SlippageManager — StockSharp.Algo.Slippage

构造函数

public SlippageManager(ISlippageManagerState state)

slippageManager = SlippageManager(state)

失事经理.

public bool CalculateNegative { get; set; }

value = slippageManager.CalculateNegative
slippageManager.CalculateNegative = value

计算负滑行。默认情况下, 计算被启用。

Slippage

public decimal Slippage { get; }

value = slippageManager.Slippage

总出错.

CloneAsync

public ValueTask<ISlippageManager> CloneAsync(CancellationToken cancellationToken)

result = slippageManager.CloneAsync(cancellationToken)

Creates a clone of this manager with new state.

返回值: Cloned manager.

LoadAsync

public Task LoadAsync(SettingsStorage storage, CancellationToken cancellationToken)

result = slippageManager.LoadAsync(storage, cancellationToken)

Load settings.

返回值: Task

public decimal? ProcessMessage(Message message)

result = slippageManager.ProcessMessage(message)

要处理用于交易延迟计算的信件。接受OrderRegisterMessage、 OrderReplaceMessage、 OrderCancelMessage 和 ExecutionMessage 类型的信件。

返回值: 交易延迟。如果无法计算延迟, 将会返回。

Reset

public void Reset()

slippageManager.Reset()

复置set州.

SaveAsync

public Task SaveAsync(SettingsStorage storage, CancellationToken cancellationToken)

result = slippageManager.SaveAsync(storage, cancellationToken)

Save settings.

返回值: Task