C# Class FastQuant.ExecutionSimulator

Inheritance: Provider, IExecutionSimulator

Datei anzeigen Open project: fastquant/fastquant.dll

Public Methods

Method	Description
Clear ( ) : void
ExecutionSimulator ( Framework framework ) : System
Fill ( Order order, double price, int size ) : void
OnAsk ( Ask ask ) : void
OnBar ( Bar bar ) : void
OnBarOpen ( Bar bar ) : void
OnBid ( Bid bid ) : void
OnLevel2 ( Level2Snapshot snapshot ) : void
OnLevel2 ( Level2Update update ) : void
OnTrade ( Trade trade ) : void
Send ( ExecutionCommand command ) : void

Private Methods

Method	Description
ClearOrders ( ) : void
ExecOrderCancelReject ( Order order, string text ) : void
ExecOrderRejected ( Order order, string text ) : void
ExecOrderReplaceReject ( Order order, string text ) : void
FillLimitOrder ( Order order ) : bool
FillWithAsk ( Order order, Ask ask ) : bool
FillWithBar ( Order order, Bar bar ) : bool
FillWithBid ( Order order, Bid bid ) : bool
FillWithTrade ( Order order, Trade trade ) : bool
GetOrdersBy ( int instrumentId, bool create = false ) : List
HandleCancel ( Order order ) : void
HandleReplace ( ExecutionCommand command ) : void
HandleSend ( Order order ) : void
IsOrderDone ( OrderStatus status ) : bool
OnAuction1 ( DateTime dateTime, object obj ) : void
OnAuction2 ( DateTime dateTime, object obj ) : void

Method Details

Clear() public method

public Clear ( ) : void
return	void

ExecutionSimulator() public method

public ExecutionSimulator ( Framework framework ) : System
framework	Framework
return	System

Fill() public method

public Fill ( Order order, double price, int size ) : void
order	Order
price	double
size	int
return	void

OnAsk() public method

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

OnBar() public method

public OnBar ( Bar bar ) : void
bar	Bar
return	void

OnBarOpen() public method

public OnBarOpen ( Bar bar ) : void
bar	Bar
return	void

OnBid() public method

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

OnLevel2() public method

public OnLevel2 ( Level2Snapshot snapshot ) : void
snapshot	Level2Snapshot
return	void

OnLevel2() public method

public OnLevel2 ( Level2Update update ) : void
update	Level2Update
return	void

OnTrade() public method

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

Send() public method

public Send ( ExecutionCommand command ) : void
command	ExecutionCommand
return	void