Interface IOrderLine<T, A, L>

A single order resting on a Level-3 (market-by-order) book.

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

Properties

The order's identity on the venue.

T Id { get; }

The order's limit price.

L Price { get; }

Buy or sell side.

BuyOrSell Side { get; }

The order's remaining size.

A Size { get; }