Create own rule

If you need to create your own unique rule (on any event, which is not provided as standard), you must create the derived MarketRule<TToken,TArg> class, which will work with a prerequisite. Below is the MarketRuleHelper.WhenMoneyMore(StockSharp.BusinessEntities.Portfolio portfolio, StockSharp.BusinessEntities.IPortfolioProvider provider, StockSharp.Messages.Unit money ) method implementation:

private sealed class PortfolioRule : MarketRule<Portfolio, Portfolio>
{
	private readonly Func<Portfolio, bool> _changed;
	private readonly Portfolio _portfolio;
	private readonly IConnector _connector;
	public PortfolioRule(Portfolio portfolio, IConnector connector, Func<Portfolio, bool> changed) : base(portfolio)
	{
		if (portfolio == null)
			throw new ArgumentNullException("portfolio");
		if (changed == null)
			throw new ArgumentNullException("changed");
		_changed = changed;
		_portfolio = portfolio;
		_connector = connector;
		_connector.PortfolioChanged += OnPortfolioChanged;
	}
	private void OnPortfolioChanged(Portfolio portfolio)
	{
		if ((portfolio==_portfolio) && _changed(_portfolio))
			Activate(_portfolio);
	}
	protected override void DisposeManaged()
	{
		_connector.PortfolioChanged -= OnPortfolioChanged;
		base.DisposeManaged();
	}
}
		
public static MarketRule<Portfolio, Portfolio> WhenMoneyMore(this Portfolio portfolio, Unit money)
{
	if (portfolio == null)
		throw new ArgumentNullException("portfolio");
	if (money == null)
		throw new ArgumentNullException("money");
	var finishMoney = money.Type == UnitTypes.Limit ? money : portfolio.CurrentValue + money;
	return new PortfolioRule(portfolio, pf => pf.CurrentValue > finishMoney)
	{
		Name = "Money increase of portfolio {0} above {1}".Put(portfolio, finishMoney)
	};
}

The PortfolioRule rule subscribes to the IPortfolioProvider.PortfolioChanged event, and as soon as it is called, then the condition is checked to exceed the current level of money in the portfolio above a specified limit. If the condition returns true, then the rule is activated through the MarketRule<TToken,TArg>.Activate method.

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Create own rule