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 |