Trading and Orders
Trade Statistics
Set Trade Builder
To set the TradeBuilder
, in the Initialize
method, call the SetTradeBuilder
method.
SetTradeBuilder(new TradeBuilder(groupingMethod, matchingMethod));
self.SetTradeBuilder(TradeBuilder(groupingMethod, matchingMethod))
The following table describes the arguments the TradeBuilder
constructor accepts:
Argument | Data Type | Description | Default Value |
---|---|---|---|
groupingMethod | FillGroupingMethod | The method used to group order fills into trades | |
matchingMethod | FillMatchingMethod | The method used to match offsetting order fills |
The FillGroupingMethod
enumeration has the following members:
The FillMatchingMethod
enumeration has the following members: