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