C# Class FastQuant.SellSideStrategy

Inheritance: Strategy, IDataProvider, IExecutionProvider

显示文件 Open project: fastquant/fastquant.dll

Private Properties

Property	Type	Description
EmitTickWithProviderId	void
GetProviderId	byte

Public Methods

Method	Description
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

Protected Methods

Method	Description
OnSubscribe ( Instrument instrument ) : void
OnSubscribe ( InstrumentList instruments ) : void
OnUnsubscribe ( Instrument instrument ) : void
OnUnsubscribe ( InstrumentList instruments ) : void

Private Methods

Method	Description
EmitTickWithProviderId ( Tick tick, byte providerId ) : void
GetProviderId ( ) : byte

Method Details

Connect() public method

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

Connect() public method

public Connect ( ) : void
return	void

Disconnect() public method

public Disconnect ( ) : void
return	void

EmitAsk() public method

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

EmitAsk() public method

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

EmitBar() public method

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

EmitBid() public method

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

EmitBid() public method

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

EmitExecutionReport() public method

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

EmitLevel2Snapshot() public method

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

EmitTrade() public method

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

EmitTrade() public method

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

OnCancelCommand() public method

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

OnReplaceCommand() public method

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

OnSendCommand() public method

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

OnSubscribe() protected method

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

OnSubscribe() protected method

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

OnUnsubscribe() protected method

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

OnUnsubscribe() protected method

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

SellSideStrategy() public method

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

Send() public method

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

Subscribe() public method

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

Subscribe() public method

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

Unsubscribe() public method

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

Unsubscribe() public method

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