Book Imbalance

An indicator which is desktop only, and why.

Source: src/DesktopOnly/BookImbalance.cs · Calculated on: desktop only

A label with the share of the visible order book which is on the bid side.

What it shows

• The order book: RebuildDom and OnBook.
• What [DesktopOnly] means in practice.

The order book

The first time, the indicator asks for the whole book. After that it receives the changes:

public override void OnEnd(bool isRt)
{
    if (!bookLoaded)
    {
        bookLoaded = true;
        Apply(VAn.RebuildDom());
    }
    Draw();
}

public override void OnBook(Feed.BookUpdate updates)
{
    Apply(updates);
}

Each update has a price (PinT), a side (isAsk) and the new quantity at that price. A quantity of zero removes the level.

Why it is desktop only

RebuildDom, OnBook and OnBookCall are marked [DesktopOnly] in the API: the order book of a user exists only on the desktop. Using them changes nothing on your chart. It changes where a package can be calculated: a package which contains this indicator is calculated on the desktop of each user, never on the server.

That is why this example is in its own folder. To publish the other examples as a server package, leave this one out of the dll.

See Desktop only features for the full list.