~/topic/4335/trendmarketdepthgenerator-razrezhennye-stakany/ Copyright @ StockSharp Platform LLC 2010 - 2025 2026-06-04T10:35:53Z https://stocksharp.com/images/logo.png https://stocksharp.com/posts/m/29412/ 2014-01-30T19:39:05Z 2016-08-16T00:16:42Z Rebelion https://stocksharp.com/users/28840/ info@stocksharp.com <p>[quote=esper;29408][url=http://stocksharp.com/download/]Выложили 4.2.2.5[/url]</p> <p>[*][url=http://stocksharp.com/forum/4296/Vopros-po-ghienieratsii-stakanov-i-zakrytiiu-pozitsii/]Вопрос по генерации стаканов и закрытию позиции.[/url]</p> <p>[*]Plaza. Фильтрация пустых изменений по инструментам.[/list][/quote]</p> <p>А можно ли как-то решить вопрос с излишней разреженностью стакана? А то прописываю: [code=csharp] var newTrendMarketDepthGenerator = new TrendMarketDepthGenerator(trader.GetSecurityId(security)) { Interval = TimeSpan.FromMilliseconds(1), MaxAsksDepth = 10, MaxBidsDepth = 10, UseTradeVolume = true, MaxVolume = 50, GenerateDepthOnEachTrade = true, MinVolume = 5,<br /> MinSpreadStepCount = 1, MaxSpreadStepCount = 2,</p> <pre><code> };[/code] </code></pre> <p>Получаю же такие стаканы (по три бида и три офера последовательно)</p> <h2 id="quote000000.0040000best-bid-143520.000000000-1-best-ask-143540.000000000-2-last-trade-12202013-100254-825985020-143520.000000000-1-price-143520.000000000-volume-1-price-143490.000000000-volume-44-price-143410.000000000-volume-44-price-143540.000000000-volume-2-price-143600.000000000-volume-19-price-143690.000000000-volume-48">[quote]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 Price: 143520.000000000 Volume: 1 Price: 143490.000000000 Volume: 44 Price: 143410.000000000 Volume: 44 Price: 143540.000000000 Volume: 2 Price: 143600.000000000 Volume: 19 Price: 143690.000000000 Volume: 48</h2> <h2 id="best-bid-143520.000000000-1-best-ask-143540.000000000-2-last-trade-12202013-100254-825985020-143520.000000000-1-price-143520.000000000-volume-1-price-143430.000000000-volume-34-price-143410.000000000-volume-23-price-143540.000000000-volume-2-price-143640.000000000-volume-25-price-143740.000000000-volume-35">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 Price: 143520.000000000 Volume: 1 Price: 143430.000000000 Volume: 34 Price: 143410.000000000 Volume: 23 Price: 143540.000000000 Volume: 2 Price: 143640.000000000 Volume: 25 Price: 143740.000000000 Volume: 35</h2> <h2 id="best-bid-143520.000000000-1-best-ask-143540.000000000-2-last-trade-12202013-100254-825985020-143520.000000000-1-price-143520.000000000-volume-1-price-143500.000000000-volume-13-price-143430.000000000-volume-11-price-143540.000000000-volume-2-price-143640.000000000-volume-28-price-143740.000000000-volume-34">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 Price: 143520.000000000 Volume: 1 Price: 143500.000000000 Volume: 13 Price: 143430.000000000 Volume: 11 Price: 143540.000000000 Volume: 2 Price: 143640.000000000 Volume: 28 Price: 143740.000000000 Volume: 34</h2> <h2 id="best-bid-143520.000000000-1-best-ask-143540.000000000-2-last-trade-12202013-100254-825985020-143520.000000000-1-price-143520.000000000-volume-1-price-143480.000000000-volume-11-price-143420.000000000-volume-19-price-143540.000000000-volume-2-price-143570.000000000-volume-23-price-143620.000000000-volume-31">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 Price: 143520.000000000 Volume: 1 Price: 143480.000000000 Volume: 11 Price: 143420.000000000 Volume: 19 Price: 143540.000000000 Volume: 2 Price: 143570.000000000 Volume: 23 Price: 143620.000000000 Volume: 31</h2> <h2 id="best-bid-143520.000000000-1-best-ask-143540.000000000-2-last-trade-12202013-100254-825985020-143520.000000000-1-price-143520.000000000-volume-1-price-143440.000000000-volume-46-price-143340.000000000-volume-25-price-143540.000000000-volume-2-price-143560.000000000-volume-22-price-143630.000000000-volume-6">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 Price: 143520.000000000 Volume: 1 Price: 143440.000000000 Volume: 46 Price: 143340.000000000 Volume: 25 Price: 143540.000000000 Volume: 2 Price: 143560.000000000 Volume: 22 Price: 143630.000000000 Volume: 6</h2> <h2 id="best-bid-143520.000000000-1-best-ask-143540.000000000-2-last-trade-12202013-100254-825985020-143520.000000000-1-price-143520.000000000-volume-1-price-143510.000000000-volume-39-price-143410.000000000-volume-28-price-143540.000000000-volume-2-price-143550.000000000-volume-33-price-143650.000000000-volume-29">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 Price: 143520.000000000 Volume: 1 Price: 143510.000000000 Volume: 39 Price: 143410.000000000 Volume: 28 Price: 143540.000000000 Volume: 2 Price: 143550.000000000 Volume: 33 Price: 143650.000000000 Volume: 29</h2> <h2 id="best-bid-143520.000000000-1-best-ask-143540.000000000-2-last-trade-12202013-100254-825985020-143520.000000000-1-price-143520.000000000-volume-1-price-143480.000000000-volume-14-price-143450.000000000-volume-23-price-143540.000000000-volume-2-price-143640.000000000-volume-23-price-143670.000000000-volume-9">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 Price: 143520.000000000 Volume: 1 Price: 143480.000000000 Volume: 14 Price: 143450.000000000 Volume: 23 Price: 143540.000000000 Volume: 2 Price: 143640.000000000 Volume: 23 Price: 143670.000000000 Volume: 9</h2> <h2 id="best-bid-143520.000000000-1-best-ask-143540.000000000-2-last-trade-12202013-100254-825985020-143520.000000000-1-price-143520.000000000-volume-1-price-143450.000000000-volume-38-price-143430.000000000-volume-22-price-143540.000000000-volume-2-price-143570.000000000-volume-49-price-143630.000000000-volume-34">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 Price: 143520.000000000 Volume: 1 Price: 143450.000000000 Volume: 38 Price: 143430.000000000 Volume: 22 Price: 143540.000000000 Volume: 2 Price: 143570.000000000 Volume: 49 Price: 143630.000000000 Volume: 34</h2> <h2 id="best-bid-143520.000000000-1-best-ask-143540.000000000-2-last-trade-12202013-100254-825985020-143520.000000000-1-price-143520.000000000-volume-1-price-143510.000000000-volume-14-price-143500.000000000-volume-33-price-143540.000000000-volume-2-price-143560.000000000-volume-19-price-143580.000000000-volume-26">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 Price: 143520.000000000 Volume: 1 Price: 143510.000000000 Volume: 14 Price: 143500.000000000 Volume: 33 Price: 143540.000000000 Volume: 2 Price: 143560.000000000 Volume: 19 Price: 143580.000000000 Volume: 26</h2> <h2 id="best-bid-143520.000000000-1-best-ask-143540.000000000-2-last-trade-12202013-100254-825985020-143520.000000000-1-price-143520.000000000-volume-1-price-143480.000000000-volume-11-price-143380.000000000-volume-23-price-143540.000000000-volume-2-price-143610.000000000-volume-15-price-143660.000000000-volume-7">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 Price: 143520.000000000 Volume: 1 Price: 143480.000000000 Volume: 11 Price: 143380.000000000 Volume: 23 Price: 143540.000000000 Volume: 2 Price: 143610.000000000 Volume: 15 Price: 143660.000000000 Volume: 7</h2> <h2 id="best-bid-143520.000000000-1-best-ask-143540.000000000-2-last-trade-12202013-100254-825985020-143520.000000000-1-price-143520.000000000-volume-1-price-143510.000000000-volume-21-price-143480.000000000-volume-49-price-143540.000000000-volume-2-price-143600.000000000-volume-19-price-143700.000000000-volume-31">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 Price: 143520.000000000 Volume: 1 Price: 143510.000000000 Volume: 21 Price: 143480.000000000 Volume: 49 Price: 143540.000000000 Volume: 2 Price: 143600.000000000 Volume: 19 Price: 143700.000000000 Volume: 31</h2> <h2 id="best-bid-143520.000000000-1-best-ask-143540.000000000-2-last-trade-12202013-100254-825985020-143520.000000000-1-price-143520.000000000-volume-1-price-143510.000000000-volume-11-price-143490.000000000-volume-19-price-143540.000000000-volume-2-price-143580.000000000-volume-25-price-143640.000000000-volume-22">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 Price: 143520.000000000 Volume: 1 Price: 143510.000000000 Volume: 11 Price: 143490.000000000 Volume: 19 Price: 143540.000000000 Volume: 2 Price: 143580.000000000 Volume: 25 Price: 143640.000000000 Volume: 22</h2> <p>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 Price: 143520.000000000 Volume: 1 Price: 143460.000000000 Volume: 44 Price: 143390.000000000 Volume: 15 Price: 143540.000000000 Volume: 2 Price: 143590.000000000 Volume: 35 Price: 143610.000000000 Volume: 43[/quote]</p> <p>Добавление строчек</p> <p>[code=csharp] MinSpreadStepCount = 1, MaxSpreadStepCount = 2,[/code]</p> <p>не помогает - стаканы генерируются ровно такие же. Как можно решить/обойти данную проблему?</p> Copyright @ StockSharp Platform LLC 2010 - 2025