Table of Contents

Class TheorPriceQuotingStrategy

Namespace
StockSharp.Algo.Strategies.Derivatives
Assembly
StockSharp.Algo.dll

Option theoretical price quoting.

public class TheorPriceQuotingStrategy : BestByPriceQuotingStrategy, IPersistable, INotifyPropertyChangedEx, INotifyPropertyChanged, IMarketRuleContainer, ILogReceiver, ILogSource, IDisposable, ICloneable<Strategy>, ICloneable, IMarketDataProvider, ISubscriptionProvider, ISecurityProvider, ISecurityMessageProvider, ITransactionProvider, IPositionProvider, IPortfolioProvider, IScheduledTask
Inheritance
TheorPriceQuotingStrategy
Implements
IPersistable
INotifyPropertyChangedEx
ICloneable<Strategy>
Inherited Members
Extension Methods

Constructors

TheorPriceQuotingStrategy(Sides, decimal, Range<Unit>)

Initializes a new instance of the TheorPriceQuotingStrategy.

public TheorPriceQuotingStrategy(Sides quotingDirection, decimal quotingVolume, Range<Unit> theorPriceOffset)

Parameters

quotingDirection Sides

Quoting direction.

quotingVolume decimal

Total quoting volume.

theorPriceOffset Range<Unit>

Theoretical price offset.

Properties

TheorPriceOffset

Theoretical price offset.

public Range<Unit> TheorPriceOffset { get; set; }

Property Value

Range<Unit>

Methods

NeedQuoting(DateTimeOffset, decimal?, decimal?, decimal)

Should the order be quoted.

protected override decimal? NeedQuoting(DateTimeOffset currentTime, decimal? currentPrice, decimal? currentVolume, decimal newVolume)

Parameters

currentTime DateTimeOffset

Current time.

currentPrice decimal?

The current price. If the value is equal to null then the order is not registered yet.

currentVolume decimal?

The current volume. If the value is equal to null then the order is not registered yet.

newVolume decimal

New volume.

Returns

decimal?

The price at which the order will be registered. If the value is equal to null then the quoting is not required.