C# 클래스 Samples.Spread.SpreadSellSide

상속: FastQuant.SellSideInstrumentStrategy

파일 보기 프로젝트 열기: fastquant/fastquant.dll 1 사용 예제들

Private Properties

프로퍼티	타입	설명
AddGroups	void

공개 메소드들

메소드	설명
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

보호된 메소드들

메소드	설명
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

비공개 메소드들

메소드	설명
AddGroups ( ) : void

메소드 상세

EmitAsk() 공개 메소드

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

EmitBid() 공개 메소드

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

EmitTrade() 공개 메소드

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

OnAsk() 보호된 메소드

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

OnBar() 보호된 메소드

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

OnBid() 보호된 메소드

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

OnCancelCommand() 공개 메소드

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

OnExecutionReport() 보호된 메소드

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

OnFill() 보호된 메소드

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

OnReplaceCommand() 공개 메소드

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

OnSendCommand() 공개 메소드

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

OnSubscribe() 보호된 메소드

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

OnTrade() 보호된 메소드

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

SpreadSellSide() 공개 메소드

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