Book associated with the market. Currently, there are two known types of the book:
book holds all individual orders.
book that keeps just top 5 price levels as sent by the backend system.
In the FOD
book, price levels are calculated using orders as they are added, modified and/or deleted.
In the TOP5PL
book, data stored as it was sent from the backend system.
OnixS.IceImpactMulticastPriceFeedHandlerNet-4.7.2_x64 (in OnixS.IceImpactMulticastPriceFeedHandlerNet-4.7.2_x64.dll) Version: 18.104.22.168
The Book type exposes the following members.
Depth of the book.
Determines whether the specified object is equal to the current object. (Inherited from Object.)
Serves as the default hash function. (Inherited from Object.)
Returns all bids or offers for the market to which book belongs to.
Market identifier is passes together with book reference in an appropriate
callback. This member is supported for FOD
books only. In
case of book of TOP5PL
type exception will be thrown.
Returns price levels in "natural" order.
|GetType| (Inherited from Object.)
Gets the Type
of the current instance.
Returns a string that represents the current object. (Inherited from Object.)