ATAS.Indicators.MarketDepthInfoProvider Class Reference

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

Inheritance diagram for ATAS.Indicators.MarketDepthInfoProvider:

Collaboration diagram for ATAS.Indicators.MarketDepthInfoProvider:

Public Member Functions
	MarketDepthInfoProvider (IOnlineDataProvider onlineDataProvider)
	Initializes a new instance of the MarketDepthInfoProvider class.
IEnumerable< MarketDataArg >	GetMarketDepthSnapshot ()
	Gets a snapshot of the market depth data at the moment of request. Returns An enumerable collection of MarketDataArg representing the market depth.
IEnumerable< MarketDataArg >	GetMarketDepthSnapshot ()
	Gets a snapshot of the market depth data at the moment of request.

Properties
decimal	CumulativeDomAsks [get]
	Gets the cumulative sum of the ask volumes in the DOM (Depth of Market).
decimal	CumulativeDomBids [get]
	Gets the cumulative sum of the bid volumes in the DOM (Depth of Market).
Properties inherited from ATAS.Indicators.IMarketDepthInfoProvider
decimal	CumulativeDomAsks [get]
	Gets the cumulative sum of the ask volumes in the DOM (Depth of Market).
decimal	CumulativeDomBids [get]
	Gets the cumulative sum of the bid volumes in the DOM (Depth of Market).

Detailed Description

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

Constructor & Destructor Documentation

MarketDepthInfoProvider()

ATAS.Indicators.MarketDepthInfoProvider.MarketDepthInfoProvider

(

IOnlineDataProvider

onlineDataProvider

)

Initializes a new instance of the MarketDepthInfoProvider class.

Parameters

onlineDataProvider

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

Exceptions

ArgumentNullException

Thrown if the onlineDataProvider parameter is null.

Member Function Documentation

GetMarketDepthSnapshot()

IEnumerable< MarketDataArg > ATAS.Indicators.MarketDepthInfoProvider.GetMarketDepthSnapshot

(

)

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

Returns

An enumerable collection of MarketDataArg representing the market depth.

Implements ATAS.Indicators.IMarketDepthInfoProvider.

Property Documentation

CumulativeDomAsks

decimal ATAS.Indicators.MarketDepthInfoProvider.CumulativeDomAsks

get

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

Implements ATAS.Indicators.IMarketDepthInfoProvider.

CumulativeDomBids

decimal ATAS.Indicators.MarketDepthInfoProvider.CumulativeDomBids

get

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

Implements ATAS.Indicators.IMarketDepthInfoProvider.

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The documentation for this class was generated from the following file:

• MarketDepthInfoProvider.cs