CryptoExchange.Net/CryptoExchange.Net/Interfaces/ISymbolOrderBook.cs

using System;
using System.Collections.Generic;
using System.Threading.Tasks;
using CryptoExchange.Net.Objects;

namespace CryptoExchange.Net.Interfaces
{
    /// <summary>
    /// Interface for order book
    /// </summary>
    public interface ISymbolOrderBook
    {
        /// <summary>
        /// The status of the order book. Order book is up to date when the status is `Synced`
        /// </summary>
        OrderBookStatus Status { get; set; }

        /// <summary>
        /// Last update identifier
        /// </summary>
        long LastSequenceNumber { get; }
        /// <summary>
        /// The symbol of the order book
        /// </summary>
        string Symbol { get; }

        /// <summary>
        /// Event when the state changes
        /// </summary>
        event Action<OrderBookStatus, OrderBookStatus> OnStatusChange;
        /// <summary>
        /// Event when order book was updated. Be careful! It can generate a lot of events at high-liquidity markets
        /// </summary>    
        event Action<(IEnumerable<ISymbolOrderBookEntry> Bids, IEnumerable<ISymbolOrderBookEntry> Asks)> OnOrderBookUpdate;
        /// <summary>
        /// Event when the BestBid or BestAsk changes ie a Pricing Tick
        /// </summary>
        event Action<(ISymbolOrderBookEntry BestBid, ISymbolOrderBookEntry BestAsk)> OnBestOffersChanged;
        /// <summary>
        /// Timestamp of the last update
        /// </summary>
        DateTime UpdateTime { get; }

        /// <summary>
        /// The number of asks in the book
        /// </summary>
        int AskCount { get; }
        /// <summary>
        /// The number of bids in the book
        /// </summary>
        int BidCount { get; }

        /// <summary>
        /// Get a snapshot of the book at this moment
        /// </summary>
        (IEnumerable<ISymbolOrderBookEntry> bids, IEnumerable<ISymbolOrderBookEntry> asks) Book { get; }

        /// <summary>
        /// The list of asks
        /// </summary>
        IEnumerable<ISymbolOrderBookEntry> Asks { get; }

        /// <summary>
        /// The list of bids
        /// </summary>
        IEnumerable<ISymbolOrderBookEntry> Bids { get; }

        /// <summary>
        /// The best bid currently in the order book
        /// </summary>
        ISymbolOrderBookEntry BestBid { get; }

        /// <summary>
        /// The best ask currently in the order book
        /// </summary>
        ISymbolOrderBookEntry BestAsk { get; }

        /// <summary>
        /// BestBid/BesAsk returned as a pair
        /// </summary>
        (ISymbolOrderBookEntry Bid, ISymbolOrderBookEntry Ask) BestOffers { get; }

        /// <summary>
        /// Start connecting and synchronizing the order book
        /// </summary>
        /// <returns></returns>
        Task<CallResult<bool>> StartAsync();

        /// <summary>
        /// Stop syncing the order book
        /// </summary>
        /// <returns></returns>
        Task StopAsync();

        /// <summary>
        /// Get the average price that a market order would fill at at the current order book state. This is no guarentee that an order of that quantity would actually be filled
        /// at that price since between this calculation and the order placement the book can have changed.
        /// </summary>
        /// <param name="quantity">The quantity in base asset to fill</param>
        /// <param name="type">The type</param>
        /// <returns>Average fill price</returns>
        CallResult<decimal> CalculateAverageFillPrice(decimal quantity, OrderBookEntryType type);

        /// <summary>
        /// String representation of the top x entries
        /// </summary>
        /// <returns></returns>
        string ToString(int rows);
    }
}