Class OrderBase

Namespace

DxFeed.Graal.Net.Events.Market

Assembly

DxFeed.Graal.Net.dll

Base class for common fields of Order, AnalyticOrder and SpreadOrder events. Order events represent a snapshot for a full available market depth for a symbol. The collection of order events of a symbol represents the most recent information that is available about orders on the market at any given moment of time.
Order event represents market depth for a specific symbol.
AnalyticOrder event represents market depth for a specific symbol extended with an analytic information, for example, whether particular order represent an iceberg or not.
SpreadOrder event represents market depth for all spreads on a given underlying symbol.
For more details see Javadoc.

public abstract class OrderBase : MarketEvent, IIndexedEvent, IEventType

Inheritance

object

MarketEvent

OrderBase

Implements

IIndexedEvent

IEventType

Derived

Order

SpreadOrder

Inherited Members

MarketEvent.EventSymbol

MarketEvent.EventTime

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

Constructors

OrderBase()

Initializes a new instance of the OrderBase class.

protected OrderBase()

OrderBase(string?)

Initializes a new instance of the OrderBase class with specified event symbol.

protected OrderBase(string? eventSymbol)

Parameters

eventSymbol string

The event symbol.

Fields

MaxSequence

Maximum allowed sequence value. Sequence

public const int MaxSequence = 4194303

Field Value

int

Properties

Action

Gets or sets action of this order. Returns order action if available, otherwise - Undefined.

public OrderAction Action { get; set; }

Property Value

OrderAction

ActionTime

Gets or sets time of the last Action.

public long ActionTime { get; set; }

Property Value

long

AuxOrderId

Gets or sets order ID if available. Returns auxiliary order ID if available:.

• in New - ID of the order replaced by this new order.
• in Delete - ID of the order that replaces this deleted order.
• in Partial - ID of the aggressor order.
• in Execute - ID of the aggressor order.

public long AuxOrderId { get; set; }

Property Value

long

Count

Gets or sets number of individual orders in this aggregate order.

public long Count { get; set; }

Property Value

long

EventFlags

Gets or sets transactional event flags.

public int EventFlags { get; set; }

Property Value

int

EventSource

Gets or sets order source of this event. The source is stored in the highest bits of the Index of this event.

public OrderSource EventSource { get; set; }

Property Value

OrderSource

ExchangeCode

Gets or sets exchange code of this order.

public char ExchangeCode { get; set; }

Property Value

char

Exceptions

ArgumentException

If exchange code is greater than 127.

ExecutedSize

Gets or sets executed size of this order.

public double ExecutedSize { get; set; }

Property Value

double

HasSize

Gets a value indicating whether this order has some size (Size is neither 0 nor NaN).

public bool HasSize { get; }

Property Value

bool

Index

Gets or sets unique per-symbol index of this order. Index is non-negative. Note, that this method also changes EventSource, whose id occupies highest bits of index. Use EventSource after invocation of this method to set the desired value of source.

public long Index { get; set; }

Property Value

long

Exceptions

ArgumentException

When index is negative.

OrderId

Gets or sets order ID if available. Some actions Trade, Bust have no order ID since they are not related to any order in Order book.

public long OrderId { get; set; }

Property Value

long

OrderSide

Gets or sets side of this order.

public Side OrderSide { get; set; }

Property Value

Side

Price

Gets or sets price of this order event.

public double Price { get; set; }

Property Value

double

Scope

Gets or sets scope of this order.

public Scope Scope { get; set; }

Property Value

Scope

Sequence

Gets or sets sequence number sequence number of this order to distinguish orders that have the same Time. This sequence number does not have to be unique and does not need to be sequential. Sequence can range from 0 to MaxSequence.

public int Sequence { get; set; }

Property Value

int

Exceptions

ArgumentException

If sequence out of range.

Size

Gets or sets size of this order event as floating number with fractions.

public double Size { get; set; }

Property Value

double

Time

Gets or sets time of this order. Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.

public long Time { get; set; }

Property Value

long

TimeNanoPart

Gets or sets microseconds and nanoseconds time part of this order.

public int TimeNanoPart { get; set; }

Property Value

int

TimeNanos

Gets or sets timestamp of the original event in nanoseconds. Time is measured in nanoseconds between the current time and midnight, January 1, 1970 UTC.

public long TimeNanos { get; set; }

Property Value

long

TimeSequence

Gets or sets time and sequence of this order packaged into single long value This method is intended for efficient order time priority comparison. Do not set their property directly. Change Time and/or Sequence.

public long TimeSequence { get; set; }

Property Value

long

TradeId

Gets or sets trade (order execution) ID for events containing trade-related action. Returns 0 if trade ID not available.

public long TradeId { get; set; }

Property Value

long

TradePrice

Gets or sets trade price for events containing trade-related action.

public double TradePrice { get; set; }

Property Value

double

TradeSize

Gets or sets trade size for events containing trade-related action.

public double TradeSize { get; set; }

Property Value

double

Methods

BaseFieldsToString()

Returns string representation of this order fields.

protected string BaseFieldsToString()

Returns

string

The string representation.

ToString()

Returns string representation of this base order event's.

public override string ToString()

Returns

string

The string representation.