Class MarketEvent<T>.TickReceived

Namespace

Virtufin.Base.Events.Market

Assembly

Virtufin.Base.dll

Best bid/ask update from the feed.

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

Inheritance

object

MarketEvent<T>

MarketEvent<T>.TickReceived

Implements

IMarketEvent<T>

IEvent<T>

IEquatable<IEvent<T>>

IEquatable<MarketEvent<T>>

IEquatable<MarketEvent<T>.TickReceived>

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.ReferenceEquals(object, object)

object.ToString()

Constructors

TickReceived(Symbol, DecimalAmount, DecimalAmount, DecimalAmount?, T)

Construct a TickReceived event.

public TickReceived(Symbol symbol, DecimalAmount bid, DecimalAmount ask, DecimalAmount? lastPrice, T tickTime)

Parameters

symbol Symbol

bid DecimalAmount

ask DecimalAmount

lastPrice DecimalAmount?

tickTime T

Properties

Ask

Best ask price.

public DecimalAmount Ask { get; }

Property Value

DecimalAmount

Bid

Best bid price.

public DecimalAmount Bid { get; }

Property Value

DecimalAmount

LastPrice

Optional last trade price.

public DecimalAmount? LastPrice { get; }

Property Value

DecimalAmount?

Symbol

The instrument the observation refers to.

public override Symbol Symbol { get; }

Property Value

Symbol

TickTime

Time of the tick.

public T TickTime { get; }

Property Value

T

Time

The time at which this event's fact occurred.

public override T Time { get; }

Property Value

T