Class MarketByPriceBookBase<T>

Represents base class for market by price books.

Inheritance

System.Object

BookBase<T>

MarketByPriceBookBase<T>

ConsolidatedOrderBook

ImpliedOrderBook

RegularOrderBook

Inherited Members

BookBase<T>.SecurityDefinition

BookBase<T>.SecurityId

BookBase<T>.BookType

BookBase<T>.Bids

BookBase<T>.Asks

BookBase<T>.Clone()

BookBase<T>.ToDetailedString()

Namespace: OnixS.CmeMdHandler

Assembly: OnixS.CmeMdHandler.dll

Syntax

public abstract class MarketByPriceBookBase<T> : BookBase<T> where T : ImpliedPriceLevel

Type Parameters

Name	Description
T	Price level type.

Properties

Depth

Gets book depth.

Declaration

public int Depth { get; }

Property Value

Type	Description
System.Int32

LastRptSeq

Sequence number of the last instrument update.

Declaration

public UInt32 LastRptSeq { get; }

Property Value

Type	Description
UInt32

LastSequenceNumber

Sequence number of the last applied message.

Declaration

public UInt32 LastSequenceNumber { get; }

Property Value

Type	Description
UInt32

Methods

ToString()

Convert object to string representation.

Declaration

public override string ToString()

Returns

Type	Description
System.String	String representation of an object.

Overrides

OnixS.CmeMdHandler.BookBase<T>.ToString()