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MarketDepthEntry

Summary

Provides access to market depth prices and volumes

Signature

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public abstract interface MarketDepthEntry

Namespace

cAlgo.API

Examples

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 foreach (var marketDepthEntry in _marketDepth.AskEntries)
 {
      //The volume of this market depth entry
      volume = marketDepthEntry.Volume;
      //The price of this market depth entry
      price = marketDepthEntry.Price;    
 }

Properties

Volume

Signature

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public abstract long Volume {get;}

Return Value

long

VolumeInUnits

Summary

The volume of this market depth entry

Signature

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public abstract double VolumeInUnits {get;}

Return Value

double

Examples

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 foreach (var entry in _marketDepth.AskEntries)
 {
      volume  = entry.VolumeInUnits;
 }

Price

Summary

The price of this market depth entry

Signature

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public abstract double Price {get;}

Return Value

double

Examples

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 for(int i = 0; i < _marketDepth.AskEntries.Count; i++)
 {
     price = _marketDepth.AskEntries[i].Price;    
 }