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mirror of https://github.com/JKorf/CryptoExchange.Net synced 2025-06-08 16:36:15 +00:00
2019-10-22 22:43:53 +02:00

63 lines
1.9 KiB
C#

using CryptoExchange.Net.Interfaces;
using System.Collections.Generic;
namespace CryptoExchange.Net.OrderBook
{
/// <summary>
/// Buffer entry for order book
/// </summary>
public class ProcessBufferEntry
{
/// <summary>
/// List of asks
/// </summary>
public IEnumerable<ISymbolOrderSequencedBookEntry> Asks { get; set; } = new List<ISymbolOrderSequencedBookEntry>();
/// <summary>
/// List of bids
/// </summary>
public IEnumerable<ISymbolOrderSequencedBookEntry> Bids { get; set; } = new List<ISymbolOrderSequencedBookEntry>();
}
/// <summary>
/// Buffer entry with a single update id per update
/// </summary>
public class ProcessBufferSingleSequenceEntry
{
/// <summary>
/// First update id
/// </summary>
public long UpdateId { get; set; }
/// <summary>
/// List of asks
/// </summary>
public IEnumerable<ISymbolOrderBookEntry> Asks { get; set; } = new List<ISymbolOrderBookEntry>();
/// <summary>
/// List of bids
/// </summary>
public IEnumerable<ISymbolOrderBookEntry> Bids { get; set; } = new List<ISymbolOrderBookEntry>();
}
/// <summary>
/// Buffer entry with a first and last update id
/// </summary>
public class ProcessBufferRangeSequenceEntry
{
/// <summary>
/// First update id
/// </summary>
public long FirstUpdateId { get; set; }
/// <summary>
/// Last update id
/// </summary>
public long LastUpdateId { get; set; }
/// <summary>
/// List of asks
/// </summary>
public IEnumerable<ISymbolOrderBookEntry> Asks { get; set; } = new List<ISymbolOrderBookEntry>();
/// <summary>
/// List of bids
/// </summary>
public IEnumerable<ISymbolOrderBookEntry> Bids { get; set; } = new List<ISymbolOrderBookEntry>();
}
}