Interface IQuotingBehavior

Namespace

StockSharp.Algo.Strategies.Quoting

Assembly

StockSharp.Algo.dll

Defines the behavior for calculating the best price and determining if quoting is needed.

public interface IQuotingBehavior

Extension Methods

AsyncHelper.FromResult<TValue>(TValue)

AsyncHelper.ToCompleteSource<TValue>(TValue)

CompareHelper.IsDefault<T>(T)

CompareHelper.IsRuntimeDefault<T>(T)

Converter.TypedTo<TFrom, TTo>(TFrom)

DelegateHelper.AddDelegate<TDelegate>(TDelegate, TDelegate)

DelegateHelper.GetInvocationList<TDelegate>(TDelegate)

DelegateHelper.RemoveAllDelegates<TDelegate>(TDelegate)

DelegateHelper.RemoveDelegate<TDelegate>(TDelegate, TDelegate)

DisposableHelper.MakeDisposable<T>(T, Action<T>)

Enumerator.IsDefined<T>(T)

Enumerator.SplitMask<T>(T)

NullableHelper.Convert<T, TResult>(T, Func<T, TResult>, Func<TResult>)

NullableHelper.IsNull<T>(T)

NullableHelper.IsNull<T>(T, bool)

TupleHelper.ToValues<T>(T)

TypeHelper.CheckOnNull<T>(T, string)

TypeHelper.DoDispose<TSource>(TSource)

TypeHelper.ToScope<T>(T, bool)

NetworkHelper.Format<T>(T, bool)

PersistableHelper.TrySerialize<T>(T, out SettingsStorage)

XamlHelper.CopyToClipboard<T>(T)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

Paths.Serialize<T>(T, string, bool)

CompareHelper.Compare(object, object)

Converter.To(object, Type)

Converter.To<T>(object)

Enumerator.GetAttributeOfType<TAttribute>(object)

Enumerator.IsEnumBrowsable(object)

Enumerator.SplitMask2(object)

TypeHelper.HasProperty(object, string)

EntityPropertyHelper.GetPropValue(object, string, Func<object, string, object>, IDictionary<string, object>)

Extensions.GetBasicProperties(object, int)

Extensions.GetDisplayName(object)

Extensions.GetFieldDescription(object)

Extensions.GetFieldDisplayName(object)

Extensions.GetFieldIcon(object)

JsonHelper.ToJson(object, bool)

JsonHelper.ToJson(object, bool, JsonSerializerSettings)

PersistableHelper.ToStorage(object, bool)

EditorExtensions.ToItemsSource(object, Type, bool?, ListSortDirection?, Func<IItemsSourceItem, bool>, Func<object, string>, Func<object, string>)

XamlHelper.EnsureUIThread(object)

XamlHelper.ShowModel<TWindow>(object, DependencyObject)

XamlHelper.WpfCast<T>(object)

VirtualPropertyRegistry.TryGetVirtualValue(object, string, out object)

Methods

CalculateBestPrice(Security, IMarketDataProvider, Sides, decimal?, decimal?, decimal?, QuoteChange[], QuoteChange[])

Calculates the best price for quoting based on market data.

decimal? CalculateBestPrice(Security security, IMarketDataProvider provider, Sides quotingDirection, decimal? bestBidPrice, decimal? bestAskPrice, decimal? lastTradePrice, QuoteChange[] bids, QuoteChange[] asks)

Parameters

security Security

Security

provider IMarketDataProvider

IMarketDataProvider

quotingDirection Sides

The direction of quoting (Buy or Sell).

bestBidPrice decimal?

The best bid price in the order book.

bestAskPrice decimal?

The best ask price in the order book.

lastTradePrice decimal?

The price of the last trade.

bids QuoteChange[]

Array of bid quotes from the order book.

asks QuoteChange[]

Array of ask quotes from the order book.

Returns

decimal?

The calculated best price for quoting, or null if unavailable.

NeedQuoting(Security, IMarketDataProvider, DateTimeOffset, decimal?, decimal?, decimal, decimal?)

Determines if quoting is required based on the current order state and market conditions.

decimal? NeedQuoting(Security security, IMarketDataProvider provider, DateTimeOffset currentTime, decimal? currentPrice, decimal? currentVolume, decimal newVolume, decimal? bestPrice)

Parameters

security Security

Security

provider IMarketDataProvider

IMarketDataProvider

currentTime DateTimeOffset

The current time.

currentPrice decimal?

The current price of the order, or null if not registered.

currentVolume decimal?

The current volume of the order, or null if not registered.

newVolume decimal

The new volume to be quoted.

bestPrice decimal?

The calculated best price for quoting.

Returns

decimal?

The price to quote at, or null if quoting is not needed.