Interface IMarketDepthInfoProvider

Namespace

ATAS.Indicators

Assembly

ATAS.Indicators.dll

Interface for providing market depth information.

public interface IMarketDepthInfoProvider

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?[])

Properties

CumulativeDomAsks

Gets the cumulative sum of the ask volumes in the DOM (Depth of Market).

decimal CumulativeDomAsks { get; }

Property Value

decimal

CumulativeDomBids

Gets the cumulative sum of the bid volumes in the DOM (Depth of Market).

decimal CumulativeDomBids { get; }

Property Value

decimal

Methods

GetMarketDepthSnapshot()

Gets a snapshot of the market depth data at the moment of request.

IEnumerable<MarketDataArg> GetMarketDepthSnapshot()

Returns

IEnumerable<MarketDataArg>

An enumerable collection of MarketDataArg representing the market depth.