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    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
    System.Collections.Generic.Dictionary<System.Double, VolumeAnalysisItem>

    TimeLeft

    Declaration
    public DateTime TimeLeft { get; set; }
    Property Value
    Type Description
    System.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
    System.Double price
    System.Double size
    TradingPlatform.BusinessLayer.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
    System.Double aggregationStep
    Returns
    Type Description
    VolumeAnalysisData

    ToString()

    Declaration
    public override string ToString()
    Returns
    Type Description
    System.String
    Overrides
    System.Object.ToString()

    Events

    ItemUpdated

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

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