OnTrade() public method

public OnTrade ( Trade trade ) : void
trade FastQuant.Trade
return void
Ejemplo n.º 1
0
        public override void EmitTrade(Trade trade)
        {
            // Emit trade to BuySide strategy.
            base.EmitTrade(trade);

            System.Collections.Generic.LinkedListNode <OrderProcessor> processorNode = processors.First;

            // Send trade to order processors.
            while (processorNode != null)
            {
                OrderProcessor processor = processorNode.Value;
                processor.OnTrade(trade);
                processorNode = processorNode.Next;
            }
        }