QuotingBehaviorAlgo

StockSharp.Algo.Strategies.Quoting

位置修改算法,将价格计算结果下放到 IQuotingBehavior 。

构造函数

public QuotingBehaviorAlgo(IQuotingBehavior behavior, Sides side, decimal volume, Unit volumePart, Security security)

quotingBehaviorAlgo = QuotingBehaviorAlgo(behavior, side, volume, volumePart, security)

初始化了 & ##QuotingBehaviorAlgo+#的新实例.

IsFinished

public bool IsFinished { get; }

value = quotingBehaviorAlgo.IsFinished

是否全部迭代完整。

public decimal RemainingVolume { get; private set; }

value = quotingBehaviorAlgo.RemainingVolume
quotingBehaviorAlgo.RemainingVolume = value

剩余量待执行。

Cancel

public void Cancel()

quotingBehaviorAlgo.Cancel()

取消当前 algo 执行。

Dispose

public void Dispose()

quotingBehaviorAlgo.Dispose()

执行可处理的池中项目的处置。

GetNextAction

public PositionModifyAction GetNextAction()

result = quotingBehaviorAlgo.GetNextAction()

得到下一步行动。

public void OnOrderCanceled(decimal matchedVolume)

quotingBehaviorAlgo.OnOrderCanceled(matchedVolume)

通知命令已被取消。

OnOrderFailed

public void OnOrderFailed()

quotingBehaviorAlgo.OnOrderFailed()

通知命令失败。

public void OnOrderMatched(decimal matchedVolume)

quotingBehaviorAlgo.OnOrderMatched(matchedVolume)

通知一项命令是否匹配(完全填写)。

matchedVolume: Volume that traded since the previous notification for this order: a caller reporting every partial fill passes the increment, one reporting only the end passes the whole traded volume. The same volume is never reported twice.

public void UpdateMarketData(DateTime time, decimal? price, decimal? volume)

quotingBehaviorAlgo.UpdateMarketData(time, price, volume)

更新市场数据.

public void UpdateOrderBook(IOrderBookMessage depth)

quotingBehaviorAlgo.UpdateOrderBook(depth)

更新订单书数据.