Interface IOrderMatcher
Interface described order matching engine.
Namespace: StockSharp.Algo.Matching
Assembly: StockSharp.Algo.dll
Syntax
public interface IOrderMatcher
Properties
SecurityId
Security ID.
Declaration
SecurityId SecurityId { get; }
Property Value
Type | Description |
---|---|
SecurityId |
Methods
CancelOrder(OrderCancelMessage, Action<Message>, Action<Message>, out ExecutionMessage)
Обработать сообщение OrderCancelMessage.
Declaration
ExecutionMessage CancelOrder(OrderCancelMessage message, Action<Message> orderResult, Action<Message> priceResult, out ExecutionMessage cancelledOrder)
Parameters
Type | Name | Description |
---|---|---|
OrderCancelMessage | message | Сообщение OrderCancelMessage. |
Action<Message> | orderResult | Result messages. |
Action<Message> | priceResult | Result messages. |
ExecutionMessage | cancelledOrder | Cancelled order. |
Returns
Type | Description |
---|---|
ExecutionMessage | Reply message. |
CancelOrders(OrderGroupCancelMessage, Action<Message>)
Обработать сообщение OrderGroupCancelMessage.
Declaration
ExecutionMessage CancelOrders(OrderGroupCancelMessage message, Action<Message> result)
Parameters
Type | Name | Description |
---|---|---|
OrderGroupCancelMessage | message | Сообщение OrderGroupCancelMessage. |
Action<Message> | result | Result messages. |
Returns
Type | Description |
---|---|
ExecutionMessage | Reply message. |
GetBest(Sides)
Get best quote.
Declaration
Nullable<QuoteChange> GetBest(Sides side)
Parameters
Type | Name | Description |
---|---|---|
Sides | side | Side. |
Returns
Type | Description |
---|---|
Nullable<QuoteChange> | Best quote. |
GetOrders(Sides, Decimal)
Get all orders for the specified price level.
Declaration
IEnumerable<ExecutionMessage> GetOrders(Sides side, Decimal price)
Parameters
Type | Name | Description |
---|---|---|
Sides | side | Side. |
Decimal | price | Price level. |
Returns
Type | Description |
---|---|
IEnumerable<ExecutionMessage> | Orders. |
GetQuoteCount(Sides)
Get quote count.
Declaration
int GetQuoteCount(Sides side)
Parameters
Type | Name | Description |
---|---|---|
Sides | side | Side. |
Returns
Type | Description |
---|---|
Int32 | Count. |
GetQuotes(Sides)
Get quotes.
Declaration
IEnumerable<QuoteChange> GetQuotes(Sides side)
Parameters
Type | Name | Description |
---|---|---|
Sides | side | Side. |
Returns
Type | Description |
---|---|
IEnumerable<QuoteChange> | Quotes. |
GetTotalVolume(Sides)
Получить общий объем.
Declaration
Decimal GetTotalVolume(Sides side)
Parameters
Type | Name | Description |
---|---|---|
Sides | side | Side. |
Returns
Type | Description |
---|---|
Decimal | Общий объем. |
GetWorst(Sides)
Get worst quote.
Declaration
Nullable<QuoteChange> GetWorst(Sides side)
Parameters
Type | Name | Description |
---|---|---|
Sides | side | Side. |
Returns
Type | Description |
---|---|
Nullable<QuoteChange> | Worst quote. |
ProcessTime(DateTimeOffset, Action<Message>)
Обработать сообщение TimeMessage.
Declaration
void ProcessTime(DateTimeOffset time, Action<Message> result)
Parameters
Type | Name | Description |
---|---|---|
DateTimeOffset | time | Сообщение TimeMessage. |
Action<Message> | result | Result messages. |
RegisterOrder(OrderRegisterMessage, Action<Message>, Action<Message>)
Обработать сообщение OrderRegisterMessage.
Declaration
ExecutionMessage RegisterOrder(OrderRegisterMessage message, Action<Message> orderResult, Action<Message> priceResult)
Parameters
Type | Name | Description |
---|---|---|
OrderRegisterMessage | message | Сообщение OrderRegisterMessage. |
Action<Message> | orderResult | Result messages. |
Action<Message> | priceResult | Result messages. |
Returns
Type | Description |
---|---|
ExecutionMessage | Reply message. |
ReplaceOrder(OrderReplaceMessage, Action<Message>, Action<Message>, out ExecutionMessage)
Обработать сообщение OrderReplaceMessage.
Declaration
ExecutionMessage ReplaceOrder(OrderReplaceMessage message, Action<Message> orderResult, Action<Message> priceResult, out ExecutionMessage originalOrder)
Parameters
Type | Name | Description |
---|---|---|
OrderReplaceMessage | message | Сообщение OrderReplaceMessage. |
Action<Message> | orderResult | Result messages. |
Action<Message> | priceResult | Result messages. |
ExecutionMessage | originalOrder | Original order state. |
Returns
Type | Description |
---|---|
ExecutionMessage | Reply message. |
RequestOrders(OrderStatusMessage, Action<Message>)
Обработать сообщение OrderStatusMessage.
Declaration
void RequestOrders(OrderStatusMessage message, Action<Message> result)
Parameters
Type | Name | Description |
---|---|---|
OrderStatusMessage | message | Сообщение OrderStatusMessage. |
Action<Message> | result | Result messages. |