MarketEmulator
Market emulator v2 with modular architecture. Wraps MatchingEngineAdapter and adds emulation-specific logic (random volumes, tick/L1→orderbook conversion, candle matching, commissions, price limits).
継承元: BaseLogReceiver
実装: IMarketEmulator, IMessageTransport, ILogSource, IDisposable
コンストラクター
MarketEmulator(ISecurityProvider, IPortfolioProvider, IExchangeInfoProvider, IdGenerator)
Initializes a new instance.
プロパティ
CurrentTime : DateTime
Current UTC time.
ExchangeInfoProvider : IExchangeInfoProvider
Exchanges and trading boards provider.
OrderIdGenerator : IncrementalIdGenerator
Order ID generator.
PortfolioManager : IPortfolioManager
Portfolio manager for handling portfolio state.
PortfolioProvider : IPortfolioProvider
The portfolio to be used to register orders. If value is not given, the portfolio with default name Simulator will be created.
PossibleSupportedMessages : IEnumerable<MessageTypeInfo>
Possible supported message types.
ProcessedMessageCount : long
Processed message count.
SecurityProvider : ISecurityProvider
The provider of information about instruments.
Settings : MarketEmulatorSettings
Emulator settings.
TradeIdGenerator : IncrementalIdGenerator
Trade ID generator.
TransactionIdGenerator : IdGenerator
Transaction id generator.
VerifyMode : bool
Extended verification mode.
メソッド
MatchOrderByCandle(EmulatorOrder, CandleMessage) : MatchResult
Match order against candle data directly.
SendOutMessageAsync(Message, CancellationToken) : ValueTask
Send out message.
イベント
NewOutMessageAsync : Func<Message, CancellationToken, ValueTask>
New message event.