Build Method | Table of Content | ChangePriceLevelEventArgsBuilder Constructor ![]() |
| ChangePriceLevelEventArgsBuilder Class |
Namespace: OnixS.NET.ICE.iMpact.Testing
public class ChangePriceLevelEventArgsBuilder
The ChangePriceLevelEventArgsBuilder type exposes the following members.
| Name | Description | |
|---|---|---|
| ChangePriceLevelEventArgsBuilder | Initializes a new instance of the ChangePriceLevelEventArgsBuilder class |
| Name | Description | |
|---|---|---|
| ImpliedOrderCount |
Number of implied orders at the price level.
| |
| ImpliedQuantity |
Quantity that were implied.
| |
| MarketId |
Unique identifier of the market.
| |
| OrderCount |
Number of all orders at the price level.
| |
| Price |
Value of price for the level. OrderPriceDenominator for the market
should be applied to get the real price.
| |
| PriceLevelPosition |
Position of the price level.
| |
| Quantity |
Total quantity at the price level.
| |
| SentTime |
Date-time of the message sent.
| |
| Side |
Indicates whether it's bid or offer.
| |
| Timestamp |
Timestamp of last update used to derive the price level message. The
format is nanoseconds since Jan 1st, 1970, 00:00:00 GMT. The
nanosecond part is currently 000 and might be supported later.
|
| Name | Description | |
|---|---|---|
| Build |
Creates an instance of ChangePriceLevelEventArgs.
| |
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |
| GetHashCode | Serves as the default hash function. (Inherited from Object.) | |
| GetType | Gets the Type of the current instance. (Inherited from Object.) | |
| ToString | Returns a string that represents the current object. (Inherited from Object.) |