MarketDepthEntry¶

Summary¶

Provides access to market depth prices and volumes

Signature

public abstract interface MarketDepthEntry

Namespace¶

cAlgo.API

Examples¶

 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

public abstract long Volume {get;}

Return Value

long

VolumeInUnits¶

Summary

The volume of this market depth entry

Signature

public abstract double VolumeInUnits {get;}

Return Value

double

Examples

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

Price¶

Summary

The price of this market depth entry

Signature

public abstract double Price {get;}

Return Value

double

Examples

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