/* * 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; } } }