Level1SpreadWidener
StockSharp.Algo
Symmetric spread widener for Level1ChangeMessage. Shifts BestBidPrice down and BestAskPrice up by the configured percent. Stateless.
构造函数
Level1SpreadWidener(decimal)
Initializes a new instance of the Level1SpreadWidener class.
- percent
- Half-spread widening, in percent. Non-positive disables widening.
属性
方法
Apply(Level1ChangeMessage) : Level1ChangeMessage
Returns a copy of with the best bid shifted down and the best ask shifted up by Percent.
- msg
- Source level1 change message.
返回值: Widened copy; the original message when widening is disabled; or if is .