Interface IMarketDepth
- Namespace
- ATAS.DataFeedsCore
- Assembly
- ATAS.DataFeedsCore.dll
Represents a market depth entry.
public interface IMarketDepth- Extension Methods
Remarks
This interface exists only to implement generic DomManager because it could be used with old and new MarketData classes.
Properties
IsAsk
Gets a value indicating whether the market depth entry represents an ask (sell) order.
bool IsAsk { get; }Property Value
- bool
IsBid
Gets a value indicating whether the market depth entry represents a bid (buy) order.
bool IsBid { get; }Property Value
- bool
Price
Gets or sets the price of the market depth entry.
decimal Price { get; set; }Property Value
- decimal
Time
Gets or sets the date and time of the market depth entry.
DateTime Time { get; set; }Property Value
- DateTime
Type
Gets or sets the type of the market depth entry. This property is used to distinguish different types of orders or market depth information.
int Type { get; set; }Property Value
- int
Volume
Gets or sets the volume of the market depth entry.
decimal Volume { get; set; }Property Value
- decimal
Methods
Clone()
Creates a new instance of the IMarketDepth interface that is a copy of the current instance.
IMarketDepth Clone()Returns
- IMarketDepth
A new instance that is a copy of the current instance.