VWAPQuotingBehavior
StockSharp.Algo.Strategies.Quoting
Quoting behavior based on Volume-Weighted Average Price (VWAP).
実装: IQuotingBehavior
コンストラクター
VWAPQuotingBehavior(Unit)
Quoting behavior based on Volume-Weighted Average Price (VWAP).
- bestPriceOffset
- The minimum deviation from VWAP that triggers order adjustment.