Class VolumeAnalysisData
public class VolumeAnalysisData : object
Constructors
Declaration
public VolumeAnalysisData()
Properties
Volume info for each price
Declaration
public Dictionary<double, VolumeAnalysisItem> PriceLevels { get; set; }
Property Value
Declaration
public DateTime TimeLeft { get; set; }
Property Value
Type |
Description |
DateTime |
|
Summary calculated Volume info
Declaration
public VolumeAnalysisItem Total { get; set; }
Property Value
Methods
Declaration
public void Calculate(double price, double size, AggressorFlag aggressorFlag)
Parameters
Type |
Name |
Description |
System.Double |
price |
|
System.Double |
size |
|
TradingPlatform.BusinessLayer.AggressorFlag |
aggressorFlag |
|
Declaration
public void Combine(VolumeAnalysisData data)
Parameters
Declaration
public VolumeAnalysisData CreateAggregatedSnapshot(double aggregationStep)
Parameters
Type |
Name |
Description |
System.Double |
aggregationStep |
|
Returns
Declaration
public override string ToString()
Returns
Type |
Description |
System.String |
|
Events
Fire in case of price level was added or existing was updated
Declaration
public event EventHandler<VolumeAnalysisDataEventArgs> ItemUpdated
Event Type