MatchingEngine Class

Namespace: OberMind
Assembly: OberMind (in OberMind.dll)

Class MatchingEngine.

public class MatchingEngine : Provider, 
   IExecutionSimulator

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public ref class MatchingEngine : public Provider^, 
   public IExecutionSimulator^

This language is not supported or no code example is available.

C++

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public class MatchingEngine 
   extends Provider 
   implements IExecutionSimulator

This language is not supported or no code example is available.

Constructors

	Name	Description
	MatchingEngine(Framework)	Initializes a new instance of the Provider class.

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Properties

	Name	Description
	AddQueueToOrderText	Gets or sets a value indicating whether [add queue to order text].
	AutoReconnect	Gets or sets the auto reconnect. (inherited from Provider).
	AutoReconnectInterval	Gets or sets the reconnect interval. (inherited from Provider).
	BarFilter
	CommissionProvider
	Description	(inherited from Provider).
	Enabled	(inherited from Provider).
	FillAtLimitPrice	Gets or sets a value indicating whether [fill at limit price].
	FillAtStopPrice
	FillLimitOnNext	Gets or sets a value indicating whether [fill limit on next].
	FillMarketOnNext	Gets or sets a value indicating whether [fill market on next].
	FillOnBar	Gets or sets a value indicating whether [fill on bar].
	FillOnBarOpen
	FillOnLevel2	Gets or sets a value indicating whether [fill on level2].
	FillOnQuote	Gets or sets a value indicating whether [fill on quote].
	FillOnTrade	Gets or sets a value indicating whether [fill on trade].
	FillStopLimitOnNext	Gets or sets a value indicating whether [fill stop limit on next].
	FillStopOnNext	Gets or sets a value indicating whether [fill stop on next].
	Id	Gets the identifier. (inherited from Provider).
	IsConnected	(inherited from Provider).
	IsConnecting	(inherited from Provider).
	IsDisconnected	(inherited from Provider).
	IsDisconnecting	(inherited from Provider).
	Name	Gets the name. (inherited from Provider).
	PartialFills
	Queued
	SlippageProvider
	Status	Gets the status. (inherited from Provider).
	Url	(inherited from Provider).

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Methods

	Name	Description
	Cancel(string)	(inherited from Provider).
	Clear()	Clears this instance.
	Connect(int)	(inherited from Provider).
	Connect()	Connects this instance. (inherited from Provider).
	Disconnect()	Disconnects this instance. (inherited from Provider).
	Dispose(bool)	(inherited from Provider).
	Dispose()	(inherited from Provider).
	EmitAccountData(AccountData)	(inherited from Provider).
	EmitAccountReport(AccountReport, bool)	(inherited from Provider).
	EmitAccountTransactions(AccountTransactionList)	(inherited from Provider).
	EmitData(DataObject, bool)	(inherited from Provider).
	EmitError(Exception)	(inherited from Provider).
	EmitError(int, int, string)	(inherited from Provider).
	EmitError(string, params object[])	(inherited from Provider).
	EmitError(string)	(inherited from Provider).
	EmitExecutionReport(ExecutionReport, bool)	(inherited from Provider).
	EmitHistoricalData(HistoricalData)	(inherited from Provider).
	EmitHistoricalDataEnd(HistoricalDataEnd)	(inherited from Provider).
	EmitHistoricalDataEnd(string, RequestResult, string)	(inherited from Provider).
	EmitInstrumentDefinition(InstrumentDefinition)	(inherited from Provider).
	EmitInstrumentDefinitionEnd(InstrumentDefinitionEnd)	(inherited from Provider).
	EmitInstrumentDefinitionEnd(string, RequestResult, string)	(inherited from Provider).
	EmitLiveExecutionReports(ExecutionReportList)	(inherited from Provider).
	EmitMessage(int, int, string)	(inherited from Provider).
	EmitMessage(string)	(inherited from Provider).
	EmitPortfolioPerformanceRecords(PortfolioPerformanceRecordList)	(inherited from Provider).
	EmitProviderError(ProviderError)	(inherited from Provider).
	EmitStatistics(PortfolioStatisticsResultList)	(inherited from Provider).
	EmitTransactions(TransactionList)	(inherited from Provider).
	EmitWarning(int, int, string)	(inherited from Provider).
	EmitWarning(string)	(inherited from Provider).
	Fill(Order, double, int)	Fills the specified order.
	GetProperties()	(inherited from Provider).
	GroupInstrumentsBySymbol(InstrumentList)	(inherited from Provider).
	OnAsk(Ask)	Called when [ask].
	OnBar(Bar)	Called when [bar].
	OnBarOpen(Bar)
	OnBid(Bid)	Called when [bid].
	OnConnect()	Connects this instance.
	OnConnected()	(inherited from Provider).
	OnDisconnect()	Disconnects this instance.
	OnDisconnected()	(inherited from Provider).
	OnLevel2(Level2Snapshot)	Called when [level2].
	OnLevel2(Level2Update)	Called when [level2].
	OnTrade(Trade)	Called when [trade].
	Process(Event)	(inherited from Provider).
	Reject(ExecutionCommand, string, params object[])	(inherited from Provider).
	RequestHistoricalData(HistoricalDataRequest)	(inherited from Provider).
	RequestInstrumentDefinitions(InstrumentDefinitionRequest)	(inherited from Provider).
	Send(ExecutionCommand)	Sends the specified command.
	SetProperties(ProviderPropertyList)	(inherited from Provider).
	Subscribe(Instrument)	Subscribes the specified instrument. (inherited from Provider).
	Subscribe(InstrumentList)	Subscribes the specified instruments. (inherited from Provider).
	ToString()	(inherited from Provider).
	Unsubscribe(Instrument)	Unsubscribes the specified instrument. (inherited from Provider).
	Unsubscribe(InstrumentList)	Unsubscribes the specified instruments. (inherited from Provider).
	WriteDebugInfo(string, params object[])	(inherited from Provider).

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Fields

	Name	Description
	dataQueue	(inherited from Provider).
	description	(inherited from Provider).
	enabled	(inherited from Provider).
	executionQueue	(inherited from Provider).
	framework	(inherited from Provider).
	historicalQueue	(inherited from Provider).
	id	(inherited from Provider).
	instrumentQueue	(inherited from Provider).
	name	(inherited from Provider).
	sync	(inherited from Provider).
	url	(inherited from Provider).

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Inheritance Hierarchy

OberMind.Provider

OberMind.MatchingEngine

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MatchingEngine Class

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