Class OrderBookUtils
Helper class to validate order books.
Inheritance
System.Object
OrderBookUtils
Inherited Members
System.Object.Equals(System.Object)
System.Object.Equals(System.Object, System.Object)
System.Object.GetHashCode()
System.Object.GetType()
System.Object.MemberwiseClone()
System.Object.ReferenceEquals(System.Object, System.Object)
System.Object.ToString()
Namespace: OnixS.CmeMdHandler
Assembly: OnixS.CmeMdHandler.dll
Syntax
public static class OrderBookUtils
Methods
Validate(MarketByOrderBook)
Validates Market by Order book.
Declaration
public static void Validate(MarketByOrderBook book)
Parameters
Type | Name | Description |
---|---|---|
MarketByOrderBook | book | Order book to validate. |
Validate<T>(MarketByPriceBookBase<T>)
Validates Market by Price order book.
Declaration
public static void Validate<T>(MarketByPriceBookBase<T> book)
where T : ImpliedPriceLevel
Parameters
Type | Name | Description |
---|---|---|
MarketByPriceBookBase<T> | book | Order book to validate. |
Type Parameters
Name | Description |
---|---|
T | Type of price level. |