Skip to content

MarketDepthEntry

Summary

Provides access to market depth prices and volumes

Signature 

1
public abstract interface MarketDepthEntry

Namespace

cAlgo.API

Examples

1
2
3
4
5
6
7
 foreach (var entry in _marketDepth.AskEntries)
 {
      //The volume of this market depth entry
      volume = entry.VolumeInUnits;
      //The price of this market depth entry
      price = entry.Price;    
 }

1
2
3
4
5
 for entry in self.marketDepth.AskEntries:
     # The volume of this market depth entry
     volume  = entry.VolumeInUnits
     # The price of this market depth entry
        price = entry.Price

See Also

Properties

VolumeInUnits

Summary

The volume of this market depth entry

Signature 

1
public abstract double VolumeInUnits {get;}

Return Value

double

Examples

1
2
3
4
 foreach (var entry in _marketDepth.AskEntries)
 {
      volume  = entry.VolumeInUnits;
 }

1
2
 for entry in self.marketDepth.AskEntries:
     volume  = entry.VolumeInUnits

Price

Summary

The price of this market depth entry

Signature 

1
public abstract double Price {get;}

Return Value

double

Examples

1
2
3
4
 foreach (var entry in _marketDepth.AskEntries)
 {
     price = entry.Price;    
 }

1
2
 for entry in self.marketDepth.AskEntries:
     price = entry.Price