Class MarketDepthInfoProvider

Namespace

ATAS.Indicators

Assembly

ATAS.Indicators.dll

A class that implements the IMarketDepthInfoProvider interface to provide market depth information.

public class MarketDepthInfoProvider : IMarketDepthInfoProvider

Inheritance

object

MarketDepthInfoProvider

Implements

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?[])

Constructors

MarketDepthInfoProvider(IOnlineDataProvider)

Initializes a new instance of the MarketDepthInfoProvider class.

public MarketDepthInfoProvider(IOnlineDataProvider onlineDataProvider)

Parameters

onlineDataProvider IOnlineDataProvider

An implementation of the IOnlineDataProvider interface to retrieve market depth data.

Exceptions

ArgumentNullException

Thrown if the onlineDataProvider parameter is null.

Properties

CumulativeDomAsks

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

public decimal CumulativeDomAsks { get; }

Property Value

decimal

CumulativeDomBids

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

public decimal CumulativeDomBids { get; }

Property Value

decimal

Methods

GetMarketDepthSnapshot()

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

public IEnumerable<MarketDataArg> GetMarketDepthSnapshot()

Returns

IEnumerable<MarketDataArg>

An enumerable collection of MarketDataArg representing the market depth.