the range from MinVolume to MaxVolume.
(Inherited from MarketDataGenerator.)
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Methods
  NameDescription
Public methodClone (Inherited from CloneableMarketDataGenerator.)
Protected methodCreateQuote
To create the quote using random method.
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGetHashCode
Serves as a hash function for a particular type.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodInit
To initialize the generator state.
(Inherited from MarketDataGenerator.)
Protected methodIsTimeToGenerate
Is new data generation required.
(Inherited from MarketDataGenerator.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Protected methodOnProcess
Process message.
(Inherited from MarketDataGenerator.)
Public methodProcess
Process message.
(Inherited from MarketDataGenerator.)
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
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See Also