Struct OrderBookUpdate
- Namespace
- WhalesSecret.TradeScriptLib.Entities.MarketData
- Assembly
- WhalesSecret.TradeScriptLib.dll
L2 order book update for particular symbol pair on an exchange.
public readonly struct OrderBookUpdate : IEquatable<OrderBookUpdate>- Implements
- Inherited Members
- Extension Methods
Remarks
The struct represents the Whale's Secret unified order book update message as opposed to native exchange order book update messages.
Constructors
- OrderBookUpdate(ExchangeSymbolPair, long, DateTime, IReadOnlyList<OrderBookEntry>, IReadOnlyList<OrderBookEntry>)
Creates a new instance of the object.
Properties
- Asks
List of asks.
- Bids
List of bids.
- ExchangeSymbolPair
Exchange symbol pair of the order book which the update modifies.
- LastUpdate
UTC time when the latest piece of information for this instance was received.
- LastUpdateId
ID of the last order book update whose changes are included in this update structure.
Methods
- Equals(object?)
Indicates whether this instance and a specified object are equal.
- Equals(OrderBookUpdate)
Indicates whether the current object is equal to another object of the same type.
- GetEstimatedRawUpperBoundarySize()
Returns a quick estimation on the upper boundary of the raw size of the update in JSON serialized form.
- GetHashCode()
Returns the hash code for this instance.
- ToFullString()
Creates a fully detailed string representation of the order book update.
This is a helper method for debugging purposes only.
- ToString()
Returns the fully qualified type name of this instance.
Operators
- operator ==(OrderBookUpdate, OrderBookUpdate)
Determines whether two specified order book updates have the same value.
- operator !=(OrderBookUpdate, OrderBookUpdate)
Determines whether two specified order book updates have different values.