MatchingEngineAdapter

StockSharp.MatchingEngine

基于消息匹配引擎适配器。包含纯匹配逻辑而不模拟(无随机、无烛光匹配、无佣金) 。执行 IMessageTransport 以消息为主的整合。

构造函数

public MatchingEngineAdapter()

matchingEngineAdapter = MatchingEngineAdapter()

初始化一个新实例。

public IncrementalIdGenerator OrderIdGenerator { get; set; }

value = matchingEngineAdapter.OrderIdGenerator
matchingEngineAdapter.OrderIdGenerator = value

点出身份证的发电机

public IPortfolioManager PortfolioManager { get; set; }

value = matchingEngineAdapter.PortfolioManager
matchingEngineAdapter.PortfolioManager = value

处理组合状态的组合管理器。

Settings

public MatchingEngineSettings Settings { get; }

value = matchingEngineAdapter.Settings

匹配引擎设置。

public IStopOrderManager StopOrderManager { get; }

value = matchingEngineAdapter.StopOrderManager

停止订单管理器(只读访问).

public IncrementalIdGenerator TradeIdGenerator { get; set; }

value = matchingEngineAdapter.TradeIdGenerator
matchingEngineAdapter.TradeIdGenerator = value

交易身份证生成器。

public IdGenerator TransactionIdGenerator { get; set; }

value = matchingEngineAdapter.TransactionIdGenerator
matchingEngineAdapter.TransactionIdGenerator = value

内部使用的交易 ID 生成器( 组取消, 关闭位置) 。

public void CheckLimitOrders(SecurityId securityId, decimal? tradePrice, DateTime time, List<Message> results)

matchingEngineAdapter.CheckLimitOrders(securityId, tradePrice, time, results)

与当前订单书相比,重新评价休止限制订单并执行市场所经过的订单。与停止订单不同的是,限制订单只在注册时间才匹配,因此通过休止限制进行勾/引交易会让它留在书中,而后以市场所留下的价格填补。

public void CheckStopOrders(SecurityId securityId, decimal price, DateTime time, List<Message> results)

matchingEngineAdapter.CheckStopOrders(securityId, price, time, results)

对照价格检查停止订单,并启动订单。

public SecurityState GetSecurityState(SecurityId securityId)

result = matchingEngineAdapter.GetSecurityState(securityId)

获取或创建特定金融工具的金融工具状态.

public void ProcessMessage(Message message, List<Message> results)

matchingEngineAdapter.ProcessMessage(message, results)

处理一个消息并收集结果。直接调用( 不发送自动同步) 。

public void ProcessOrderCancel(OrderCancelMessage cancelMsg, List<Message> results)

matchingEngineAdapter.ProcessOrderCancel(cancelMsg, results)

处理令被取消.

public void ProcessOrderRegister(OrderRegisterMessage regMsg, List<Message> results)

matchingEngineAdapter.ProcessOrderRegister(regMsg, results)

流程令登记.

public ValueTask SendOutMessageAsync(Message message, CancellationToken cancellationToken)

result = matchingEngineAdapter.SendOutMessageAsync(message, cancellationToken)

发出消息。

StockSharp#Messages#IMessageTransport#SendInMessageAsync(Message, CancellationToken)

public event Func<Message, CancellationToken, ValueTask> NewOutMessageAsync

matchingEngineAdapter.NewOutMessageAsync += handler

新消息事件。