SbeStopCondition
Conditional-order condition for the SBE wire format. Carries both the stop flavour (stop-loss / take-profit, with percent + trailing variants) and the algorithmic-execution flavour (TWAP / VWAP / Iceberg / NBBO). The flavour is told apart by AlgoKind: null means a plain stop, otherwise the order is an algo parent the router forwards to the algo server.
継承元: OrderCondition
実装: IStopLossOrderCondition, ITakeProfitOrderCondition, IPercentStopOrderCondition
プロパティ
ActivationPrice : decimal?
The absolute value of the price when the one is reached the protective strategy is activated.
AlgoKind : int?
Algorithmic-execution kind (1=TWAP, 2=VWAP, 3=Iceberg, 4=NBBO), matching the server-side AlgoOrderKind enum. Null on a plain stop order.
AlgoParametersJson : string
JSON of per-algo parameters (slice count, display volume, participation rate, …). Algo-specific schema, opaque to the wire/condition.
AlgoStartAt : DateTime?
UTC time the algo should start working.
ClosePositionPrice : decimal?
Close position price. means close by market.
IsActivationPricePercent : bool
When , ActivationPrice (or ActivationPrice) is a percent of the market price at registration time. The server snapshots the price and stores the resulting absolute trigger.
IsClosePositionPricePercent : bool
When , ClosePositionPrice (or ClosePositionPrice) is a percent of the activation price; the limit price is computed at trigger time.
IsTrailing : bool
Trailing stop-loss.
IsTrailingOffsetPercent : bool
When , the trailing offset is a percent of the high/low watermark; the stop price is recomputed on each tick.
TrailingOffset : decimal?
Trailing stop offset from extremum (for trailing stops).