SecurityState

SecurityState

public SecurityState(SecurityId securityId)

securityState = SecurityState(securityId)

マッチングエンジンのパーフィナンシャル・インストゥルメント・ステート。オーダーブック、オーダー・マネージャー、金融商品定義が含まれています。

Definition

public SecurityMessage Definition { get; }

value = securityState.Definition

The definition the venue stated for this security, or when it has stated none. What the engine matches against is derived from it; whoever has to answer what the venue lists reads it here rather than keeping a second copy.

HasDepthSubscription

public bool HasDepthSubscription { get; }

value = securityState.HasDepthSubscription

深度サブスクリプションが有効かどうか。

IsMarketClosed

public bool IsMarketClosed { get; private set; }

value = securityState.IsMarketClosed
securityState.IsMarketClosed = value

Whether the market of this security is closed: its book holds only the orders resting in it, and an open position is valued at the quotes the market closed with.

LastTradePrice

public decimal? LastTradePrice { get; private set; }

value = securityState.LastTradePrice
securityState.LastTradePrice = value

The price the instrument last traded at, or when the venue has stated none. This is the price a stop is measured against, so it is also what a distance stated as a percent of the market is resolved from.

OrderBook

public OrderBook OrderBook { get; }

value = securityState.OrderBook

金融商品取引業の注文書

OrderManager

public OrderLifecycleManager OrderManager { get; }

value = securityState.OrderManager

アクティブオーダーマネージャー。

PriceStep

public decimal PriceStep { get; }

value = securityState.PriceStep

金融商品定義または自動検出による価格ステップ。

SecurityId

public SecurityId SecurityId { get; }

value = securityState.SecurityId

金融商品識別子。

TradingState

public SecurityStates? TradingState { get; private set; }

value = securityState.TradingState
securityState.TradingState = value

Trading state as the venue last stated it, or when it never has.

VolumeStep

public decimal VolumeStep { get; }

value = securityState.VolumeStep

金融商品定義や自動検出によるボリュームステップ。

CloseMarket

public void CloseMarket()

securityState.CloseMarket()

Close the market of this security: what the market offered leaves the book and the orders resting in it stay, while open positions keep the value of the best quotes it had until it quotes again.

ForgetBook

public void ForgetBook()

securityState.ForgetBook()

Forgets the book stated so far, so an incremental feed has to state a whole one again before its increments mean anything. What the engine currently holds is left standing.

ProcessMarketData

public void ProcessMarketData(MarketDataMessage msg)

securityState.ProcessMarketData(msg)

市場データのサブスクリプションを処理(詳細のみ)。

ProcessQuoteChange

public void ProcessQuoteChange(QuoteChangeMessage msg, List<Message> results)

securityState.ProcessQuoteChange(msg, results)

プロセス引用変更(スナップショット) — 更新注文書.

ProcessSecurity

public void ProcessSecurity(SecurityMessage msg)

securityState.ProcessSecurity(msg)

金融商品定義メッセージの処理

ProcessTradePrice

public void ProcessTradePrice(decimal price)

securityState.ProcessTradePrice(price)

Record the price the venue reports the instrument traded at.

price

Traded price.

ProcessTradingState

public void ProcessTradingState(SecurityStates state)

securityState.ProcessTradingState(state)

Record the trading state the venue reports for this security.

state

Trading state.

ReopenMarket

public void ReopenMarket()

securityState.ReopenMarket()

The market of this security quotes again: its book values open positions from now on.

TryGetClosePrice

public decimal? TryGetClosePrice(Sides closeSide)

result = securityState.TryGetClosePrice(closeSide)

The price a position in this security can be closed at by an order of : the best quote on the side that order takes from, or the one the market closed with while it is closed.

closeSide

Side of the order that would close the position.

戻り値: The price, or when the market has not named one.

UpdateSteps

public void UpdateSteps(decimal price, decimal? volume)

securityState.UpdateSteps(price, volume)

市場データからの自動検出価格/容積ステップ。

price

Quoted price.

volume

Quoted volume.