Interface IOrderBookMessage

Namespace

StockSharp.Messages

Assembly

StockSharp.Messages.dll

Interface describes an order book message.

public interface IOrderBookMessage : ISecurityIdMessage, ISeqNumMessage, IServerTimeMessage, IGeneratedMessage, ICurrencyMessage, ILocalTimeMessage, ICloneable

Inherited Members

ISecurityIdMessage.SecurityId

ISeqNumMessage.SeqNum

IServerTimeMessage.ServerTime

IGeneratedMessage.BuildFrom

ICurrencyMessage.Currency

ILocalTimeMessage.LocalTime

ICloneable.Clone()

Extension Methods

XamlHelper.CopyToClipboard<T>(T)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

Paths.Serialize<T>(T, string, bool)

Extensions.AddDelta(IOrderBookMessage, IOrderBookMessage)

Extensions.GetBestAsk(IOrderBookMessage)

Extensions.GetBestBid(IOrderBookMessage)

Extensions.GetBestPair(IOrderBookMessage)

Extensions.GetDelta(IOrderBookMessage, IOrderBookMessage)

Extensions.GetPair(IOrderBookMessage, int)

Extensions.GetPrice(IOrderBookMessage, Sides?)

Extensions.GetSpreadMiddle(IOrderBookMessage, decimal?)

Extensions.GetTopPairs(IOrderBookMessage, int)

Extensions.GetTopQuotes(IOrderBookMessage, int)

Extensions.Group(IOrderBookMessage, Unit)

Extensions.Group(IOrderBookMessage, decimal)

Extensions.IsFullEmpty(IOrderBookMessage)

Extensions.IsHalfEmpty(IOrderBookMessage)

Extensions.Join(IOrderBookMessage, IOrderBookMessage)

Extensions.Sparse(IOrderBookMessage, Unit, decimal?)

Extensions.Sparse(IOrderBookMessage, decimal, decimal?)

Extensions.ToLevel1(IOrderBookMessage)

Extensions.Truncate(IOrderBookMessage, int)

Extensions.UnGroup(IOrderBookMessage)

Extensions.Verify(IOrderBookMessage)

Extensions.IsAllSecurity(ISecurityIdMessage)

EditorExtensions.ToItemsSource(object, Type, bool?, ListSortDirection?, Func<IItemsSourceItem, bool>, Func<object, string>, Func<object, string>)

XamlHelper.EnsureUIThread(object)

XamlHelper.ShowModel<TWindow>(object, DependencyObject)

XamlHelper.WpfCast<T>(object)

VirtualPropertyRegistry.TryGetVirtualValue(object, string, out object)

Properties

Asks

Quotes to sell.

QuoteChange[] Asks { get; }

Property Value

QuoteChange[]

Bids

Quotes to buy.

QuoteChange[] Bids { get; }

Property Value

QuoteChange[]

State

Order book state.

QuoteChangeStates? State { get; set; }

Property Value

QuoteChangeStates?