QuotingEngine
StockSharp.Algo.Strategies.Quoting
Pure functional engine that receives input data and returns action recommendations.
Construtores
QuotingEngine(IQuotingBehavior, Security, Portfolio, Sides, decimal, decimal, TimeSpan, IMarketDataProvider, DateTime)
Initializes a new instance of the QuotingEngine class.
- behavior
- The behavior defining the quoting logic.
- security
- Security to quote.
- portfolio
- Portfolio for orders.
- quotingSide
- The direction of quoting (Buy or Sell).
- quotingVolume
- The total volume to be quoted.
- maxOrderVolume
- Maximum volume of a single order.
- timeOut
- The time limit for quoting completion.
- mdProvider
- Market data provider.
- startTime
- Start time for timeout calculation.
Métodos
GetLeftVolume(decimal) : decimal
Calculate remaining volume to quote.
ProcessCancellationResult(bool, QuotingInput) : QuotingAction
Process the result of an order cancellation.
- isSuccess
- Whether cancellation was successful.
- input
- Current input state.
Retorna: Next recommended action.
ProcessOrderResult(bool, QuotingInput) : QuotingAction
Process the result of an order registration.
- isSuccess
- Whether registration was successful.
- input
- Current input state.
Retorna: Next recommended action.
ProcessQuoting(QuotingInput) : QuotingAction
Process input data and return recommended action.
- input
- Input market data and state.
Retorna: Recommended action.
ProcessTrade(decimal, QuotingInput) : QuotingAction
Process a trade execution.
- tradeVolume
- Volume of the executed trade.
- input
- Current input state.
Retorna: Next recommended action.