OrderMatcher
StockSharp.MatchingEngine
订单匹配器执行.
实现: IOrderMatcher
方法
GetMarketPrice
public decimal? GetMarketPrice(Sides side, IOrderBook book)result = orderMatcher.GetMarketPrice(side, book)获得市场秩序的最佳执行价格.
- side
- 市场秩序的一面(买入/卖出).
- book
- 订出书来查询.
返回值: 市场秩序的最佳价格,如果书是空的,则无效。
Match
public MatchResult Match(EmulatorOrder order, IOrderBook book, MatchingSettings settings)result = orderMatcher.Match(order, book, settings)试以一令相与令书相相相.
- order
- 令相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相
- book
- 令出书相对.
- settings
- 匹配设置 。
返回值: 匹配结果。
WouldCross
public bool WouldCross(EmulatorOrder order, IOrderBook book)result = orderMatcher.WouldCross(order, book)检查命令是否会跨越本作( 用于仅限后验证) 。
- order
- 令取检取.
- book
- 令书以相取取.
返回值: 如果命令会越过书本,否则会弄虚作假