MarketDepthEntry.VolumeInUnits

property · MarketDepthEntry · cAlgo.API

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The volume of this market depth entry

Definition

C#Python

double VolumeInUnits {get;}

marketDepthEntry.VolumeInUnits: float

Returns double

Examples

C#Python

var marketDepth = MarketData.GetMarketDepth(SymbolName);
var totalAskVolume = marketDepth.AskEntries.Sum(entry => entry.VolumeInUnits);
Print("Total ask volume: {0} units", totalAskVolume);

marketDepth = api.MarketData.GetMarketDepth(api.SymbolName)
totalAskVolume = sum(entry.VolumeInUnits for entry in marketDepth.AskEntries)
api.Print(f"Total ask volume: {totalAskVolume} units")