Class MarketEvent<T>

Namespace

Virtufin.Base.Events.Market

Assembly

Virtufin.Base.dll

Sealed ADT of raw market observations — what the feed emits. Two cases: MarketEvent<T>.TickReceived (best bid/ask update) and MarketEvent<T>.OrderBookReceived (depth snapshot/diff). Topics use the naming scheme act.market.{entity}.{event} or hyp.{selector}.market.{entity}.{event}.

public abstract record MarketEvent<T> : IMarketEvent<T>, IEvent<T>, IEquatable<IEvent<T>>, IEquatable<MarketEvent<T>> where T : IComparable<T>

Type Parameters

T

The event's own time type.

Inheritance

object

MarketEvent<T>

Implements

IMarketEvent<T>

IEvent<T>

IEquatable<IEvent<T>>

IEquatable<MarketEvent<T>>

Derived

MarketEvent<T>.OrderBookReceived

MarketEvent<T>.TickReceived

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Properties

Symbol

The instrument the observation refers to.

public abstract Symbol Symbol { get; }

Property Value

Symbol

Time

The time at which this event's fact occurred.

public abstract T Time { get; }

Property Value

T