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OptionsMMP.md

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OptionsMMP

Properties

Name Type Description Notes
underlying string Underlying [default to undefined]
window number 时间窗口(毫秒),1-5000之间,0表示停用MMP [default to undefined]
frozenPeriod number 冻结时长(毫秒),0表示一直冻结,需要调用重置API解冻 [default to undefined]
qtyLimit string 成交量上限(正数,至多2位小数) [default to undefined]
deltaLimit string 净delta值上限(正数,至多2位小数) [default to undefined]
triggerTimeMs number 触发冻结时间(毫秒),0表示没有触发冻结 [optional] [readonly] [default to undefined]
frozenUntilMs number 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] [default to undefined]