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; }

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

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>