Class MarketByOrderBook
Represents market by order book.
Inherited Members
Namespace: OnixS.CmeMdHandler
Assembly: OnixS.CmeMdHandler.dll
Syntax
public class MarketByOrderBook : BookBase<Order>
Properties
Depth
Book depth.
Declaration
public int Depth { get; }
Property Value
Type | Description |
---|---|
System.Int32 |
LastSequenceNumber
Sequence number of the last applied message.
Declaration
public UInt32 LastSequenceNumber { get; }
Property Value
Type | Description |
---|---|
UInt32 |
Methods
Clone()
Make a clone of an object.
Declaration
public override object Clone()
Returns
Type | Description |
---|---|
System.Object | Cloned object. |
Overrides
OnixS.CmeMdHandler.BookBase<OnixS.CmeMdHandler.Order>.Clone()
GetRegularOrderBook()
Converts market by order book to the regular order book.
Declaration
public RegularOrderBook GetRegularOrderBook()
Returns
Type | Description |
---|---|
RegularOrderBook | Regular order book based on market by order book data. |
ToDetailedString()
Convert object to detailed string representation.
Declaration
public override string ToDetailedString()
Returns
Type | Description |
---|---|
System.String | Detailed string representation of an object. |
Overrides
OnixS.CmeMdHandler.BookBase<OnixS.CmeMdHandler.Order>.ToDetailedString()