Class VolumeAnalysisData

Namespace: TradingPlatform.BusinessLayer
Syntax
public class VolumeAnalysisData

Constructors

VolumeAnalysisData()

Declaration
public VolumeAnalysisData()

Properties

PriceLevels

Volume info for each price

Declaration
public Dictionary<double, VolumeAnalysisItem> PriceLevels { get; set; }
Property Value
Type Description
Dictionary<double, VolumeAnalysisItem>

TimeLeft

Declaration
public DateTime TimeLeft { get; set; }
Property Value
Type Description
DateTime

Total

Summary calculated Volume info

Declaration
public VolumeAnalysisItem Total { get; set; }
Property Value
Type Description
VolumeAnalysisItem

Methods

Calculate(double, double, AggressorFlag)

Declaration
public void Calculate(double price, double size, AggressorFlag aggressorFlag)
Parameters
Type Name Description
double price
double size
AggressorFlag aggressorFlag

Combine(VolumeAnalysisData)

Declaration
public void Combine(VolumeAnalysisData data)
Parameters
Type Name Description
VolumeAnalysisData data

CreateAggregatedSnapshot(double)

Declaration
public VolumeAnalysisData CreateAggregatedSnapshot(double aggregationStep)
Parameters
Type Name Description
double aggregationStep
Returns
Type Description
VolumeAnalysisData

ToString()

Returns a string that represents the current object.

Declaration
public override string ToString()
Returns
Type Description
string

A string that represents the current object.
Overrides

Events

ItemUpdated

Fire in case of price level was added or existing was updated

Declaration
public event EventHandler<VolumeAnalysisDataEventArgs> ItemUpdated
Event Type
Type Description
EventHandler<VolumeAnalysisDataEventArgs>