New article Prices in DoEasy library (part 63): Depth of Market and its abstract request class has been published:
In the article, I will start developing the functionality for working with the Depth of Market. I will also create the class of the Depth of Market abstract order object and its descendants.
In this article, I will start implementing the functionality for working with the Depth of Market (DOM). Conceptually, classes for working with DOM will not differ from all previously implemented library classes. At the same time, we will have a mold of DOM featuring data about orders stored in DOM. The data is obtained by the MarketBookGet() function when the OnBookEvent() handler is activated. In case of any change in DOM, an event is activated for each of the symbols in the handler having the active subscription to DOM events.
Thus, the DOM class structure is to be as follows:
Today I will implement the order object class (1) and test obtaining DOM data when OnBookEvent() is activated for the current symbol.
Author: Artyom Trishkin
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