Class MarketEvent<T>.OrderBookReceived

Namespace

Virtufin.Base.Events.Market

Assembly

Virtufin.Base.dll

Depth snapshot or diff from the order book feed.

public sealed record MarketEvent<T>.OrderBookReceived : MarketEvent<T>, IMarketEvent<T>, IEvent<T>, IEquatable<IEvent<T>>, IEquatable<MarketEvent<T>>, IEquatable<MarketEvent<T>.OrderBookReceived>

Inheritance

object

MarketEvent<T>

MarketEvent<T>.OrderBookReceived

Implements

IMarketEvent<T>

IEvent<T>

IEquatable<IEvent<T>>

IEquatable<MarketEvent<T>>

IEquatable<MarketEvent<T>.OrderBookReceived>

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.ReferenceEquals(object, object)

object.ToString()

Constructors

OrderBookReceived(Symbol, IReadOnlyList<(DecimalAmount Price, DecimalAmount Quantity)>, IReadOnlyList<(DecimalAmount Price, DecimalAmount Quantity)>, bool, T)

Construct an OrderBookReceived event.

public OrderBookReceived(Symbol symbol, IReadOnlyList<(DecimalAmount Price, DecimalAmount Quantity)> bids, IReadOnlyList<(DecimalAmount Price, DecimalAmount Quantity)> asks, bool isSnapshot, T updateTime)

Parameters

symbol Symbol

bids IReadOnlyList<(DecimalAmount Price, DecimalAmount Quantity)>

asks IReadOnlyList<(DecimalAmount Price, DecimalAmount Quantity)>

isSnapshot bool

updateTime T

Properties

Asks

Top-of-book asks as (price, quantity) pairs.

public IReadOnlyList<(DecimalAmount Price, DecimalAmount Quantity)> Asks { get; }

Property Value

IReadOnlyList<(DecimalAmount Price, DecimalAmount Quantity)>

Bids

Top-of-book bids as (price, quantity) pairs.

public IReadOnlyList<(DecimalAmount Price, DecimalAmount Quantity)> Bids { get; }

Property Value

IReadOnlyList<(DecimalAmount Price, DecimalAmount Quantity)>

IsSnapshot

True if this is a full snapshot, false if it's a delta.

public bool IsSnapshot { get; }

Property Value

bool

Symbol

The instrument the observation refers to.

public override Symbol Symbol { get; }

Property Value

Symbol

Time

The time at which this event's fact occurred.

public override T Time { get; }

Property Value

T

UpdateTime

Time of the update.

public T UpdateTime { get; }

Property Value

T