C# Class FastQuant.OrderBook

Mostrar archivo Open project: fastquant/fastquant.dll

Public Methods

Method	Description
GetAskVolume ( ) : int
GetAvgAskPrice ( ) : double
GetAvgBidPrice ( ) : double
GetBidVolume ( ) : int
GetQuote ( int level ) : Quote

Private Methods

Method	Description
GetAvgPrice ( IList ticks ) : double
GetVolume ( IList ticks ) : int
OnLevel2 ( Level2Snapshot l2s ) : void
OnLevel2 ( Level2Update l2u ) : void

Method Details

GetAskVolume() public method

public GetAskVolume ( ) : int
return	int

GetAvgAskPrice() public method

public GetAvgAskPrice ( ) : double
return	double

GetAvgBidPrice() public method

public GetAvgBidPrice ( ) : double
return	double

GetBidVolume() public method

public GetBidVolume ( ) : int
return	int

GetQuote() public method

public GetQuote ( int level ) : Quote
level	int
return	Quote