ATAS.Indicators.IMarketDepthInfoProvider Interface Reference

Interface for providing market depth information. More...

Inheritance diagram for ATAS.Indicators.IMarketDepthInfoProvider:

Public Member Functions
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).

Detailed Description

Interface for providing market depth information.

Member Function Documentation

GetMarketDepthSnapshot()

IEnumerable< MarketDataArg > ATAS.Indicators.IMarketDepthInfoProvider.GetMarketDepthSnapshot

(

)

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

Returns

An enumerable collection of MarketDataArg representing the market depth.

Implemented in ATAS.Indicators.MarketDepthInfoProvider.

Property Documentation

CumulativeDomAsks

decimal ATAS.Indicators.IMarketDepthInfoProvider.CumulativeDomAsks

get

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

Implemented in ATAS.Indicators.MarketDepthInfoProvider.

CumulativeDomBids

decimal ATAS.Indicators.IMarketDepthInfoProvider.CumulativeDomBids

get

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

Implemented in ATAS.Indicators.MarketDepthInfoProvider.

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

• MarketDepthInfoProvider.cs