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67 lines (67 loc) · 1 KB
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using SmartQuant.Data;
using System;
namespace OpenQuant.API
{
public class OrderBookUpdate
{
internal MarketDepth marketDepth;
public DateTime DateTime
{
get
{
return this.marketDepth.DateTime;
}
}
public BidAsk Side
{
get
{
return EnumConverter.Convert(this.marketDepth.Side);
}
}
public OrderBookAction Action
{
get
{
return EnumConverter.Convert(this.marketDepth.Operation);
}
}
public double Price
{
get
{
return this.marketDepth.Price;
}
}
public int Size
{
get
{
return this.marketDepth.Size;
}
}
public int Position
{
get
{
return this.marketDepth.Position;
}
}
internal OrderBookUpdate(MarketDepth marketDepth)
{
this.marketDepth = marketDepth;
}
public override string ToString()
{
return string.Format("{0} {1} {2} price={3} size={4} position={5}", new object[]
{
this.DateTime,
this.Side,
this.Action,
this.Price,
this.Size,
this.Position
});
}
}
}