Class RichMarketEvent<T>.VWAPComputed

Namespace

Virtufin.Base.Events.Market

Assembly

Virtufin.Base.dll

Volume-weighted average price (derived from tick stream).

public sealed record RichMarketEvent<T>.VWAPComputed : RichMarketEvent<T>, IMarketEvent<T>, IEvent<T>, IEquatable<IEvent<T>>, IEquatable<RichMarketEvent<T>>, IEquatable<RichMarketEvent<T>.VWAPComputed>

Inheritance

object

RichMarketEvent<T>

RichMarketEvent<T>.VWAPComputed

Implements

IMarketEvent<T>

IEvent<T>

IEquatable<IEvent<T>>

IEquatable<RichMarketEvent<T>>

IEquatable<RichMarketEvent<T>.VWAPComputed>

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.ReferenceEquals(object, object)

object.ToString()

Constructors

VWAPComputed(Symbol, DecimalAmount, T, T)

Construct a VWAPComputed event.

public VWAPComputed(Symbol symbol, DecimalAmount value, T windowStart, T windowEnd)

Parameters

symbol Symbol

value DecimalAmount

windowStart T

windowEnd T

Properties

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

Value

Computed VWAP.

public DecimalAmount Value { get; }

Property Value

DecimalAmount

WindowEnd

End of VWAP window.

public T WindowEnd { get; }

Property Value

T

WindowStart

Start of VWAP window.

public T WindowStart { get; }

Property Value

T