C# 클래스 FastQuant.SellSideStrategy

상속: Strategy, IDataProvider, IExecutionProvider
파일 보기 프로젝트 열기: fastquant/fastquant.dll

Private Properties

프로퍼티 타입 설명
EmitTickWithProviderId void
GetProviderId byte

공개 메소드들

메소드 설명
Connect ( int timeout ) : bool
Connect ( ) : void
Disconnect ( ) : void
EmitAsk ( Ask ask ) : void
EmitAsk ( System.DateTime dateTime, int instrumentId, double price, int size ) : void
EmitBar ( Bar bar ) : void
EmitBid ( Bid bid ) : void
EmitBid ( System.DateTime dateTime, int instrumentId, double price, int size ) : void
EmitExecutionReport ( ExecutionReport report ) : void
EmitLevel2Snapshot ( Level2Snapshot snapshot ) : void
EmitTrade ( System.DateTime dateTime, int instrumentId, double price, int size ) : void
EmitTrade ( Trade trade ) : void
OnCancelCommand ( ExecutionCommand command ) : void
OnReplaceCommand ( ExecutionCommand command ) : void
OnSendCommand ( ExecutionCommand command ) : void
SellSideStrategy ( Framework framework, string name ) : System
Send ( ExecutionCommand command ) : void
Subscribe ( Instrument instrument ) : void
Subscribe ( InstrumentList instruments ) : void
Unsubscribe ( Instrument instrument ) : void
Unsubscribe ( InstrumentList instruments ) : void

보호된 메소드들

메소드 설명
OnSubscribe ( Instrument instrument ) : void
OnSubscribe ( InstrumentList instruments ) : void
OnUnsubscribe ( Instrument instrument ) : void
OnUnsubscribe ( InstrumentList instruments ) : void

비공개 메소드들

메소드 설명
EmitTickWithProviderId ( Tick tick, byte providerId ) : void
GetProviderId ( ) : byte

메소드 상세

Connect() 공개 메소드

public Connect ( int timeout ) : bool
timeout int
리턴 bool

Connect() 공개 메소드

public Connect ( ) : void
리턴 void

Disconnect() 공개 메소드

public Disconnect ( ) : void
리턴 void

EmitAsk() 공개 메소드

public EmitAsk ( Ask ask ) : void
ask Ask
리턴 void

EmitAsk() 공개 메소드

public EmitAsk ( System.DateTime dateTime, int instrumentId, double price, int size ) : void
dateTime System.DateTime
instrumentId int
price double
size int
리턴 void

EmitBar() 공개 메소드

public EmitBar ( Bar bar ) : void
bar Bar
리턴 void

EmitBid() 공개 메소드

public EmitBid ( Bid bid ) : void
bid Bid
리턴 void

EmitBid() 공개 메소드

public EmitBid ( System.DateTime dateTime, int instrumentId, double price, int size ) : void
dateTime System.DateTime
instrumentId int
price double
size int
리턴 void

EmitExecutionReport() 공개 메소드

public EmitExecutionReport ( ExecutionReport report ) : void
report ExecutionReport
리턴 void

EmitLevel2Snapshot() 공개 메소드

public EmitLevel2Snapshot ( Level2Snapshot snapshot ) : void
snapshot Level2Snapshot
리턴 void

EmitTrade() 공개 메소드

public EmitTrade ( System.DateTime dateTime, int instrumentId, double price, int size ) : void
dateTime System.DateTime
instrumentId int
price double
size int
리턴 void

EmitTrade() 공개 메소드

public EmitTrade ( Trade trade ) : void
trade Trade
리턴 void

OnCancelCommand() 공개 메소드

public OnCancelCommand ( ExecutionCommand command ) : void
command ExecutionCommand
리턴 void

OnReplaceCommand() 공개 메소드

public OnReplaceCommand ( ExecutionCommand command ) : void
command ExecutionCommand
리턴 void

OnSendCommand() 공개 메소드

public OnSendCommand ( ExecutionCommand command ) : void
command ExecutionCommand
리턴 void

OnSubscribe() 보호된 메소드

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

OnSubscribe() 보호된 메소드

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

OnUnsubscribe() 보호된 메소드

protected OnUnsubscribe ( Instrument instrument ) : void
instrument Instrument
리턴 void

OnUnsubscribe() 보호된 메소드

protected OnUnsubscribe ( InstrumentList instruments ) : void
instruments InstrumentList
리턴 void

SellSideStrategy() 공개 메소드

public SellSideStrategy ( Framework framework, string name ) : System
framework Framework
name string
리턴 System

Send() 공개 메소드

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

Subscribe() 공개 메소드

public Subscribe ( Instrument instrument ) : void
instrument Instrument
리턴 void

Subscribe() 공개 메소드

public Subscribe ( InstrumentList instruments ) : void
instruments InstrumentList
리턴 void

Unsubscribe() 공개 메소드

public Unsubscribe ( Instrument instrument ) : void
instrument Instrument
리턴 void

Unsubscribe() 공개 메소드

public Unsubscribe ( InstrumentList instruments ) : void
instruments InstrumentList
리턴 void