forked from alpacahq/alpaca-trade-api-csharp
/
ITradeUpdate.cs
65 lines (56 loc) · 1.63 KB
/
ITradeUpdate.cs
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namespace Alpaca.Markets;
/// <summary>
/// Encapsulates trade update information from Alpaca streaming API.
/// </summary>
[CLSCompliant(false)]
public interface ITradeUpdate
{
/// <summary>
/// Gets trade update reason.
/// </summary>
[UsedImplicitly]
[SuppressMessage(
"Naming", "CA1716:Identifiers should not match keywords",
Justification = "Already used by clients and creates conflict only in VB.NET")]
TradeEvent Event { get; }
/// <summary>
/// Gets optional order execution identifier.
/// </summary>
[UsedImplicitly]
Guid? ExecutionId { get; }
/// <summary>
/// Gets updated trade price level.
/// </summary>
[UsedImplicitly]
Decimal? Price { get; }
/// <summary>
/// Gets updated position quantity (with the fractional part).
/// </summary>
[UsedImplicitly]
Decimal? PositionQuantity { get; }
/// <summary>
/// Gets updated position quantity (rounded to the nearest integer).
/// </summary>
[UsedImplicitly]
Int64? PositionIntegerQuantity { get; }
/// <summary>
/// Gets updated trade quantity (with the fractional part).
/// </summary>
[UsedImplicitly]
Decimal? TradeQuantity { get; }
/// <summary>
/// Gets updated trade quantity (rounded to the nearest integer).
/// </summary>
[UsedImplicitly]
Int64? TradeIntegerQuantity { get; }
/// <summary>
/// Gets update timestamp in UTC.
/// </summary>
[UsedImplicitly]
DateTime? TimestampUtc { get; }
/// <summary>
/// Gets related order object.
/// </summary>
[UsedImplicitly]
IOrder Order { get; }
}