wehub-resource-sync
68 lines
2.4 KiB
C#
68 lines
2.4 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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namespace QuantConnect.Brokerages
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{
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/// <summary>
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/// Event arguments class for the <see cref="DefaultOrderBook.BestBidAskUpdated"/> event
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/// </summary>
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public sealed class BestBidAskUpdatedEventArgs : EventArgs
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{
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/// <summary>
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/// Gets the new best bid price
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/// </summary>
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public Symbol Symbol { get; }
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/// <summary>
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/// Gets the new best bid price
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/// </summary>
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public decimal BestBidPrice { get; }
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/// <summary>
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/// Gets the new best bid size
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/// </summary>
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public decimal BestBidSize { get; }
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/// <summary>
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/// Gets the new best ask price
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/// </summary>
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public decimal BestAskPrice { get; }
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/// <summary>
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/// Gets the new best ask size
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/// </summary>
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public decimal BestAskSize { get; }
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/// <summary>
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/// Initializes a new instance of the <see cref="BestBidAskUpdatedEventArgs"/> class
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/// </summary>
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/// <param name="symbol">The symbol</param>
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/// <param name="bestBidPrice">The newly updated best bid price</param>
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/// <param name="bestBidSize">>The newly updated best bid size</param>
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/// <param name="bestAskPrice">The newly updated best ask price</param>
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/// <param name="bestAskSize">The newly updated best ask size</param>
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public BestBidAskUpdatedEventArgs(Symbol symbol, decimal bestBidPrice, decimal bestBidSize, decimal bestAskPrice, decimal bestAskSize)
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{
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Symbol = symbol;
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BestBidPrice = bestBidPrice;
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BestBidSize = bestBidSize;
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BestAskPrice = bestAskPrice;
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BestAskSize = bestAskSize;
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}
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}
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}
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