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Class MarketQuotingStrategy

Котирование по рыночной цене.

Inheritance
Object
BaseLogSource
BaseLogReceiver
Strategy
QuotingStrategy
BestByPriceQuotingStrategy
MarketQuotingStrategy
Implements
Ecng.Serialization.IPersistable
Ecng.ComponentModel.INotifyPropertyChangedEx
INotifyPropertyChanged
IMarketRuleContainer
ILogReceiver
ILogSource
Ecng.Common.ICloneable<Strategy>
ICloneable
IMarketDataProvider
ISubscriptionProvider
ISecurityProvider
ICandleManager
ICandleSource<Candle>
IDisposable
ITransactionProvider
IPositionProvider
IPortfolioProvider
IScheduledTask
Inherited Members
BestByPriceQuotingStrategy.NeedQuoting(Nullable<Decimal>, Nullable<Decimal>, Decimal)
BestByPriceQuotingStrategy.BestPriceOffset
QuotingStrategy.NeedFinish()
QuotingStrategy.GetNewVolume()
QuotingStrategy.GetFilteredQuotes(Sides)
QuotingStrategy.GetNotificationRules()
QuotingStrategy.OnStarted()
QuotingStrategy.ProcessTimeOut()
QuotingStrategy.OnStopping()
QuotingStrategy.RegisterQuotingOrder(Order)
QuotingStrategy.ProcessQuoting()
QuotingStrategy.IsSupportAtomicReRegister
QuotingStrategy.UseLastTradePrice
QuotingStrategy.QuotingDirection
QuotingStrategy.QuotingVolume
QuotingStrategy.Order
QuotingStrategy.LeftVolume
QuotingStrategy.TimeOut
QuotingStrategy.IsTimeOut
QuotingStrategy.LastTradePrice
Strategy.SafeGetConnector()
Strategy.RaiseParametersChanged(String)
Strategy.RaiseProcessStateChanged(Strategy)
Strategy.InitStartValues()
Strategy.OnStopped()
Strategy.RegisterOrder(Order)
Strategy.IsOrderEditable(Order)
Strategy.IsOrderReplaceable(Order)
Strategy.EditOrder(Order, Order)
Strategy.ReRegisterOrder(Order, Order)
Strategy.CancelOrder(Order)
Strategy.AttachOrder(Order, IEnumerable<MyTrade>)
Strategy.RaiseLog(LogMessage)
Strategy.Start()
Strategy.Stop()
Strategy.Reset()
Strategy.OnReseted()
Strategy.IMarketRuleContainer.SuspendRules()
Strategy.IMarketRuleContainer.ResumeRules()
Strategy.IMarketRuleContainer.ActivateRule(IMarketRule, Func<Boolean>)
Strategy.OnNewMyTrade(MyTrade)
Strategy.OnOrderRegistering(Order)
Strategy.OnOrderRegistered(Order)
Strategy.OnOrderCanceling(Order)
Strategy.OnOrderReRegistering(Order, Order)
Strategy.OnOrderChanged(Order)
Strategy.OnOrderRegisterFailed(OrderFail)
Strategy.CanAttach(Order)
Strategy.ProcessNewOrders(IEnumerable<Order>)
Strategy.Load(SettingsStorage)
Strategy.Save(SettingsStorage)
Strategy.CancelActiveOrders()
Strategy.ProcessCancelActiveOrders()
Strategy.OnError(Strategy, Exception)
Strategy.Clone()
Strategy.LookupById(SecurityId)
Strategy.Lookup(SecurityLookupMessage)
Strategy.ToInfoMessage(Int64)
Strategy.ApplyChanges(StrategyInfoMessage)
Strategy.ApplyCommand(CommandMessage)
Strategy.DisposeManaged()
Strategy.ICandleSource<Candle>.GetSupportedRanges(CandleSeries)
Strategy.Start(CandleSeries, Nullable<DateTimeOffset>, Nullable<DateTimeOffset>)
Strategy.Stop(CandleSeries)
Strategy.GetMarketDepth(Security)
Strategy.GetSecurityValue(Security, Level1Fields)
Strategy.GetLevel1Fields(Security)
Strategy.GetFilteredMarketDepth(Security)
Strategy.GetPositionValue(Security, Portfolio)
Strategy.IPositionProvider.GetPosition(Portfolio, Security, String, Nullable<Sides>, String, String, Nullable<TPlusLimits>)
Strategy.IPortfolioProvider.LookupByPortfolioName(String)
Strategy.Subscribe(Subscription)
Strategy.UnSubscribe(Subscription)
Strategy.ITransactionProvider.CancelOrders(Nullable<Boolean>, Portfolio, Nullable<Sides>, ExchangeBoard, Security, Nullable<SecurityTypes>, Nullable<Int64>)
Strategy.ITransactionProvider.RegisterPortfolio(Portfolio)
Strategy.ITransactionProvider.UnRegisterPortfolio(Portfolio)
Strategy.Id
Strategy.LogLevel
Strategy.Name
Strategy.NameGenerator
Strategy.Connector
Strategy.Portfolio
Strategy.Security
Strategy.Slippage
Strategy.PnLManager
Strategy.PnL
Strategy.Commission
Strategy.Latency
Strategy.StatisticManager
Strategy.RiskManager
Strategy.Parameters
Strategy.Environment
Strategy.MaxErrorCount
Strategy.ErrorCount
Strategy.MaxOrderRegisterErrorCount
Strategy.OrderRegisterErrorCount
Strategy.CurrentRegisterCount
Strategy.MaxRegisterCount
Strategy.RegisterInterval
Strategy.IScheduledTask.CanStart
Strategy.IScheduledTask.CanStop
Strategy.WorkingTime
Strategy.ProcessState
Strategy.CancelOrdersWhenStopping
Strategy.Orders
Strategy.StopOrders
Strategy.OrdersKeepTime
Strategy.RestoreChildOrders
Strategy.AllowTrading
Strategy.UnsubscribeOnStop
Strategy.MyTrades
Strategy.OrderFails
Strategy.Volume
Strategy.ErrorState
Strategy.ChildStrategies
Strategy.StartedTime
Strategy.TotalWorkingTime
Strategy.DisposeOnStop
Strategy.WaitRulesOnStop
Strategy.WaitAllTrades
Strategy.CommentMode
Strategy.CommentOrders
Strategy.Rules
Strategy.IsRulesSuspended
Strategy.StopOnChildStrategyErrors
Strategy.CurrentTime
Strategy.UnrealizedPnLInterval
Strategy.RootStrategy
Strategy.IsRootStrategy
Strategy.ISecurityProvider.Count
Strategy.ICandleSource<Candle>.SpeedPriority
Strategy.ICandleManager.Container
Strategy.ICandleManager.Series
Strategy.ICandleManager.Sources
Strategy.Position
Strategy.Positions
Strategy.IPortfolioProvider.Portfolios
Strategy.ISubscriptionProvider.Subscriptions
Strategy.ITransactionProvider.TransactionIdGenerator
Strategy.SlippageChanged
Strategy.PnLChanged
Strategy.PnLReceived
Strategy.CommissionChanged
Strategy.LatencyChanged
Strategy.ParametersChanged
Strategy.ProcessStateChanged
Strategy.OrderRegistering
Strategy.OrderRegistered
Strategy.OrderRegisterFailed
Strategy.OrderReRegistering
Strategy.OrderCancelFailed
Strategy.OrderCanceling
Strategy.OrderChanged
Strategy.OrderEdited
Strategy.OrderEditFailed
Strategy.StopOrderRegisterFailed
Strategy.StopOrderChanged
Strategy.StopOrderRegistering
Strategy.StopOrderRegistered
Strategy.StopOrderCanceling
Strategy.StopOrderReRegistering
Strategy.StopOrderCancelFailed
Strategy.NewMyTrade
Strategy.ConnectorChanged
Strategy.Error
Strategy.Reseted
Strategy.PropertyChanged
Strategy.ISecurityProvider.Added
Strategy.ISecurityProvider.Removed
Strategy.ISecurityProvider.Cleared
Strategy.NewStateMessage
Strategy.ICandleSource<Candle>.Processing
Strategy.ICandleSource<Candle>.Stopped
Strategy.ValuesChanged
Strategy.NewTrade
Strategy.NewSecurity
Strategy.SecurityChanged
Strategy.NewMarketDepth
Strategy.MarketDepthChanged
Strategy.FilteredMarketDepthChanged
Strategy.NewOrderLogItem
Strategy.NewNews
Strategy.NewsChanged
Strategy.LookupSecuritiesResult
Strategy.LookupSecuritiesResult2
Strategy.LookupBoardsResult
Strategy.LookupBoardsResult2
Strategy.LookupTimeFramesResult
Strategy.LookupTimeFramesResult2
Strategy.MarketDataSubscriptionSucceeded
Strategy.MarketDataSubscriptionFailed
Strategy.MarketDataSubscriptionFailed2
Strategy.MarketDataUnSubscriptionSucceeded
Strategy.MarketDataUnSubscriptionFailed
Strategy.MarketDataUnSubscriptionFailed2
Strategy.MarketDataSubscriptionFinished
Strategy.MarketDataUnexpectedCancelled
Strategy.MarketDataSubscriptionOnline
Strategy.PositionChanged
Strategy.IPositionProvider.NewPosition
Strategy.IPositionProvider.PositionChanged
Strategy.IPortfolioProvider.NewPortfolio
Strategy.IPortfolioProvider.PortfolioChanged
Strategy.Level1Received
Strategy.OrderBookReceived
Strategy.TickTradeReceived
Strategy.SecurityReceived
Strategy.BoardReceived
Strategy.MarketDepthReceived
Strategy.OrderLogItemReceived
Strategy.NewsReceived
Strategy.CandleReceived
Strategy.OwnTradeReceived
Strategy.OrderReceived
Strategy.OrderRegisterFailReceived
Strategy.OrderCancelFailReceived
Strategy.OrderEditFailReceived
Strategy.PortfolioReceived
Strategy.PositionReceived
Strategy.SubscriptionReceived
Strategy.SubscriptionOnline
Strategy.SubscriptionStarted
Strategy.SubscriptionStopped
Strategy.SubscriptionFailed
Strategy.ITransactionProvider.NewOrder
Strategy.ITransactionProvider.MassOrderCanceled
Strategy.ITransactionProvider.MassOrderCanceled2
Strategy.ITransactionProvider.MassOrderCancelFailed
Strategy.ITransactionProvider.MassOrderCancelFailed2
Strategy.ITransactionProvider.OrderStatusFailed
Strategy.ITransactionProvider.OrderStatusFailed2
Strategy.ITransactionProvider.NewStopOrder
Strategy.ITransactionProvider.LookupPortfoliosResult
Strategy.ITransactionProvider.LookupPortfoliosResult2
BaseLogReceiver.ILogReceiver.AddLog(LogMessage)
BaseLogSource.ToString()
BaseLogSource.Parent
BaseLogSource.IsRoot
BaseLogSource.ParentRemoved
BaseLogSource.Log
Namespace: StockSharp.Algo.Strategies.Quoting
Assembly: StockSharp.Algo.Strategies.dll
Syntax
public class MarketQuotingStrategy : BestByPriceQuotingStrategy, IPersistable, INotifyPropertyChangedEx, INotifyPropertyChanged, IMarketRuleContainer, ILogReceiver, ILogSource, ICloneable<Strategy>, ICloneable, IMarketDataProvider, ISubscriptionProvider, ISecurityProvider, ICandleManager, ICandleSource<Candle>, IDisposable, ITransactionProvider, IPositionProvider, IPortfolioProvider, IScheduledTask

Constructors

MarketQuotingStrategy()

Создать MarketQuotingStrategy.

Declaration
public MarketQuotingStrategy()

MarketQuotingStrategy(Order, Unit, Unit)

Создать MarketQuotingStrategy.

Declaration
public MarketQuotingStrategy(Order order, Unit bestPriceOffset, Unit priceOffset)
Parameters
Type Name Description
Order order

Заявка, которую необходимо котировать.

Unit bestPriceOffset

Отступ от лучшей цены, на которую может уйти котируемая заявка.

Unit priceOffset

Отступ цены для выставляемой заявки. Определяет размер отступа от лучшей котировки (для покупки прибавляется к цене, для продажи - вычитается).

MarketQuotingStrategy(Sides, Decimal)

Создать MarketQuotingStrategy.

Declaration
public MarketQuotingStrategy(Sides quotingDirection, Decimal quotingVolume)
Parameters
Type Name Description
Sides quotingDirection

Направление котирования.

Decimal quotingVolume

Объем, который необходимо скотировать.

Properties

BestPrice

Получить лучшую цену. Если невозможно вычислить лучшую цену на данный момент, то будет возвращено null.

Declaration
protected override Nullable<Decimal> BestPrice { get; }
Property Value
Type Description
Nullable<Decimal>
Overrides
QuotingStrategy.BestPrice

PriceOffset

Отступ цены для выставляемой заявки. Определяет размер отступа от лучшей котировки (для покупки прибавляется к цене, для продажи - вычитается).

Declaration
public Unit PriceOffset { get; set; }
Property Value
Type Description
Unit

PriceType

Тип рыночной цены. По умолчанию равен Following.

Declaration
public MarketPriceTypes PriceType { get; set; }
Property Value
Type Description
MarketPriceTypes

Implements

Ecng.Serialization.IPersistable
Ecng.ComponentModel.INotifyPropertyChangedEx
System.ComponentModel.INotifyPropertyChanged
IMarketRuleContainer
ILogReceiver
ILogSource
Ecng.Common.ICloneable<>
System.ICloneable
IMarketDataProvider
ISubscriptionProvider
ISecurityProvider
ICandleManager
ICandleSource<TValue>
System.IDisposable
ITransactionProvider
IPositionProvider
IPortfolioProvider
IScheduledTask

Extension Methods

StrategyHelper.BuyAtMarket(Strategy, Nullable<Decimal>)
StrategyHelper.SellAtMarket(Strategy, Nullable<Decimal>)
StrategyHelper.BuyAtLimit(Strategy, Decimal, Nullable<Decimal>)
StrategyHelper.SellAtLimit(Strategy, Decimal, Nullable<Decimal>)
StrategyHelper.CreateOrder(Strategy, Sides, Nullable<Decimal>, Nullable<Decimal>)
StrategyHelper.ClosePosition(Strategy, Decimal)
StrategyHelper.GetIsEmulation(Strategy)
StrategyHelper.SetIsEmulation(Strategy, Boolean)
StrategyHelper.GetSecurityValue<T>(Strategy, Level1Fields)
StrategyHelper.WhenNewMyTrade(Strategy)
StrategyHelper.WhenOrderRegistered(Strategy)
StrategyHelper.WhenOrderChanged(Strategy)
StrategyHelper.WhenPositionChanged(Strategy)
StrategyHelper.WhenPositionLess(Strategy, Unit)
StrategyHelper.WhenPositionMore(Strategy, Unit)
StrategyHelper.WhenPnLLess(Strategy, Unit)
StrategyHelper.WhenPnLMore(Strategy, Unit)
StrategyHelper.WhenPnLChanged(Strategy)
StrategyHelper.WhenStarted(Strategy)
StrategyHelper.WhenStopping(Strategy)
StrategyHelper.WhenStopped(Strategy)
StrategyHelper.WhenError(Strategy, Boolean)
StrategyHelper.WhenWarning(Strategy)
StrategyHelper.GetCandleManager(Strategy)
StrategyHelper.SetCandleManager(Strategy, ICandleManager)
StrategyHelper.GetAllowTrading(Strategy)
StrategyHelper.SetAllowTrading(Strategy, Boolean)
StrategyHelper.LoadState(Strategy, SettingsStorage)
StrategyParamHelper.Param<T>(Strategy, String, T)
StrategyParamHelper.Param<T>(Strategy, String, String, T)
Extensions.OpenPositionByQuoting(Strategy, Decimal)
Extensions.ClosePositionByQuoting(Strategy)
Paths.Serialize<T>(T, String)
Paths.Serialize<T>(T)
Extensions.TryGet<TMessage, TChange>(TMessage, TChange)
Extensions.TryGetDecimal<TMessage, TChange>(TMessage, TChange)
Extensions.Add<TMessage, TChange>(TMessage, TChange, Object)
Extensions.Add<TMessage, TChange>(TMessage, TChange, Decimal)
Extensions.Add<TMessage, TChange>(TMessage, TChange, Int32)
Extensions.Add<TMessage, TChange>(TMessage, TChange, Int64)
Extensions.Add<TMessage, TChange>(TMessage, TChange, SecurityStates)
Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Nullable<SecurityStates>)
Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, String)
Extensions.Add<TMessage, TChange>(TMessage, TChange, Sides)
Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Nullable<Sides>)
Extensions.Add<TMessage, TChange>(TMessage, TChange, CurrencyTypes)
Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Nullable<CurrencyTypes>)
Extensions.Add<TMessage, TChange>(TMessage, TChange, PortfolioStates)
Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Nullable<PortfolioStates>)
Extensions.Add<TMessage, TChange>(TMessage, TChange, DateTimeOffset)
Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Nullable<DateTimeOffset>)
Extensions.Add<TMessage, TChange>(TMessage, TChange, Boolean)
Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Nullable<Boolean>)
Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Decimal, Boolean)
Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Nullable<Decimal>, Boolean)
Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Int32, Boolean)
Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Nullable<Int32>, Boolean)
Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Int64, Boolean)
Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Nullable<Int64>, Boolean)
StudioHelper.GetTypeId(Strategy)
ChartHelper.GetChart(Strategy)
ChartHelper.SetChart(Strategy, IChart)
EditorExtensions.ToItemsSource(Object, Type, Nullable<Boolean>, Nullable<ListSortDirection>, Func<IItemsSourceItem, Boolean>, Func<Object, String>, Func<Object, String>)
XamlHelper.WpfCast<T>(Object)
XamlHelper.CopyToClipboard<T>(T)
XamlHelper.EnsureUIThread(Object)
Extensions.GetStrategyProcessStateIconName(Strategy)
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