Until Rule

Overview

SimpleRulesUntilStrategy is a strategy that demonstrates the use of a rule with a termination condition (Until) in StockSharp. It subscribes to trades and order books, and then establishes a rule that executes until a certain condition is met.

Main Components

// Main components
public class SimpleRulesUntilStrategy : Strategy
{
}

OnStarted Method

Called when the strategy starts:

Creates subscriptions to ticks and order books
Creates a rule that executes when order book data is received until a certain condition is met

// OnStarted method
protected override void OnStarted(DateTimeOffset time)
{
    var tickSub = new Subscription(DataType.Ticks, Security);
    var mdSub = new Subscription(DataType.MarketDepth, Security);

    var i = 0;
    mdSub.WhenOrderBookReceived(this).Do(depth =>
    {
        i++;
        LogInfo($"The rule WhenOrderBookReceived BestBid={depth.GetBestBid()}, BestAsk={depth.GetBestAsk()}");
        LogInfo($"The rule WhenOrderBookReceived i={i}");
    })
    .Until(() => i >= 10)
    .Apply(this);

    // Sending requests for subscribe to market data.
    Subscribe(tickSub);
    Subscribe(mdSub);

    base.OnStarted(time);
}

Logic

When launched, the strategy creates subscriptions to ticks and order books
A rule is created that triggers each time order book data is received
When the rule triggers:
- The counter i is incremented
- Information about the best bid and ask prices is added to the log
- The current value of the counter i is added to the log
The rule executes until the value of the counter i reaches or exceeds 10
After the condition is met, the rule automatically stops working

Features