QuotingProcessor
StockSharp.Algo.Strategies.Quoting
A passive quoting processor that analyzes market data and order state to recommend actions.
継承元: BaseLogReceiver
コンストラクター
QuotingProcessor(IQuotingBehavior, Security, Portfolio, Sides, decimal, decimal, TimeSpan, ISubscriptionProvider, IMarketRuleContainer, ITransactionProvider, ITimeProvider, IMarketDataProvider, Func<StrategyTradingModes, bool>, bool, bool)
Initializes a new instance of the QuotingProcessor class.
- behavior
- The behavior defining the quoting logic.
- security
- Security
- portfolio
- Portfolio
- quotingSide
- The direction of quoting (Buy or Sell).
- quotingVolume
- The total volume to be quoted.
- maxOrderVolume
- Maximum volume of a single order. If the total volume of is greater than this value, the processor will split the quoting into multiple orders.
- timeOut
- The time limit during which the quoting should be fulfilled. If the total volume of will not be fulfilled by this time, the strategy will stop operating.
- subProvider
- ISubscriptionProvider
- container
- IMarketRuleContainer
- transProvider
- ITransactionProvider
- timeProvider
- ITimeProvider
- mdProvider
- IMarketDataProvider
- isAllowed
- Is the strategy allowed to trade.
- useBidAsk
- To use the best bid and ask prices from the order book. If the information in the order book is missed, the processor will not recommend any actions.
- useTicks
- To use the last trade price, if the information in the order book is missed.
プロパティ
LeftVolume : decimal
Left volume.
メソッド
DisposeManaged()
Release resources.
Start()
Start the processor.
Stop()
Stop the processor.
イベント
Finished : Action<bool>
Occurs when the processor is finished. The argument indicates whether the quoting was successful or by timeout.
OrderFailed : Action<OrderFail>
Occurs when an order fails to be registered.
OrderRegistered : Action<Order>
Occurs when an order is registered.