Class LevelQuotingStrategy
- Namespace
- StockSharp.Algo.Strategies.Quoting
- Assembly
- StockSharp.Algo.dll
The quoting by specified level in the order book.
public class LevelQuotingStrategy : QuotingStrategy, IPersistable, INotifyPropertyChangedEx, INotifyPropertyChanged, IMarketRuleContainer, ILogReceiver, ILogSource, IDisposable, ICloneable<Strategy>, ICloneable, IMarketDataProvider, ISubscriptionProvider, ISecurityProvider, ISecurityMessageProvider, ITransactionProvider, IPositionProvider, IPortfolioProvider, IScheduledTask- Inheritance
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LevelQuotingStrategy
- Implements
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IPersistableINotifyPropertyChangedExICloneable<Strategy>
- Inherited Members
- Extension Methods
Constructors
LevelQuotingStrategy()
Initializes a new instance of the LevelQuotingStrategy.
public LevelQuotingStrategy()LevelQuotingStrategy(Sides, decimal)
Initializes a new instance of the LevelQuotingStrategy.
public LevelQuotingStrategy(Sides quotingDirection, decimal quotingVolume)Parameters
Properties
Level
The level in the order book. It specifies the number of quotes to the deep from the best one. By default, it is equal to {0:0} which means quoting by the best quote.
public Range<int> Level { get; set; }Property Value
- Range<int>
OwnLevel
To create your own price level in the order book, if there is no quote with necessary price yet. The default is disabled.
public bool OwnLevel { get; set; }Property Value
Methods
NeedQuoting(DateTimeOffset, decimal?, decimal?, decimal)
Should the order be quoted.
protected override decimal? NeedQuoting(DateTimeOffset currentTime, decimal? currentPrice, decimal? currentVolume, decimal newVolume)Parameters
currentTimeDateTimeOffsetCurrent time.
currentPricedecimal?The current price. If the value is equal to null then the order is not registered yet.
currentVolumedecimal?The current volume. If the value is equal to null then the order is not registered yet.
newVolumedecimalNew volume.