SlippageManagerState

StockSharp.Algo.Slippage

ISlippageManagerState的默认执行.

属性

Slippage

public decimal Slippage { get; }

value = slippageManagerState.Slippage

总出错.

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

slippageManagerState.AddPlannedPrice(transactionId, side, price)

将计划执行价存于订单中

AddSlippage

public void AddSlippage(decimal amount)

slippageManagerState.AddSlippage(amount)

添加到累积的后退。

Clear

public void Clear()

slippageManagerState.Clear()

清除所有适配状态, 并重置当前状态以断开连接。

public void RemovePlannedPrice(long transactionId)

slippageManagerState.RemovePlannedPrice(transactionId)

取消订单的计划价格。

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

result = slippageManagerState.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 = slippageManagerState.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)

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

更新金融工具的最佳出价/任务价格。