Class OrderBookUtils
Helper class to validate order books.
Inheritance
System.Object
OrderBookUtils
Namespace: OnixS.CmeMdHandler
Assembly: OnixS.CmeMdHandler.dll
Syntax
public static class OrderBookUtils : objectMethods
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 : ImpliedPriceLevelParameters
| Type | Name | Description |
|---|---|---|
| MarketByPriceBookBase<T> | book | Order book to validate. |
Type Parameters
| Name | Description |
|---|---|
| T | Type of price level. |