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MarketDepthPair Class

Quotes pair.
Inheritance Hierarchy
SystemObject
  StockSharp.BusinessEntitiesMarketDepthPair

Namespace:  StockSharp.BusinessEntities
Assembly:  StockSharp.BusinessEntities (in StockSharp.BusinessEntities.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
[SerializableAttribute]
public class MarketDepthPair

The MarketDepthPair type exposes the following members.

Constructors
  NameDescription
Public methodMarketDepthPair
Initializes a new instance of the MarketDepthPair.
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Properties
  NameDescription
Public propertyAsk
Ask.
Public propertyBid
Bid.
Public propertyIsFull
Quotes pair has Bid and Ask.
Public propertyMiddlePrice
The middle of spread. Is , if quotes are empty.
Public propertySecurity
Security.
Public propertySpreadPrice
Spread by price. Is , if one of the quotes is empty.
Public propertySpreadVolume
Spread by volume. If negative, it best ask has a greater volume than the best bid. Is , if one of the quotes is empty.
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Methods
  NameDescription
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGetHashCode
Serves as a hash function for a particular type.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Public methodToString
Returns a string that represents the current object.
(Overrides ObjectToString.)
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Extension Methods
  NameDescription
Public Extension MethodGetCurrentPrice
To calculate the current price based on the best pair of quotes, depending on the order direction.
(Defined by TraderHelper.)
Public Extension MethodSparse
To create form pair of quotes a sparse collection of quotes, which will be included into the range between the pair.
(Defined by TraderHelper.)
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See Also