OrderBookLevel
StockSharp.MatchingEngine
Represents a price level in the order book.
Implements: IEquatable<OrderBookLevel>
Constructors
OrderBookLevel
public OrderBookLevel(decimal Price, decimal Volume, IReadOnlyList<EmulatorOrder> Orders)orderBookLevel = OrderBookLevel(Price, Volume, Orders)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
public IReadOnlyList<EmulatorOrder> Orders { get; set; }value = orderBookLevel.Orders
orderBookLevel.Orders = valueOrders at this level.
Price
public decimal Price { get; set; }value = orderBookLevel.Price
orderBookLevel.Price = valueThe price of the level.
Volume
public decimal Volume { get; set; }value = orderBookLevel.Volume
orderBookLevel.Volume = valueTotal volume at this level.