IMarginController

StockSharp.MatchingEngine

Interface para controlar a lógica de negociação de margem. A alavancagem é por posição (a alavancagem). Os níveis de chamada/paragem de margem são por portafolio (MarginCallLevel, StopOutLevel).

Métodos

CheckMarginLevel

public decimal CheckMarginLevel(EmulatedPortfolio portfolio, decimal unrealizedPnL)

result = iMarginController.CheckMarginLevel(portfolio, unrealizedPnL)

Calculate current margin level for a portfolio.

portfolio: Portfolio.
unrealizedPnL: Current unrealized PnL.

Retorna: Margin level ratio (equity / blocked). Returns MaxValue if no blocked money.

GetRequiredMargin

public decimal GetRequiredMargin(decimal price, decimal volume, PositionInfo position)

result = iMarginController.GetRequiredMargin(price, volume, position)

Calcular a margem necessária para uma ordem, usando alavancagem de nível de posição.

price: Preço de encomenda.
volume: Volume de encomenda.
position: Informação da posição (para alavancagem). Pode ser nulo (usa a alavancagem padrão 1).

Retorna: Montante da margem exigida.

IsMarginCall

public bool IsMarginCall(EmulatedPortfolio portfolio, decimal unrealizedPnL)

result = iMarginController.IsMarginCall(portfolio, unrealizedPnL)

Check if portfolio is in margin call state. Uses MarginCallLevel.

portfolio: Portfolio.
unrealizedPnL: Current unrealized PnL.

Retorna: True if margin level is at or below margin call threshold.

IsStopOut

public bool IsStopOut(EmulatedPortfolio portfolio, decimal unrealizedPnL)

result = iMarginController.IsStopOut(portfolio, unrealizedPnL)

Check if portfolio is in stop-out state. Uses EnableStopOut and StopOutLevel.

portfolio: Portfolio.
unrealizedPnL: Current unrealized PnL.

Retorna: True if stop-out is enabled and margin level is at or below stop-out threshold.

ValidateOrder

public InvalidOperationException ValidateOrder(EmulatedPortfolio portfolio, decimal price, decimal volume, PositionInfo position)

result = iMarginController.ValidateOrder(portfolio, price, volume, position)

Validate that portfolio has sufficient funds for order.

portfolio: Portfolio to check.
price: Order price.
volume: Order volume.
position: Position info (for leverage). Can be null.

Retorna: Error if insufficient funds, null otherwise.