Class MarketDepth

Namespace

ATAS.DataFeedsCore

Assembly

ATAS.DataFeedsCore.dll

Represents a market depth entry.

public class MarketDepth : IEntity, IMarketDepth

Inheritance

object

MarketDepth

Implements

IEntity

IMarketDepth

Extension Methods

Extensions.ConvertToMyTrade<T>(T, Portfolio, Security, Action<MyTrade, T>)

LoggerHelper.DisposeLogger(object)

LoggerHelper.LogDebug(object, string, params object?[])

LoggerHelper.LogError(object, string, Exception, bool)

LoggerHelper.LogError(object, string, params object?[])

LoggerHelper.LogFatal(object, string, Exception, bool)

LoggerHelper.LogInfo(object, string, params object?[])

LoggerHelper.LogWarn(object, string, params object?[])

Constructors

MarketDepth()

Initializes a new instance of the MarketDepth class.

public MarketDepth()

Properties

ECN

Gets or sets the Electronic Communication Network (ECN) associated with the market depth entry.

public string ECN { get; set; }

Property Value

string

EntityType

Gets the entity type, which is MarketDepth.

public EntityType EntityType { get; }

Property Value

EntityType

IsAsk

Gets a value indicating whether the market depth entry represents an ask (sell) order.

public bool IsAsk { get; }

Property Value

bool

IsBid

Gets a value indicating whether the market depth entry represents a bid (buy) order.

public bool IsBid { get; }

Property Value

bool

OrdersCount

Gets or sets the number of orders at the market depth entry.

public int OrdersCount { get; set; }

Property Value

int

Price

Gets or sets the price of the market depth entry.

public decimal Price { get; set; }

Property Value

decimal

Security

Gets or sets the security associated with the market depth entry.

public Security Security { get; set; }

Property Value

Security

Time

Gets or sets the date and time of the market depth entry.

public DateTime Time { get; set; }

Property Value

DateTime

Type

Gets or sets the market data type of the market depth entry.

public MarketDataType Type { get; set; }

Property Value

MarketDataType

Volume

Gets or sets the volume of the market depth entry.

public 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.

public IMarketDepth Clone()

Returns

IMarketDepth

A new instance that is a copy of the current instance.

ToString()

Returns a string representation of the market depth entry.

public override string ToString()

Returns

string

A string containing the date and time, market data type, price, volume, and security of the market depth entry.