ATAS.DataFeedsCore.IMarketDepth Interface Reference

Represents a market depth entry. More...

Inheritance diagram for ATAS.DataFeedsCore.IMarketDepth:

Public Member Functions
IMarketDepth	Clone ()
	Creates a new instance of the IMarketDepth interface that is a copy of the current instance.

Properties
DateTime	Time [get, set]
	Gets or sets the date and time of the market depth entry.
int	Type [get, set]
	Gets or sets the type of the market depth entry. This property is used to distinguish different types of orders or market depth information.
decimal	Price [get, set]
	Gets or sets the price of the market depth entry.
decimal	Volume [get, set]
	Gets or sets the volume of the market depth entry.
bool	IsAsk [get]
	Gets a value indicating whether the market depth entry represents an ask (sell) order.
bool	IsBid [get]
	Gets a value indicating whether the market depth entry represents a bid (buy) order.

Detailed Description

Represents a market depth entry.

This interface exists only to implement generic DomManager because it could be used with old and new MarketData classes.

Member Function Documentation

Clone()

IMarketDepth ATAS.DataFeedsCore.IMarketDepth.Clone

(

)

Creates a new instance of the IMarketDepth interface that is a copy of the current instance.

Returns

A new instance that is a copy of the current instance.

Implemented in ATAS.DataFeedsCore.MarketDepth.

Property Documentation

IsAsk

bool ATAS.DataFeedsCore.IMarketDepth.IsAsk

get

Gets a value indicating whether the market depth entry represents an ask (sell) order.

Implemented in ATAS.DataFeedsCore.MarketDepth.

IsBid

bool ATAS.DataFeedsCore.IMarketDepth.IsBid

get

Gets a value indicating whether the market depth entry represents a bid (buy) order.

Implemented in ATAS.DataFeedsCore.MarketDepth.

Price

decimal ATAS.DataFeedsCore.IMarketDepth.Price

getset

Gets or sets the price of the market depth entry.

Implemented in ATAS.DataFeedsCore.MarketDepth.

Time

DateTime ATAS.DataFeedsCore.IMarketDepth.Time

getset

Gets or sets the date and time of the market depth entry.

Implemented in ATAS.DataFeedsCore.MarketDepth.

Type

int ATAS.DataFeedsCore.IMarketDepth.Type

getset

Gets or sets the type of the market depth entry. This property is used to distinguish different types of orders or market depth information.

Implemented in ATAS.DataFeedsCore.MarketDepth.

Volume

decimal ATAS.DataFeedsCore.IMarketDepth.Volume

getset

Gets or sets the volume of the market depth entry.

Implemented in ATAS.DataFeedsCore.MarketDepth.

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

• IMarketDepth.cs