C# Class Samples.Roll.RollSellSide

Inheritance: FastQuant.SellSideStrategy

Mostrar archivo Open project: fastquant/fastquant.dll Class Usage Examples

Public Methods

Method	Description
OnSendCommand ( ExecutionCommand command ) : void
RollSellSide ( 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
OnFill ( FastQuant.Fill fill ) : void
OnOrderFilled ( Order order ) : void
OnReminder ( System.DateTime dateTime, object data ) : void
OnSubscribe ( InstrumentList instruments ) : void
OnTrade ( Instrument instrument, Trade trade ) : void

Private Methods

Method	Description
AddGroups ( ) : void
EmitFilled ( Order order, ExecutionCommand command ) : void

Method Details

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

OnFill() protected method

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

OnOrderFilled() protected method

protected OnOrderFilled ( Order order ) : void
order	FastQuant.Order
return	void

OnReminder() protected method

protected OnReminder ( System.DateTime dateTime, object data ) : void
dateTime	System.DateTime
data	object
return	void

OnSendCommand() public method

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

OnSubscribe() protected method

protected OnSubscribe ( InstrumentList instruments ) : void
instruments	InstrumentList
return	void

OnTrade() protected method

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

RollSellSide() public method

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