~/topic/4335/trendmarketdepthgenerator-razrezhennye-stakany/ Copyright @ StockSharp Platform LLC 2010 - 2025 2026-04-05T14:42:57Z https://stocksharp.ru/images/logo.png https://stocksharp.ru/posts/m/29412/ 2014-01-30T19:39:05Z 2016-08-16T00:16:42Z Rebelion https://stocksharp.ru/users/28840/ info@stocksharp.ru <div class="quote"><span class="quotetitle">esper <a href="https://stocksharp.ru/posts/m/29408/" class="quote_nav"></a></span><div class="innerquote"><a href="http://stocksharp.com/download/" title="http://stocksharp.com/download/">Выложили 4.2.2.5</a><br /><br /><li><a href="http://stocksharp.com/forum/4296/Vopros-po-ghienieratsii-stakanov-i-zakrytiiu-pozitsii/" title="http://stocksharp.com/forum/4296/Vopros-po-ghienieratsii-stakanov-i-zakrytiiu-pozitsii/">Вопрос по генерации стаканов и закрытию позиции.</a><br /><br /><li>Plaza. Фильтрация пустых изменений по инструментам.[/list]</div></div><br /><br /><br />А можно ли как-то решить вопрос с излишней разреженностью стакана? А то прописываю:<br /><div class="code"><strong>Код</strong><div class="innercode"><pre class="brush:csharp"> var newTrendMarketDepthGenerator = new TrendMarketDepthGenerator(trader.GetSecurityId(security)) { Interval = TimeSpan.FromMilliseconds(1), MaxAsksDepth = 10, MaxBidsDepth = 10, UseTradeVolume = true, MaxVolume = 50, GenerateDepthOnEachTrade = true, MinVolume = 5, MinSpreadStepCount = 1, MaxSpreadStepCount = 2, };</pre> </div></div><br /><br />Получаю же такие стаканы (по три бида и три офера последовательно)<br /><br /><div class="quote"><span class="quotetitle">Цитата:</span><div class="innerquote">00:00:00.0040000Best Bid: Бид 143520.000000000 1 Best Ask: Оффер 143540.000000000 2 Last Trade: 12/20/2013 10:02:54 825985020 143520.000000000 1<br />Price: 143520.000000000 Volume: 1<br />Price: 143490.000000000 Volume: 44<br />Price: 143410.000000000 Volume: 44<br />Price: 143540.000000000 Volume: 2<br />Price: 143600.000000000 Volume: 19<br />Price: 143690.000000000 Volume: 48<br />----------------------------------------------<br /><br />00:00:00.0040000Best Bid: Бид 143520.000000000 1 Best Ask: Оффер 143540.000000000 2 Last Trade: 12/20/2013 10:02:54 825985020 143520.000000000 1<br />Price: 143520.000000000 Volume: 1<br />Price: 143430.000000000 Volume: 34<br />Price: 143410.000000000 Volume: 23<br />Price: 143540.000000000 Volume: 2<br />Price: 143640.000000000 Volume: 25<br />Price: 143740.000000000 Volume: 35<br />----------------------------------------------<br /><br />00:00:00.0040000Best Bid: Бид 143520.000000000 1 Best Ask: Оффер 143540.000000000 2 Last Trade: 12/20/2013 10:02:54 825985020 143520.000000000 1<br />Price: 143520.000000000 Volume: 1<br />Price: 143500.000000000 Volume: 13<br />Price: 143430.000000000 Volume: 11<br />Price: 143540.000000000 Volume: 2<br />Price: 143640.000000000 Volume: 28<br />Price: 143740.000000000 Volume: 34<br />----------------------------------------------<br /><br />00:00:00.0040000Best Bid: Бид 143520.000000000 1 Best Ask: Оффер 143540.000000000 2 Last Trade: 12/20/2013 10:02:54 825985020 143520.000000000 1<br />Price: 143520.000000000 Volume: 1<br />Price: 143480.000000000 Volume: 11<br />Price: 143420.000000000 Volume: 19<br />Price: 143540.000000000 Volume: 2<br />Price: 143570.000000000 Volume: 23<br />Price: 143620.000000000 Volume: 31<br />----------------------------------------------<br /><br />00:00:00.0040000Best Bid: Бид 143520.000000000 1 Best Ask: Оффер 143540.000000000 2 Last Trade: 12/20/2013 10:02:54 825985020 143520.000000000 1<br />Price: 143520.000000000 Volume: 1<br />Price: 143440.000000000 Volume: 46<br />Price: 143340.000000000 Volume: 25<br />Price: 143540.000000000 Volume: 2<br />Price: 143560.000000000 Volume: 22<br />Price: 143630.000000000 Volume: 6<br />----------------------------------------------<br /><br />00:00:00.0040000Best Bid: Бид 143520.000000000 1 Best Ask: Оффер 143540.000000000 2 Last Trade: 12/20/2013 10:02:54 825985020 143520.000000000 1<br />Price: 143520.000000000 Volume: 1<br />Price: 143510.000000000 Volume: 39<br />Price: 143410.000000000 Volume: 28<br />Price: 143540.000000000 Volume: 2<br />Price: 143550.000000000 Volume: 33<br />Price: 143650.000000000 Volume: 29<br />----------------------------------------------<br /><br />00:00:00.0040000Best Bid: Бид 143520.000000000 1 Best Ask: Оффер 143540.000000000 2 Last Trade: 12/20/2013 10:02:54 825985020 143520.000000000 1<br />Price: 143520.000000000 Volume: 1<br />Price: 143480.000000000 Volume: 14<br />Price: 143450.000000000 Volume: 23<br />Price: 143540.000000000 Volume: 2<br />Price: 143640.000000000 Volume: 23<br />Price: 143670.000000000 Volume: 9<br />----------------------------------------------<br /><br />00:00:00.0040000Best Bid: Бид 143520.000000000 1 Best Ask: Оффер 143540.000000000 2 Last Trade: 12/20/2013 10:02:54 825985020 143520.000000000 1<br />Price: 143520.000000000 Volume: 1<br />Price: 143450.000000000 Volume: 38<br />Price: 143430.000000000 Volume: 22<br />Price: 143540.000000000 Volume: 2<br />Price: 143570.000000000 Volume: 49<br />Price: 143630.000000000 Volume: 34<br />----------------------------------------------<br /><br />00:00:00.0040000Best Bid: Бид 143520.000000000 1 Best Ask: Оффер 143540.000000000 2 Last Trade: 12/20/2013 10:02:54 825985020 143520.000000000 1<br />Price: 143520.000000000 Volume: 1<br />Price: 143510.000000000 Volume: 14<br />Price: 143500.000000000 Volume: 33<br />Price: 143540.000000000 Volume: 2<br />Price: 143560.000000000 Volume: 19<br />Price: 143580.000000000 Volume: 26<br />----------------------------------------------<br /><br />00:00:00.0040000Best Bid: Бид 143520.000000000 1 Best Ask: Оффер 143540.000000000 2 Last Trade: 12/20/2013 10:02:54 825985020 143520.000000000 1<br />Price: 143520.000000000 Volume: 1<br />Price: 143480.000000000 Volume: 11<br />Price: 143380.000000000 Volume: 23<br />Price: 143540.000000000 Volume: 2<br />Price: 143610.000000000 Volume: 15<br />Price: 143660.000000000 Volume: 7<br />----------------------------------------------<br /><br />00:00:00.0040000Best Bid: Бид 143520.000000000 1 Best Ask: Оффер 143540.000000000 2 Last Trade: 12/20/2013 10:02:54 825985020 143520.000000000 1<br />Price: 143520.000000000 Volume: 1<br />Price: 143510.000000000 Volume: 21<br />Price: 143480.000000000 Volume: 49<br />Price: 143540.000000000 Volume: 2<br />Price: 143600.000000000 Volume: 19<br />Price: 143700.000000000 Volume: 31<br />----------------------------------------------<br /><br />00:00:00.0040000Best Bid: Бид 143520.000000000 1 Best Ask: Оффер 143540.000000000 2 Last Trade: 12/20/2013 10:02:54 825985020 143520.000000000 1<br />Price: 143520.000000000 Volume: 1<br />Price: 143510.000000000 Volume: 11<br />Price: 143490.000000000 Volume: 19<br />Price: 143540.000000000 Volume: 2<br />Price: 143580.000000000 Volume: 25<br />Price: 143640.000000000 Volume: 22<br />----------------------------------------------<br /><br />00:00:00.0040000Best Bid: Бид 143520.000000000 1 Best Ask: Оффер 143540.000000000 2 Last Trade: 12/20/2013 10:02:54 825985020 143520.000000000 1<br />Price: 143520.000000000 Volume: 1<br />Price: 143460.000000000 Volume: 44<br />Price: 143390.000000000 Volume: 15<br />Price: 143540.000000000 Volume: 2<br />Price: 143590.000000000 Volume: 35<br />Price: 143610.000000000 Volume: 43</div></div><br /><br />Добавление строчек<br /><br /><div class="code"><strong>Код</strong><div class="innercode"><pre class="brush:csharp"> MinSpreadStepCount = 1, MaxSpreadStepCount = 2,</pre> </div></div><br /><br />не помогает - стаканы генерируются ровно такие же. 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