Struct BidAskPair

Namespace

DatabentoDotNet.Dbn

Assembly

DatabentoDotNet.Dbn.dll

One price level: the bid and ask sides of a single book level.

public readonly struct BidAskPair

Inherited Members

ValueType.Equals(object)

ValueType.GetHashCode()

ValueType.ToString()

object.Equals(object, object)

object.GetType()

object.ReferenceEquals(object, object)

Remarks

Not a record in its own right — it has no RecordHeader and no rtype. It is embedded in Mbp1Msg, Mbp10Msg and BboMsg. Field order is transcribed from the #[repr(C)] Rust declaration; see the remarks on RecordHeader for why that ordering is load-bearing.

Fields

AskCt

The ask order count.

public readonly uint AskCt

Field Value

uint

AskPx

The ask price, where every 1 unit corresponds to 1e-9.

public readonly long AskPx

Field Value

long

AskSz

The ask size.

public readonly uint AskSz

Field Value

uint

BidCt

The bid order count.

public readonly uint BidCt

Field Value

uint

BidPx

The bid price, where every 1 unit corresponds to 1e-9.

public readonly long BidPx

Field Value

long

BidSz

The bid size.

public readonly uint BidSz

Field Value

uint