Skip to content

Latest commit

 

History

History
17 lines (12 loc) · 952 Bytes

OptionsMmp.md

File metadata and controls

17 lines (12 loc) · 952 Bytes

OptionsMmp

Properties

Name Type Description Notes
Underlying string Underlying
Window int32 时间窗口(毫秒),1-5000之间,0表示停用MMP
FrozenPeriod int32 冻结时长(毫秒),0表示一直冻结,需要调用重置API解冻
QtyLimit string 成交量上限(正数,至多2位小数)
DeltaLimit string 净delta值上限(正数,至多2位小数)
TriggerTimeMs int64 触发冻结时间(毫秒),0表示没有触发冻结 [optional] [readonly]
FrozenUntilMs int64 解冻时间(毫秒),如果未配置冻结时长,触发冻结后无解冻时间 [optional] [readonly]

[Back to Model list] [Back to API list] [Back to README]