Class QuotingProcessor

Namespace

StockSharp.Algo.Strategies.Quoting

Assembly

StockSharp.Algo.dll

A passive quoting processor that analyzes market data and order state to recommend actions.

public class QuotingProcessor : BaseLogReceiver, IPersistable, ILogReceiver, ILogSource, IDisposable

Inheritance

object

Disposable

BaseLogSource

BaseLogReceiver

QuotingProcessor

Implements

IPersistable

ILogReceiver

ILogSource

IDisposable

Inherited Members

BaseLogReceiver.LogVerbose(string, params object[])

BaseLogReceiver.LogDebug(string, params object[])

BaseLogReceiver.LogInfo(string, params object[])

BaseLogReceiver.LogWarning(string, params object[])

BaseLogReceiver.LogError(string, params object[])

BaseLogReceiver.LogError(Exception)

BaseLogSource.RaiseLog(LogMessage)

BaseLogSource.ToString()

BaseLogSource.Load(SettingsStorage)

BaseLogSource.Save(SettingsStorage)

BaseLogSource.Id

BaseLogSource.Name

BaseLogSource.Parent

BaseLogSource.LogLevel

BaseLogSource.CurrentTime

BaseLogSource.IsRoot

BaseLogSource.ParentRemoved

BaseLogSource.Log

Disposable.Dispose()

Disposable.DisposeNative()

Disposable.ThrowIfDisposeStarted()

Disposable.ThrowIfDisposed()

Disposable.IsDisposed

Disposable.IsDisposeStarted

Disposable.Disposed

object.GetType()

object.MemberwiseClone()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Extension Methods

TraderHelper.AddOrderErrorLog(ILogReceiver, Order, string, Func<string>)

TraderHelper.AddOrderInfoLog(ILogReceiver, Order, string, Func<string>)

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)

Constructors

QuotingProcessor(IQuotingBehavior, Security, Portfolio, Sides, decimal, decimal, TimeSpan, ISubscriptionProvider, IMarketRuleContainer, ITransactionProvider, ITimeProvider, IMarketDataProvider, Func<StrategyTradingModes, bool>, bool, bool)

Initializes a new instance of the QuotingProcessor class.

public QuotingProcessor(IQuotingBehavior behavior, Security security, Portfolio portfolio, Sides quotingSide, decimal quotingVolume, decimal maxOrderVolume, TimeSpan timeOut, ISubscriptionProvider subProvider, IMarketRuleContainer container, ITransactionProvider transProvider, ITimeProvider timeProvider, IMarketDataProvider mdProvider, Func<StrategyTradingModes, bool> isAllowed, bool useBidAsk, bool useTicks)

Parameters

behavior IQuotingBehavior

The behavior defining the quoting logic.

security Security

Security

portfolio Portfolio

Portfolio

quotingSide Sides

The direction of quoting (Buy or Sell).

quotingVolume decimal

The total volume to be quoted.

maxOrderVolume decimal

Maximum volume of a single order. If the total volume of quotingVolume is greater than this value, the processor will split the quoting into multiple orders.

timeOut TimeSpan

The time limit during which the quoting should be fulfilled. If the total volume of quotingVolume will not be fulfilled by this time, the strategy will stop operating.

subProvider ISubscriptionProvider

ISubscriptionProvider

container IMarketRuleContainer

IMarketRuleContainer

transProvider ITransactionProvider

ITransactionProvider

timeProvider ITimeProvider

ITimeProvider

mdProvider IMarketDataProvider

IMarketDataProvider

isAllowed Func<StrategyTradingModes, bool>

Is the strategy allowed to trade.

useBidAsk bool

To use the best bid and ask prices from the order book. If the information in the order book is missed, the processor will not recommend any actions.

useTicks bool

To use the last trade price, if the information in the order book is missed.

Properties

LeftVolume

Left volume.

public decimal LeftVolume { get; }

Property Value

decimal

Methods

DisposeManaged()

Disposes the managed resources. Override this method to add custom clean up of managed resources.

protected override void DisposeManaged()

Start()

Start the processor.

public void Start()

Stop()

Stop the processor.

public void Stop()

Events

Finished

Occurs when the processor is finished. The argument indicates whether the quoting was successful or by timeout.

public event Action<bool> Finished

Event Type

Action<bool>

OrderFailed

Occurs when an order fails to be registered.

public event Action<OrderFail> OrderFailed

Event Type

Action<OrderFail>

OrderRegistered

Occurs when an order is registered.

public event Action<Order> OrderRegistered

Event Type

Action<Order>

OwnTrade

Occurs when an own trade is received.

public event Action<MyTrade> OwnTrade

Event Type

Action<MyTrade>