Class MarketByOrderBook

Represents market by order book.

Inheritance

object

BookBase<Order>

MarketByOrderBook

Implements

ICloneable

Inherited Members

BookBase<Order>.SecurityDefinition

BookBase<Order>.SecurityId

BookBase<Order>.BookType

BookBase<Order>.Bids

BookBase<Order>.Asks

BookBase<Order>.ToString()

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

Namespace: OnixS.CmeMdHandler

Assembly: OnixS.CmeMdHandler.dll

Syntax

public class MarketByOrderBook : BookBase<Order>, ICloneable

Properties

Depth

Book depth.

Declaration

public int Depth { get; }

Property Value

Type	Description
int

LastSequenceNumber

Sequence number of the last applied message.

Declaration

public uint LastSequenceNumber { get; }

Property Value

Type	Description
uint

Methods

Clone()

Make a clone of an object.

Declaration

public override object Clone()

Returns

Type	Description
object	Cloned object.

Overrides

BookBase<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
string	Detailed string representation of an object.

Overrides

BookBase<Order>.ToDetailedString()

Implements

ICloneable