Namespace Virtufin.Base.Orders

Structs

SimpleOrder<U>

A simple order: buy or sell side, limit or market execution type, and a quantity.

Interfaces

IL3OrderBook<O, T, A, L>

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

IOrderLine<T, A, L>

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

Enums

BuyOrSell

Side of a trade.