Interface IOrderBook

Namespace

Virtufin.Core.Position

Assembly

Virtufin.Core.dll

Non-generic marker for a maintained order book. The concrete shapes are IL2OrderBook<A, L> (aggregated price levels) and IL3OrderBook<O,T,A,L> (individual orders).

public interface IOrderBook

Remarks

Intentionally empty: the two shapes share no members that are meaningful for both. Snapshot/diff application is abstracted separately by IOrderBookUpdater<TBook, S, D>.