Class MboIcebergOrderEvent

Namespace

ATAS.DataFeedsCore

Assembly

ATAS.DataFeedsCore.dll

Order book update of an iceberg order.

Added in ATAS 8.0.15.

public sealed class MboIcebergOrderEvent

Inheritance

object

MboIcebergOrderEvent

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

MboIcebergOrderEvent()

public MboIcebergOrderEvent()

Properties

Ms

Gets or sets the time of the update, in milliseconds since the Unix epoch (UTC).

public long Ms { get; set; }

Property Value

long

OrderKey

Gets or sets the UTC System.DateTime.Ticks of the update time; orders updates and fills within one millisecond.

public long OrderKey { get; set; }

Property Value

long

Price

Gets or sets the order price reported by the update.

public decimal Price { get; set; }

Property Value

decimal

Priority

Gets or sets the queue priority reported by the update.

public long Priority { get; set; }

Property Value

long

Type

Gets or sets the kind of the update.

public MboOrderUpdateType Type { get; set; }

Property Value

MboOrderUpdateType

Volume

Gets or sets the visible order volume reported by the update.

public decimal Volume { get; set; }

Property Value

decimal