ISlippageManagerState

StockSharp.Algo.Slippage

State storage for SlippageManager.

属性

Slippage

public decimal Slippage { get; }

value = iSlippageManagerState.Slippage

累计漏出总数。

public void AddPlannedPrice(long transactionId, Sides side, decimal price)

iSlippageManagerState.AddPlannedPrice(transactionId, side, price)

将计划执行价存于订单中

AddSlippage

public void AddSlippage(decimal amount)

iSlippageManagerState.AddSlippage(amount)

添加到累积的后退。

Clear

public void Clear()

iSlippageManagerState.Clear()

清净一切州.

public void RemovePlannedPrice(long transactionId)

iSlippageManagerState.RemovePlannedPrice(transactionId)

取消订单的计划价格。

public bool TryGetBestPrice(SecurityId securityId, Sides side, decimal price)

result = iSlippageManagerState.TryGetBestPrice(securityId, side, price)

买点最好的价钱

返回值: 如果找到价格,则不为零。

public bool TryGetPlannedPrice(long transactionId, Sides side, decimal price)

result = iSlippageManagerState.TryGetPlannedPrice(transactionId, side, price)

试着不删掉就得到计划的价格

返回值: 如果找到的话。

public void UpdateBestPrices(SecurityId securityId, decimal? bidPrice, decimal? askPrice, DateTime time)

iSlippageManagerState.UpdateBestPrices(securityId, bidPrice, askPrice, time)

更新金融工具的最佳出价/任务价格。