RiskTransactionCommissionRule
StockSharp.Algo.Risk
The base class for risk-rules, tracking commission for own transactions.
Herda de: RiskRule
Propriedades
Commission : decimal
Commission limit.
Métodos
IsMatch(ExecutionMessage) : bool
Determine whether the commission is applicable to this rule.
- execMsg
- ExecutionMessage
Retorna: Check result.
ProcessMessage(Message) : bool
To process the message for transaction delay calculation. Messages of OrderRegisterMessage, OrderReplaceMessage, OrderCancelMessage and ExecutionMessage types are accepted.
- message
- Message.
Retorna: The transaction delay. If it is impossible to calculate delay, will be returned.
Reset()
Reset state.