OrderBook

Rti

PB_OFFSET = 100000 , is the offset added for each MNM field id

Реализует: IMessage<OrderBook>, IMessage, IEquatable<OrderBook>, IDeepCloneable<OrderBook>, IBufferMessage

Свойства

AskOrders : RepeatedField<int>

PB_OFFSET + MNM_MARKET_DEPTH_ASK_NO_OF_ORDERS

AskPrice : RepeatedField<double>

PB_OFFSET + MNM_MARKET_DEPTH_ASK_PRICE

AskSize : RepeatedField<int>

PB_OFFSET + MNM_MARKET_DEPTH_ASK_SIZE

BidOrders : RepeatedField<int>

PB_OFFSET + MNM_MARKET_DEPTH_BID_NO_OF_ORDERS

BidPrice : RepeatedField<double>

PB_OFFSET + MNM_MARKET_DEPTH_BID_PRICE

BidSize : RepeatedField<int>

PB_OFFSET + MNM_MARKET_DEPTH_BID_SIZE

Exchange : string

PB_OFFSET + MNM_EXCHANGE

HasExchange : bool

Gets whether the "exchange" field is set

HasPresenceBits : bool

Gets whether the "presence_bits" field is set

HasSsboe : bool

Gets whether the "ssboe" field is set

HasSymbol : bool

Gets whether the "symbol" field is set

HasTemplateId : bool

Gets whether the "template_id" field is set

HasUpdateType : bool

Gets whether the "update_type" field is set

HasUsecs : bool

Gets whether the "usecs" field is set

ImplAskSize : RepeatedField<int>

PB_OFFSET + MNM_MARKET_DEPTH_IMPLICIT_ASK_SIZE

ImplBidSize : RepeatedField<int>

PB_OFFSET + MNM_MARKET_DEPTH_IMPLICIT_BID_SIZE

PresenceBits : uint

PB_OFFSET + MNM_PRICING_INDICATOR

Ssboe : int

PB_OFFSET + MNM_SECONDS_SINCE_BOE

Symbol : string

PB_OFFSET + MNM_SYMBOL

TemplateId : int

PB_OFFSET + MNM_TEMPLATE_ID

UpdateType : UpdateType

PB_OFFSET + MNM_MARKET_DEPTH_UPDATE_TYPE

Usecs : int

PB_OFFSET + MNM_USECS

Методы

ClearExchange()

Clears the value of the "exchange" field

ClearPresenceBits()

Clears the value of the "presence_bits" field

ClearSsboe()

Clears the value of the "ssboe" field

ClearSymbol()

Clears the value of the "symbol" field

ClearTemplateId()

Clears the value of the "template_id" field

ClearUpdateType()

Clears the value of the "update_type" field

ClearUsecs()

Clears the value of the "usecs" field

Поля

AskOrdersFieldNumber : int

Field number for the "ask_orders" field.

AskPriceFieldNumber : int

Field number for the "ask_price" field.

AskSizeFieldNumber : int

Field number for the "ask_size" field.

BidOrdersFieldNumber : int

Field number for the "bid_orders" field.

BidPriceFieldNumber : int

Field number for the "bid_price" field.

BidSizeFieldNumber : int

Field number for the "bid_size" field.

ExchangeFieldNumber : int

Field number for the "exchange" field.

ImplAskSizeFieldNumber : int

Field number for the "impl_ask_size" field.

ImplBidSizeFieldNumber : int

Field number for the "impl_bid_size" field.

PresenceBitsFieldNumber : int

Field number for the "presence_bits" field.

SsboeFieldNumber : int

Field number for the "ssboe" field.

SymbolFieldNumber : int

Field number for the "symbol" field.

TemplateIdFieldNumber : int

Field number for the "template_id" field.

UpdateTypeFieldNumber : int

Field number for the "update_type" field.

UsecsFieldNumber : int

Field number for the "usecs" field.