Interface IOrderBook

Namespace

Virtufin.Core.Position

Assembly

Virtufin.Core.dll

An append-only collection of orders / transactions representing the live book at a venue. The transaction type is the generic ITransaction from Virtufin.Core.Contracts so orders of any concrete kind can be accommodated.

public interface IOrderBook

Properties

Orders

The transactions currently on the book.

IEnumerable<ITransaction> Orders { get; }

Property Value

IEnumerable<ITransaction>

Methods

AddTransactions(IEnumerable<ITransaction>)

Add a batch of transactions to the book.

void AddTransactions(IEnumerable<ITransaction> transactions)

Parameters

transactions IEnumerable<ITransaction>

Transactions to append.