TWAPQuotingBehavior
StockSharp.Algo.Strategies.Quoting
Quoting behavior based on Time-Weighted Average Price (TWAP) with configurable time interval.
実装: IQuotingBehavior
コンストラクター
TWAPQuotingBehavior(TimeSpan, int)
Quoting behavior based on Time-Weighted Average Price (TWAP) with configurable time interval.
- timeInterval
- Time interval between order placements.
- priceBufferSize
- Number of prices to average.