Table of Contents

Struct MarketDepthHistoryLevel

Namespace
ATAS.DataFeedsCore
Assembly
ATAS.DataFeedsCore.dll

One historical order-book level update: at TimeNanos (UTC, Unix-epoch nanoseconds) the resting volume at Price on the given side became Volume (0 removes the level). Replaying the chronologically ordered updates rebuilds the historical book.

Added in ATAS 8.0.15.

public readonly struct MarketDepthHistoryLevel
Extension Methods

Constructors

MarketDepthHistoryLevel(long, decimal, decimal, bool)

One historical order-book level update: at TimeNanos (UTC, Unix-epoch nanoseconds) the resting volume at Price on the given side became Volume (0 removes the level). Replaying the chronologically ordered updates rebuilds the historical book.

public MarketDepthHistoryLevel(long TimeNanos, decimal Price, decimal Volume, bool IsAsk)

Parameters

TimeNanos long
Price decimal
Volume decimal
IsAsk bool

Properties

IsAsk 

public bool IsAsk { get; init; }

Property Value

bool

Price 

public decimal Price { get; init; }

Property Value

decimal

TimeNanos 

public long TimeNanos { get; init; }

Property Value

long

Volume 

public decimal Volume { get; init; }

Property Value

decimal

Methods

Deconstruct(out long, out decimal, out decimal, out bool) 

public void Deconstruct(out long TimeNanos, out decimal Price, out decimal Volume, out bool IsAsk)

Parameters

TimeNanos long
Price decimal
Volume decimal
IsAsk bool

Equals(MarketDepthHistoryLevel) 

public bool Equals(MarketDepthHistoryLevel other)

Parameters

other MarketDepthHistoryLevel

Returns

bool

Equals(object) 

public override bool Equals(object obj)

Parameters

obj object

Returns

bool

GetHashCode() 

public override int GetHashCode()

Returns

int

ToString() 

public override string ToString()

Returns

string

Operators

operator ==(MarketDepthHistoryLevel, MarketDepthHistoryLevel) 

public static bool operator ==(MarketDepthHistoryLevel left, MarketDepthHistoryLevel right)

Parameters

left MarketDepthHistoryLevel
right MarketDepthHistoryLevel

Returns

bool

operator !=(MarketDepthHistoryLevel, MarketDepthHistoryLevel) 

public static bool operator !=(MarketDepthHistoryLevel left, MarketDepthHistoryLevel right)

Parameters

left MarketDepthHistoryLevel
right MarketDepthHistoryLevel

Returns

bool