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.

Extension Methods