OrderBookLevel
StockSharp.MatchingEngine
Represents a price level in the order book.
Implements: IEquatable<OrderBookLevel>
Constructors
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.
Properties
Orders : IReadOnlyList<EmulatorOrder>
Orders at this level.