An order book


The following tables list the members exposed by OrderBook.

Public Properties

  Name Description
Public property Count Gets a number of entries in the order book
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Public Methods

  Name Description
Public method GetAskVolume Returns total ask volume in the order book
Public method GetAvgAskPrice Returns average ask price in the order book
Public method GetAvgBidPrice Returns average bid price in the order book
Public method GetBidVolume Returns toltal bid volume in the order book
Public method GetQuote Returns a wuote (bid and ask) at specified market depth level
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See Also

Syntax based on .NET Framework version 2.0.
Documentation version 1.0.0.0.