Table of Contents

Class MarketDepthPair

Namespace
StockSharp.BusinessEntities
Assembly
StockSharp.BusinessEntities.dll

Quotes pair.

[DataContract]
public class MarketDepthPair
Inheritance
MarketDepthPair
Inherited Members
Extension Methods

Constructors

MarketDepthPair(QuoteChange?, QuoteChange?)

Initializes a new instance of the MarketDepthPair.

public MarketDepthPair(QuoteChange? bid, QuoteChange? ask)

Parameters

bid QuoteChange?

Bid.

ask QuoteChange?

Ask.

Properties

Ask

Ask.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Ask", Description = "QuoteSell", GroupName = "Common")]
public QuoteChange? Ask { get; }

Property Value

QuoteChange?

Bid

Bid.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Bid", Description = "QuoteBuy", GroupName = "Common")]
public QuoteChange? Bid { get; }

Property Value

QuoteChange?

IsFull

Quotes pair has Bid and Ask.

public bool IsFull { get; }

Property Value

bool

SpreadPrice

Spread by price. Is null, if one of the quotes is empty.

[Display(ResourceType = typeof(LocalizedStrings), Name = "SpreadPrice", Description = "SpreadPriceDesc", GroupName = "Common")]
public decimal? SpreadPrice { get; }

Property Value

decimal?

SpreadVolume

Spread by volume. If negative, it best ask has a greater volume than the best bid. Is null, if one of the quotes is empty.

[Display(ResourceType = typeof(LocalizedStrings), Name = "SpreadVolume", Description = "SpreadVolumeDesc", GroupName = "Common")]
public decimal? SpreadVolume { get; }

Property Value

decimal?

Methods

GetMiddlePrice(decimal?)

Get middle price.

public decimal? GetMiddlePrice(decimal? priceStep)

Parameters

priceStep decimal?

PriceStep

Returns

decimal?

The middle of spread. Is null, if quotes are empty.

ToString()

public override string ToString()

Returns

string