• 홈
• FastQuant
• ExecutionSimulator

C# 클래스 FastQuant.ExecutionSimulator

파일 보기 프로젝트 열기: fastquant/fastquant.dll

공개 메소드들

메소드	설명
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

비공개 메소드들

메소드	설명
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

메소드 상세