Class BestByPriceQuotingStrategy
- Namespace
- StockSharp.Algo.Strategies.Quoting
- Assembly
- StockSharp.Algo.dll
The quoting by the best price. For this quoting the shift from the best price BestPriceOffset is specified, on which quoted order can be changed.
public class BestByPriceQuotingStrategy : QuotingStrategy, IPersistable, INotifyPropertyChangedEx, INotifyPropertyChanged, IMarketRuleContainer, ILogReceiver, ILogSource, IDisposable, ICloneable<Strategy>, ICloneable, IMarketDataProvider, ISubscriptionProvider, ISecurityProvider, ISecurityMessageProvider, ITransactionProvider, IPositionProvider, IPortfolioProvider, IScheduledTask- Inheritance
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BestByPriceQuotingStrategy
- Implements
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IPersistableINotifyPropertyChangedExICloneable<Strategy>
- Derived
- Inherited Members
- Extension Methods
Constructors
BestByPriceQuotingStrategy()
Initializes a new instance of the BestByPriceQuotingStrategy.
public BestByPriceQuotingStrategy()BestByPriceQuotingStrategy(Order, Unit)
Initializes a new instance of the BestByPriceQuotingStrategy.
public BestByPriceQuotingStrategy(Order order, Unit bestPriceOffset)Parameters
orderOrderQuoting order.
bestPriceOffsetUnitThe shift from the best price, on which quoted order can be changed.
BestByPriceQuotingStrategy(Sides, decimal)
Initializes a new instance of the BestByPriceQuotingStrategy.
public BestByPriceQuotingStrategy(Sides quotingDirection, decimal quotingVolume)Parameters
Properties
BestPriceOffset
The shift from the best price, on which quoted order can be changed.
public Unit BestPriceOffset { get; set; }Property Value
Methods
NeedQuoting(DateTimeOffset, decimal?, decimal?, decimal)
Should the order be quoted.
protected override decimal? NeedQuoting(DateTimeOffset currentTime, decimal? currentOrderPrice, decimal? currentOrderVolume, decimal newVolume)Parameters
currentTimeDateTimeOffsetCurrent time.
currentOrderPricedecimal?currentOrderVolumedecimal?newVolumedecimalNew volume.