Namespace WhalesSecret.TradeScriptLib.Entities.MarketData
Classes
- CandleExtensions
Extension methods for Candle.
- CandleWidthExtensions
Extensions and helpers related to CandleWidth.
- CandlestickData
Historical candlestick data retrieved for the specific time frame.
Structs
- Candle
Description of a candlestick.
- CandleWithExchangeSymbolPair
Description of a candlestick with exchange symbol pair.
- OrderBook
Immutable L2 order book snapshot for particular SymbolPair on an exchange.
- OrderBookEntry
Order book entry representing buy/sell price and total volume.
- OrderBookUpdate
L2 order book update for particular symbol pair on an exchange.
- Ticker
Immutable ticker for particular exchange symbol pair.
Enums
- CandleWidth
Candle width (aka candle interval) is a time period that is covered by a single candle.
- OrderBookGetMode
Options regarding obtaining OrderBook snapshots.