/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
using System;
namespace QuantConnect.Brokerages
{
///
/// Event arguments class for the event
///
public sealed class BestBidAskUpdatedEventArgs : EventArgs
{
///
/// Gets the new best bid price
///
public Symbol Symbol { get; }
///
/// Gets the new best bid price
///
public decimal BestBidPrice { get; }
///
/// Gets the new best bid size
///
public decimal BestBidSize { get; }
///
/// Gets the new best ask price
///
public decimal BestAskPrice { get; }
///
/// Gets the new best ask size
///
public decimal BestAskSize { get; }
///
/// Initializes a new instance of the class
///
/// The symbol
/// The newly updated best bid price
/// >The newly updated best bid size
/// The newly updated best ask price
/// The newly updated best ask size
public BestBidAskUpdatedEventArgs(Symbol symbol, decimal bestBidPrice, decimal bestBidSize, decimal bestAskPrice, decimal bestAskSize)
{
Symbol = symbol;
BestBidPrice = bestBidPrice;
BestBidSize = bestBidSize;
BestAskPrice = bestAskPrice;
BestAskSize = bestAskSize;
}
}
}