Interface IOrdersUpdate
- Namespace
- WhalesSecret.TradeScriptLib.API.TradingV1.Orders.Updates
- Assembly
- WhalesSecret.TradeScriptLib.dll
Single change in the state of orders.
public interface IOrdersUpdate
- Extension Methods
Remarks
When order updates are started to be consumed, the list of all active orders is obtained and for each active order at that moment a single OrderDetectedUpdate is generated. After that a new order can be accepted by the exchange, which generates OrderCreatedUpdate; or an existing order can be partially or fully filled, which generates OrderFillUpdate; and finally, an existing order can be closed (either cancelled or fully filled), which generates OrderClosedUpdate.
Properties
- Order
Order that is the subject of the update.
- UpdateId
Identifier of the update. The first value is
1
. The update identifiers are provided in a consecutive increasing sequence.