IQuotingBehavior
StockSharp.Algo.Strategies.Quoting
Defines the behavior for calculating the best price and determining if quoting is needed.
Методы
CalculateBestPrice(Security, IMarketDataProvider, Sides, decimal?, decimal?, decimal?, decimal?, QuoteChange[], QuoteChange[]) : decimal?
Calculates the best price for quoting based on market data.
- security
- Security
- provider
- IMarketDataProvider
- quotingDirection
- The direction of quoting (Buy or Sell).
- bestBidPrice
- The best bid price in the order book.
- bestAskPrice
- The best ask price in the order book.
- lastTradePrice
- The price of the last trade.
- lastTradeVolume
- The volume of the last trade.
- bids
- Array of bid quotes from the order book.
- asks
- Array of ask quotes from the order book.
Возвращает: The calculated best price for quoting, or null if unavailable.
NeedQuoting(Security, IMarketDataProvider, DateTime, decimal?, decimal?, decimal, decimal?) : decimal?
Determines if quoting is required based on the current order state and market conditions.
- security
- Security
- provider
- IMarketDataProvider
- currentTime
- The current time.
- currentPrice
- The current price of the order, or null if not registered.
- currentVolume
- The current volume of the order, or null if not registered.
- newVolume
- The new volume to be quoted.
- bestPrice
- The calculated best price for quoting.
Возвращает: The price to quote at, or null if quoting is not needed.