FastQuant.ExecutionSimulator.OnLevel2 C# (CSharp) Méthode

ExecutionSimulator Class Documentation Afficher le fichier Open project: fastquant/fastquant.dll

OnLevel2() public méthode

public OnLevel2 ( Level2Snapshot snapshot ) : void
snapshot Level2Snapshot
Résultat void 
        public void OnLevel2(Level2Snapshot snapshot)
        {
            // noop
        }

Same methods

ExecutionSimulator::OnLevel2 ( Level2Update update ) : void
ExecutionSimulator
Clear
ClearOrders
ExecOrderCancelReject
ExecOrderRejected
ExecOrderReplaceReject
ExecutionSimulator
Fill
FillLimitOrder
FillWithAsk
FillWithBar
FillWithBid
FillWithTrade
GetOrdersBy
HandleCancel
HandleReplace
HandleSend
IsOrderDone
OnAsk
OnAuction1
OnAuction2
OnBar
OnBarOpen
OnBid
OnLevel2
OnTrade
Send