C# Class Samples.Spread.SpreadSellSide

Inheritance: FastQuant.SellSideInstrumentStrategy

Datei anzeigen Open project: fastquant/fastquant.dll Class Usage Examples

Private Properties

Property	Type	Description
AddGroups	void

Public Methods

Method	Description
EmitAsk ( Ask ask ) : void
EmitBid ( Bid bid ) : void
EmitTrade ( Trade trade ) : void
OnCancelCommand ( ExecutionCommand command ) : void
OnReplaceCommand ( ExecutionCommand command ) : void
OnSendCommand ( ExecutionCommand command ) : void
SpreadSellSide ( Framework framework, string name ) : System

Protected Methods

Method	Description
OnAsk ( Instrument instrument, Ask ask ) : void
OnBar ( Instrument instrument, Bar bar ) : void
OnBid ( Instrument instrument, Bid bid ) : void
OnExecutionReport ( ExecutionReport report ) : void
OnFill ( FastQuant.Fill fill ) : void
OnSubscribe ( Instrument instrument ) : void
OnTrade ( Instrument instrument, Trade trade ) : void

Private Methods

Method	Description
AddGroups ( ) : void

Method Details

EmitAsk() public method

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

EmitBid() public method

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

EmitTrade() public method

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

OnAsk() protected method

protected OnAsk ( Instrument instrument, Ask ask ) : void
instrument	Instrument
ask	FastQuant.Ask
return	void

OnBar() protected method

protected OnBar ( Instrument instrument, Bar bar ) : void
instrument	Instrument
bar	FastQuant.Bar
return	void

OnBid() protected method

protected OnBid ( Instrument instrument, Bid bid ) : void
instrument	Instrument
bid	FastQuant.Bid
return	void

OnCancelCommand() public method

public OnCancelCommand ( ExecutionCommand command ) : void
command	FastQuant.ExecutionCommand
return	void

OnExecutionReport() protected method

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

OnFill() protected method

protected OnFill ( FastQuant.Fill fill ) : void
fill	FastQuant.Fill
return	void

OnReplaceCommand() public method

public OnReplaceCommand ( ExecutionCommand command ) : void
command	FastQuant.ExecutionCommand
return	void

OnSendCommand() public method

public OnSendCommand ( ExecutionCommand command ) : void
command	FastQuant.ExecutionCommand
return	void

OnSubscribe() protected method

protected OnSubscribe ( Instrument instrument ) : void
instrument	Instrument
return	void

OnTrade() protected method

protected OnTrade ( Instrument instrument, Trade trade ) : void
instrument	Instrument
trade	FastQuant.Trade
return	void

SpreadSellSide() public method

public SpreadSellSide ( Framework framework, string name ) : System
framework	FastQuant.Framework
name	string
return	System