FastQuant.OrderBookAggr.GetTickVolume C# (CSharp) Method

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

GetTickVolume() private method

private GetTickVolume ( IEnumerable ticks ) : int
ticks IEnumerable
return int 
        private int GetTickVolume(IEnumerable<Tick> ticks) => ticks.Sum(t => t.Size);
OrderBookAggr
GetAskVolume
GetAvgAskPrice
GetAvgBidPrice
GetAvgTickPrice
GetBidVolume
GetLevel2Snapshot
GetQuote
GetTickVolume
OnLevel2
OrderBookAggr
method_3
method_7