MarketEmulatorSettings
Settings of exchange emulator.
継承元: NotifiableObject
実装: IPersistable
コンストラクター
MarketEmulatorSettings()
Initializes a new instance of the MarketEmulatorSettings.
プロパティ
AllowStoreGenerateMessages : bool
Allow store generated by IMarketEmulator messages.
CandlePrice : EmulationCandlePrices
EmulationCandlePrices
CheckMoney : bool
Check money balance.
CheckShortable : bool
Can have short positions.
CheckTradableDates : bool
Check loading dates are they tradable.
CheckTradingState : bool
Check trading state.
CommissionRules : IEnumerable<ICommissionRule>
Commission rules.
ConvertTime : bool
To convert time for orders and trades into exchange time. By default, it is disabled.
Failing : double
The percentage value of new orders registration error. The value may be from 0 (not a single error) to 100. By default is Off.
IncreaseDepthVolume : bool
To add the additional volume into order book at registering orders with greater volume. By default, it is enabled.
InitialOrderId : long
The number, starting at which the emulator will generate identifiers for orders Id.
InitialTradeId : long
The number, starting at which the emulator will generate identifiers fir trades TradeId.
Latency : TimeSpan
The minimal value of the registered orders delay. By default, it is Zero, which means instant adoption of registered orders by exchange.
MatchOnTouch : bool
At emulation of clearing by trades, to perform clearing of orders, when trade price touches the order price (is equal to order price), rather than only when the trade price is better than order price. Is On by default (optimistic scenario).
MaxDepth : int
The maximal depth of order book, which will be generated from ticks. It used, if there is no order book history. By default equals to 5.
PortfolioRecalcInterval : TimeSpan
The interval for recalculation of data on portfolios. If interval equals Zero, recalculation is not performed.
PriceLimitOffset : Unit
The price shift from the previous trade, determining boundaries of maximal and minimal prices for the next session. Used only if there is no saved information Level1ChangeMessage. By default, it equals to 40%.
SpreadSize : int
The size of spread in price increments. It used at determination of spread for generation of order book from tick trades. By default equals to 2.
TimeZone : TimeZoneInfo
Information about the time zone where the exchange is located.