IMarginController
StockSharp.MatchingEngine
用于控制边际交易逻辑的接口。 杠杆是每个位置(杠杆) 。 边际呼叫/ 停止级别是每个组合(MarginCallLevel, StopOutLevel) 。
方法
CheckMarginLevel
public decimal CheckMarginLevel(EmulatedPortfolio portfolio, decimal unrealizedPnL)result = iMarginController.CheckMarginLevel(portfolio, unrealizedPnL)Calculate current margin level for a portfolio.
- portfolio
- Portfolio.
- unrealizedPnL
- Current unrealized PnL.
返回值: Margin level ratio (equity / blocked). Returns MaxValue if no blocked money.
GetRequiredMargin
public decimal GetRequiredMargin(decimal price, decimal volume, PositionInfo position)result = iMarginController.GetRequiredMargin(price, volume, position)使用职位级杠杆计算命令所需的比值。
- price
- 订价.
- volume
- 序卷出. 师曰.
- position
- 位置信息( 用于杠杆) 。 可无效( 使用默认杠杆 1)。
返回值: 所需差值。
IsMarginCall
public bool IsMarginCall(EmulatedPortfolio portfolio, decimal unrealizedPnL)result = iMarginController.IsMarginCall(portfolio, unrealizedPnL)Check if portfolio is in margin call state. Uses MarginCallLevel.
- portfolio
- Portfolio.
- unrealizedPnL
- Current unrealized PnL.
返回值: True if margin level is at or below margin call threshold.
IsStopOut
public bool IsStopOut(EmulatedPortfolio portfolio, decimal unrealizedPnL)result = iMarginController.IsStopOut(portfolio, unrealizedPnL)Check if portfolio is in stop-out state. Uses EnableStopOut and StopOutLevel.
- portfolio
- Portfolio.
- unrealizedPnL
- Current unrealized PnL.
返回值: True if stop-out is enabled and margin level is at or below stop-out threshold.
ValidateOrder
public InvalidOperationException ValidateOrder(EmulatedPortfolio portfolio, decimal price, decimal volume, PositionInfo position)result = iMarginController.ValidateOrder(portfolio, price, volume, position)Validate that portfolio has sufficient funds for order.
- portfolio
- Portfolio to check.
- price
- Order price.
- volume
- Order volume.
- position
- Position info (for leverage). Can be null.
返回值: Error if insufficient funds, null otherwise.