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Public Member Functions | Public Attributes | Properties | List of all members
ATAS.DataFeedsCore.MboIcebergRecord Class Reference

Current iceberg state for one exchange order. More...

Public Member Functions

void Prepare ()
 
long long decimal Price[] BuildSegments ()
 

Public Attributes

long StartMs
 
long long EndMs
 

Properties

long OrderId [get, set]
 
MboOrderSide Side [get, set]
 
long FirstMs [get, set]
 
long LastMs [get, set]
 
decimal Price [get, set]
 
bool MultiPrice [get, set]
 
decimal MaxVisible [get, set]
 
decimal Filled [get, set]
 
decimal Hidden [get, set]
 
Dictionary< long, decimal > Detects = new() [get, set]
 
List< MboIcebergOrderEvent > Events = new() [get, set]
 
List< MboIcebergTrade > Trades = new() [get, set]
 
bool IsMarketable [get, set]
 
decimal AggressorFilled [get, set]
 
List< MboIcebergTrade > AggressorTrades = new() [get, set]
 
decimal TotalVolume [get]
 
int PriorityRefreshCount [get, set]
 
MboIcebergStatus Status [get, set]
 
bool NativeRefreshConfirmed [get, set]
 
bool DeleteConfirmed [get, set]
 
List< MboHiddenDetectEvidence > HiddenEvidence = new() [get, set]
 
List< MboPriorityRefreshEvidence > RefreshEvidence = new() [get, set]
 
HashSet< long > DetectMs = new() [get]
 
long long decimal Price[] CachedSegments [get]
 

Detailed Description

Current iceberg state for one exchange order.

Member Function Documentation

◆ BuildSegments()

long long decimal Price[] ATAS.DataFeedsCore.MboIcebergRecord.BuildSegments ( )

◆ Prepare()

void ATAS.DataFeedsCore.MboIcebergRecord.Prepare ( )

Member Data Documentation

◆ EndMs

long long ATAS.DataFeedsCore.MboIcebergRecord.EndMs

◆ StartMs

long ATAS.DataFeedsCore.MboIcebergRecord.StartMs

Property Documentation

◆ AggressorFilled

decimal ATAS.DataFeedsCore.MboIcebergRecord.AggressorFilled
getset

◆ AggressorTrades

List<MboIcebergTrade> ATAS.DataFeedsCore.MboIcebergRecord.AggressorTrades = new()
getset

◆ CachedSegments

long long decimal Price [] ATAS.DataFeedsCore.MboIcebergRecord.CachedSegments
get

◆ DeleteConfirmed

bool ATAS.DataFeedsCore.MboIcebergRecord.DeleteConfirmed
getset

◆ DetectMs

HashSet<long> ATAS.DataFeedsCore.MboIcebergRecord.DetectMs = new()
get

◆ Detects

Dictionary<long, decimal> ATAS.DataFeedsCore.MboIcebergRecord.Detects = new()
getset

◆ Events

List<MboIcebergOrderEvent> ATAS.DataFeedsCore.MboIcebergRecord.Events = new()
getset

◆ Filled

decimal ATAS.DataFeedsCore.MboIcebergRecord.Filled
getset

◆ FirstMs

long ATAS.DataFeedsCore.MboIcebergRecord.FirstMs
getset

◆ Hidden

decimal ATAS.DataFeedsCore.MboIcebergRecord.Hidden
getset

◆ HiddenEvidence

List<MboHiddenDetectEvidence> ATAS.DataFeedsCore.MboIcebergRecord.HiddenEvidence = new()
getset

◆ IsMarketable

bool ATAS.DataFeedsCore.MboIcebergRecord.IsMarketable
getset

◆ LastMs

long ATAS.DataFeedsCore.MboIcebergRecord.LastMs
getset

◆ MaxVisible

decimal ATAS.DataFeedsCore.MboIcebergRecord.MaxVisible
getset

◆ MultiPrice

bool ATAS.DataFeedsCore.MboIcebergRecord.MultiPrice
getset

◆ NativeRefreshConfirmed

bool ATAS.DataFeedsCore.MboIcebergRecord.NativeRefreshConfirmed
getset

◆ OrderId

long ATAS.DataFeedsCore.MboIcebergRecord.OrderId
getset

◆ Price

decimal ATAS.DataFeedsCore.MboIcebergRecord.Price
getset

◆ PriorityRefreshCount

int ATAS.DataFeedsCore.MboIcebergRecord.PriorityRefreshCount
getset

◆ RefreshEvidence

List<MboPriorityRefreshEvidence> ATAS.DataFeedsCore.MboIcebergRecord.RefreshEvidence = new()
getset

◆ Side

MboOrderSide ATAS.DataFeedsCore.MboIcebergRecord.Side
getset

◆ Status

MboIcebergStatus ATAS.DataFeedsCore.MboIcebergRecord.Status
getset

◆ TotalVolume

decimal ATAS.DataFeedsCore.MboIcebergRecord.TotalVolume
get

◆ Trades

List<MboIcebergTrade> ATAS.DataFeedsCore.MboIcebergRecord.Trades = new()
getset
The documentation for this class was generated from the following file: