QuotingBehaviorAlgo
StockSharp.Algo.Strategies.Quoting
Position modify algorithm that delegates price calculation to IQuotingBehavior.
実装: IPositionModifyAlgo, IDisposable
コンストラクター
QuotingBehaviorAlgo(IQuotingBehavior, Sides, decimal, Unit, Security)
Initializes a new instance of the QuotingBehaviorAlgo.
- behavior
- Quoting behavior for price calculation.
- side
- Order side.
- volume
- Total volume to execute.
- volumePart
- Volume part for each slice.
- security
- Security (optional, for behaviors that need PriceStep).
プロパティ
IsFinished : bool
Whether all iterations are complete.
RemainingVolume : decimal
Remaining volume to execute.
メソッド
Cancel()
Cancel the current algo execution.
Dispose()
Disposes of items in the pool that implement IDisposable.
GetNextAction() : PositionModifyAction
Get the next action to take.
OnOrderCanceled(decimal)
Notify that an order was canceled.
- matchedVolume
- Volume that was matched before cancellation.
OnOrderFailed()
Notify that an order failed.
OnOrderMatched(decimal)
Notify that an order was matched (fully filled).
UpdateMarketData(DateTime, decimal?, decimal?)
Update market data.
- time
- Current time.
- price
- Last trade price.
- volume
- Last trade volume.