C# Class FastQuant.MatchingEngine

Inheritance: Provider, IExecutionSimulator

Mostrar archivo Open project: fastquant/fastquant.dll

Public Methods

Method	Description
Connect ( ) : void
Disconnect ( ) : void
MatchingEngine ( Framework framework ) : System
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

Protected Methods

Method	Description
OnConnect ( ) : void
OnDisconnect ( ) : void

Private Methods

Method	Description
method_5 ( Order order_0 ) : void
method_6 ( Order order_0 ) : void
method_7 ( ExecutionCommand executionCommand_0 ) : void
method_8 ( Order order_0, Bid bid_0, Ask ask_0 ) : void

Method Details

Connect() public method

public Connect ( ) : void
return	void

Disconnect() public method

public Disconnect ( ) : void
return	void

MatchingEngine() public method

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

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

OnConnect() protected method

protected OnConnect ( ) : void
return	void

OnDisconnect() protected method

protected OnDisconnect ( ) : void
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