Interface IL3OrderBook<O, T, A, L>

Namespace

Virtufin.Base.Orders

Assembly

Virtufin.Base.dll

A Level-3 (market-by-order) order book: individual resting orders rather than aggregated price levels.

public interface IL3OrderBook<O, T, A, L> : IOrderBook where O : IOrderLine<T, A, L> where T : notnull where A : IFixedPointAmount where L : IFixedPointAmount

Type Parameters

O

Concrete order-line type.

T

Order identity type.

A

Size amount type.

L

Price amount type.

Properties

Orders

The orders currently resting on the book.

IEnumerable<O> Orders { get; }

Property Value

IEnumerable<O>