RiskTradeVolumeRule
StockSharp.Algo.Risk
Risk-rule, tracking trade volume.
继承自: RiskRule
属性
方法
ProcessMessage(Message) : bool
To process the message for transaction delay calculation. Messages of OrderRegisterMessage, OrderReplaceMessage, OrderCancelMessage and ExecutionMessage types are accepted.
- message
- Message.
返回值: The transaction delay. If it is impossible to calculate delay, will be returned.