OrderPipeline

StockSharp.Algo.Strategies.Decomposed

Order tracking and processing. Handles attach/process/cancel lifecycle.

Конструкторы

OrderPipeline(IStatisticManager)

Order tracking and processing. Handles attach/process/cancel lifecycle.

stats
Statistic manager.

Свойства

Commission : decimal?

Total commission from registered orders.

Orders : IEnumerable<Order>

Get all tracked orders.

Методы

AddReceivedVolume(Order, decimal)

Track received volume for WaitAllTrades logic.

AttachAndProcess(Order)

Attach and immediately process an order (used for restored orders).

CancelAll()

Mark all active orders as canceled.

IsTracked(Order) : bool

Check if an order is currently tracked.

ProcessOrder(Order, bool)

Process order state change. Detects registration (Pending->Active/Done) and fires appropriate events.

RemoveDoneBefore(DateTime)

Remove old completed orders.

time
Minimum order time to keep.
RemoveDoneWithNonPositiveVolume()

Remove completed orders with non-positive volume.

Reset()

Clear all tracked orders.

TryAttach(Order) : bool

Try to attach (track) an order. Returns false if already tracked.

TryGetTracked(Order) : Order

Try to find the tracked order instance by reference or transaction id.

События

Changed : Action<Order>

Fires on order state changes (non-registration).

NewOrder : Action<Order>

Fires when a new order is added to tracking.

Registered : Action<Order>

Fires when an order transitions from Pending to Active/Done.