OrderBookBase Class |
Namespace: MZpack
public abstract class OrderBookBase : IRealtimeOrderBook, IDisposable
The OrderBookBase type exposes the following members.
Name | Description | |
---|---|---|
OrderBookBase | Initializes a new instance of the OrderBookBase class |
Name | Description | |
---|---|---|
AggregateCloneRows | ||
Dispose | Releases all resources used by the OrderBookBase | |
Dispose(Boolean) | Releases the unmanaged resources used by the OrderBookBase and optionally releases the managed resources | |
Finalize | (Overrides ObjectFinalize.) | |
GetHi | ||
GetLo | ||
GetRange | ||
GetSideByPrice | ||
GetSpread | ||
GetSpreadVolume | ||
GetTotalVolume | ||
GetVolume(TradeSide) | ||
GetVolume(Double, TradeSide) | ||
GetVolume(Double, Double, TradeSide) | ||
GetVolumeTillPrice | ||
OnMarketDepth(OrderBookEventArgs) | ||
OnMarketDepth(Object) |
Name | Description | |
---|---|---|
MULTIPLE_MARKETMAKER |