SbeStopCondition

StockSharp.Server.Sbe

STE 线条格式的有条件命令条件。运出停止的风味(stop- loss / take- load- complete- complete- senders) 和算法执行风味(TWAP / VWAP / Iceberg / NBBO) 。风味被 AlgoKind 区分为: 无效表示平坦的中途站, 否则命令是 algo 母路由器向 algo 服务器转发。

继承自: OrderCondition

实现: IStopLossOrderCondition, ITakeProfitOrderCondition, IPercentStopOrderCondition

属性

ActivationPrice

public decimal? ActivationPrice { get; set; }

value = sbeStopCondition.ActivationPrice
sbeStopCondition.ActivationPrice = value

达到保护策略时价格的绝对值被激活.

AlgoEndAt

public DateTime? AlgoEndAt { get; set; }

value = sbeStopCondition.AlgoEndAt
sbeStopCondition.AlgoEndAt = value

UTC时间上, 上方必须完成( 然后取消剩余部分) 。

AlgoKind

public int? AlgoKind { get; set; }

value = sbeStopCondition.AlgoKind
sbeStopCondition.AlgoKind = value

算法-执行类型(1=TWAP,2=VWAP,3=Iceberg,4=NBBO),匹配服务器侧AlgoOrderKind enum. Null在平站指令上.

AlgoParametersJson

public string AlgoParametersJson { get; set; }

value = sbeStopCondition.AlgoParametersJson
sbeStopCondition.AlgoParametersJson = value

单阿尔戈参数的JSON(切片计数,显示体积,参与率,.). Algo特有计划,不透明到线/条件.

AlgoStartAt

public DateTime? AlgoStartAt { get; set; }

value = sbeStopCondition.AlgoStartAt
sbeStopCondition.AlgoStartAt = value

UTC时间高级程序应该开始工作。

ClosePositionPrice

public decimal? ClosePositionPrice { get; set; }

value = sbeStopCondition.ClosePositionPrice
sbeStopCondition.ClosePositionPrice = value

近地价,指接近市场。

IsActivationPricePercent

public bool IsActivationPricePercent { get; set; }

value = sbeStopCondition.IsActivationPricePercent
sbeStopCondition.IsActivationPricePercent = value

当 ActivationPrice(或ActivationPrice) 注册时, 其市场价格为市场价格的一个百分点。服务器会快速显示价格并存储由此而来的绝对触发器。

IsClosePositionPricePercent

public bool IsClosePositionPricePercent { get; set; }

value = sbeStopCondition.IsClosePositionPricePercent
sbeStopCondition.IsClosePositionPricePercent = value

当 ClosePositionPrice(或ClosePositionPrice) 时, 启动价格为启动价格的一个百分点; 限价在触发时计算。

IsTrailing

public bool IsTrailing { get; set; }

value = sbeStopCondition.IsTrailing
sbeStopCondition.IsTrailing = value

被拖住的路程会停住

IsTrailingOffsetPercent

public bool IsTrailingOffsetPercent { get; set; }

value = sbeStopCondition.IsTrailingOffsetPercent
sbeStopCondition.IsTrailingOffsetPercent = value

当时, 后缀相抵等于高/ 下水标记的一个百分点; 停止价格在每分勾上重算。

TrailingOffset

public decimal? TrailingOffset { get; set; }

value = sbeStopCondition.TrailingOffset
sbeStopCondition.TrailingOffset = value

由倒数(后继站)抵消拖行站。