OrderBookLevel

StockSharp.MatchingEngine

Represents a price level in the order book.

Implementiert: IEquatable<OrderBookLevel>

Konstruktoren

OrderBookLevel(decimal, decimal, IReadOnlyList<EmulatorOrder>)

Represents a price level in the order book.

Price
The price of the level.
Volume
Total volume at this level.
Orders
Orders at this level.

Eigenschaften

Orders : IReadOnlyList<EmulatorOrder>

Orders at this level.

Price : decimal

The price of the level.

Volume : decimal

Total volume at this level.