QuantConnect.Brokerages.IOrderBookUpdater< K, V > Interface Template Reference

Represents an orderbook updater interface for a security. Provides the ability to update orderbook price level and to be alerted about updates More...

Public Member Functions
void	UpdateBidRow (K price, V size)
	Updates or inserts a bid price level in the order book More...
void	UpdateAskRow (K price, V size)
	Updates or inserts an ask price level in the order book More...
void	RemoveBidRow (K price)
	Removes a bid price level from the order book More...
void	RemoveAskRow (K price)
	Removes an ask price level from the order book More...

Events
EventHandler< BestBidAskUpdatedEventArgs >	BestBidAskUpdated
	Event fired each time BestBidPrice or BestAskPrice are changed More...

Detailed Description

Represents an orderbook updater interface for a security. Provides the ability to update orderbook price level and to be alerted about updates

Template Parameters

K	Price level identifier
V	Size at the price level

Definition at line 28 of file IOrderBookUpdater.cs.

Member Function Documentation

UpdateBidRow()

void QuantConnect.Brokerages.IOrderBookUpdater< K, V >.UpdateBidRow	(	K	price,
		V	size
	)

Updates or inserts a bid price level in the order book

Parameters

price	The bid price level to be inserted or updated
size	The new size at the bid price level

UpdateAskRow()

void QuantConnect.Brokerages.IOrderBookUpdater< K, V >.UpdateAskRow	(	K	price,
		V	size
	)

Updates or inserts an ask price level in the order book

Parameters

price	The ask price level to be inserted or updated
size	The new size at the ask price level

RemoveBidRow()

void QuantConnect.Brokerages.IOrderBookUpdater< K, V >.RemoveBidRow

(

K

price

)

Removes a bid price level from the order book

Parameters

price

The bid price level to be removed

RemoveAskRow()

void QuantConnect.Brokerages.IOrderBookUpdater< K, V >.RemoveAskRow

(

K

price

)

Removes an ask price level from the order book

Parameters

price

The ask price level to be removed

Event Documentation

BestBidAskUpdated

EventHandler<BestBidAskUpdatedEventArgs> QuantConnect.Brokerages.IOrderBookUpdater< K, V >.BestBidAskUpdated

Event fired each time BestBidPrice or BestAskPrice are changed

Definition at line 33 of file IOrderBookUpdater.cs.

---

The documentation for this interface was generated from the following file:

• Brokerages/IOrderBookUpdater.cs