FastQuant.OrderBook.GetVolume C# (CSharp) Method

OrderBook Class Documentation Show file Open project: fastquant/fastquant.dll

GetVolume() private method

private GetVolume ( IList ticks ) : int
ticks IList
return int 
        private int GetVolume(IList<Tick> ticks) => ticks.Sum(t => t.Size);
OrderBook
GetAskVolume
GetAvgAskPrice
GetAvgBidPrice
GetAvgPrice
GetBidVolume
GetQuote
GetVolume
OnLevel2