MatchTrade

StockSharp.MatchingEngine

交易通过订单匹配而产生.

构造函数

public MatchTrade(decimal Price, decimal Volume, Sides InitiatorSide, IReadOnlyList<MatchFill> CounterFills)

matchTrade = MatchTrade(Price, Volume, InitiatorSide, CounterFills)

Trade resulting from order matching.

Price: Price the trade was done at.
Volume: Traded volume.
InitiatorSide: Side of the order that initiated the trade.
CounterFills: Volume this trade took from each resting order on the other side.

CounterFills

public IReadOnlyList<MatchFill> CounterFills { get; set; }

value = matchTrade.CounterFills
matchTrade.CounterFills = value

Volume this trade took from each resting order on the other side.

InitiatorSide

public Sides InitiatorSide { get; set; }

value = matchTrade.InitiatorSide
matchTrade.InitiatorSide = value

Side of the order that initiated the trade.

Price

public decimal Price { get; set; }

value = matchTrade.Price
matchTrade.Price = value

Price the trade was done at.

Volume

public decimal Volume { get; set; }

value = matchTrade.Volume
matchTrade.Volume = value

Traded volume.