C# Class Samples.Spread.OrderProcessor

Show file Open project: fastquant/fastquant.dll Class Usage Examples

Public Methods

Method	Description
CancelLegOrders ( ) : void
OnAsk ( Ask ask ) : void
OnBid ( Bid bid ) : void
OnExecutionReport ( ExecutionReport report ) : void
OnTrade ( Trade trade ) : void
OrderProcessor ( SpreadSellSide strategy, ExecutionCommand command ) : System
SendLegOrders ( ) : void

Method Details

CancelLegOrders() public method

public CancelLegOrders ( ) : void
return	void

OnAsk() public method

public OnAsk ( Ask ask ) : void
ask	FastQuant.Ask
return	void

OnBid() public method

public OnBid ( Bid bid ) : void
bid	FastQuant.Bid
return	void

OnExecutionReport() public method

public OnExecutionReport ( ExecutionReport report ) : void
report	FastQuant.ExecutionReport
return	void

OnTrade() public method

public OnTrade ( Trade trade ) : void
trade	FastQuant.Trade
return	void

OrderProcessor() public method

public OrderProcessor ( SpreadSellSide strategy, ExecutionCommand command ) : System
strategy	SpreadSellSide
command	FastQuant.ExecutionCommand
return	System

SendLegOrders() public method

public SendLegOrders ( ) : void
return	void