MarketEmulator

MarketEmulator

public MarketEmulator(ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, IExchangeInfoProvider exchangeInfoProvider, IdGenerator transactionIdGenerator)

marketEmulator = MarketEmulator(securityProvider, portfolioProvider, exchangeInfoProvider, transactionIdGenerator)

Inicializa uma nova instância.

CurrentTime

public override DateTime CurrentTime { get; }

value = marketEmulator.CurrentTime

Hora atual do UTC.

ExchangeInfoProvider

public IExchangeInfoProvider ExchangeInfoProvider { get; }

value = marketEmulator.ExchangeInfoProvider

Bolsas e conselhos de negociação provedor.

OrderIdGenerator

public IncrementalIdGenerator OrderIdGenerator { get; set; }

value = marketEmulator.OrderIdGenerator
marketEmulator.OrderIdGenerator = value

Gerador de identificação de encomendas.

PortfolioManager

public EmulatedPortfolioManager PortfolioManager { get; }

value = marketEmulator.PortfolioManager

Gestor de carteira para lidar com o estado de portfólio.

PortfolioProvider

public IPortfolioProvider PortfolioProvider { get; }

value = marketEmulator.PortfolioProvider

A carteira a ser usada para registrar ordens. Se o valor não for dado, a carteira com o nome padrão Simulator será criada.

PossibleSupportedMessages

public IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }

value = marketEmulator.PossibleSupportedMessages

Possíveis tipos de mensagens suportadas.

ProcessedMessageCount

public long ProcessedMessageCount { get; private set; }

value = marketEmulator.ProcessedMessageCount
marketEmulator.ProcessedMessageCount = value

Contagem de mensagens processada.

RandomProvider

public IEmulationRandomizer RandomProvider { get; set; }

value = marketEmulator.RandomProvider
marketEmulator.RandomProvider = value

Where anything in the strategy that draws at random takes its draws from.

SecurityProvider

public ISecurityProvider SecurityProvider { get; }

value = marketEmulator.SecurityProvider

O fornecedor de informações sobre instrumentos.

Settings

public MarketEmulatorSettings Settings { get; }

value = marketEmulator.Settings

Configuração do emulador.

TradeIdGenerator

public IncrementalIdGenerator TradeIdGenerator { get; set; }

value = marketEmulator.TradeIdGenerator
marketEmulator.TradeIdGenerator = value

Gerador de identificação comercial.

TransactionIdGenerator

public IdGenerator TransactionIdGenerator { get; }

value = marketEmulator.TransactionIdGenerator

Gerador de identificação de transação.

VerifyMode

public bool VerifyMode { get; set; }

value = marketEmulator.VerifyMode
marketEmulator.VerifyMode = value

Modo de verificação alargado.

ApplyCommissionsAsync

private ValueTask ApplyCommissionsAsync(List<Message> messages, CancellationToken cancellationToken)

result = marketEmulator.ApplyCommissionsAsync(messages, cancellationToken)

Price every trade in this batch. Called once, where the batch leaves the emulator.

CheckLimitOrders

private void CheckLimitOrders(SecurityId securityId, decimal? tradePrice, DateTime time, List<Message> results)

marketEmulator.CheckLimitOrders(securityId, tradePrice, time, results)

Re-evaluate resting limit orders against the current order book and execute the ones the market has moved through. Unlike stop orders, limit orders are otherwise matched only at registration time, so a tick/quote trading through a resting limit would leave it sitting in the book and later fill at a price the market has left behind.

GetSecurityState

public SecurityState GetSecurityState(SecurityId securityId)

result = marketEmulator.GetSecurityState(securityId)

State the emulation keeps for one security: its book, its orders and its definition.

securityId

Security to read.

Retorna: The state.

ReleaseStoredCandles

private void ReleaseStoredCandles(DateTime time, List<Message> results)

marketEmulator.ReleaseStoredCandles(time, results)

Hand over every bar still held whose close falls no later than , each at its own close and in order.

ReplayCandle

private void ReplayCandle(SecurityId securityId, SecurityEmulator emulator, CandleMessage candle, DateTime time, List<Message> results)

marketEmulator.ReplayCandle(securityId, emulator, candle, time, results)

Replay a closed candle as the prices it recorded, in the order it recorded them.

SendOutMessageAsync

public ValueTask SendOutMessageAsync(Message message, CancellationToken cancellationToken)

result = marketEmulator.SendOutMessageAsync(message, cancellationToken)

Envie mensagem.

StockSharp#Messages#IMessageTransport#SendInMessageAsync(Message, CancellationToken)

NewOutMessageAsync

public event Func<Message, CancellationToken, ValueTask> NewOutMessageAsync

marketEmulator.NewOutMessageAsync += handler

Novo evento de mensagem.