Class MarketDepthSnapshot

Represents the end state of market depth over a specified time period

public class MarketDepthSnapshot

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

public MarketDepthSnapshot()

Asks collection..

public IReadOnlyCollection<MarketDataArg> Asks { get; init; }

Bids collection..

public IReadOnlyCollection<MarketDataArg> Bids { get; init; }

Time.

public DateTime StartTime { get; init; }