/// <summary> /// The total volume of asks which was below <see cref="PoC"/>. /// </summary> /// <param name="volumeProfile">Volume profile.</param> /// <returns>The total volume of asks.</returns> public static decimal SellVolBelowPoC(this VolumeProfileBuilder volumeProfile) { var poc = volumeProfile.PoC(); return(volumeProfile.PriceLevels.Where(p => p.Price < poc.Price).Select(p => p.SellVolume).Sum()); }
/// <summary> /// The total volume of bids which was above <see cref="PoC"/>. /// </summary> /// <param name="volumeProfile">Volume profile.</param> /// <returns>The total volume of bids.</returns> public static decimal BuyVolAbovePoC(this VolumeProfileBuilder volumeProfile) { var poc = volumeProfile.PoC(); return(volumeProfile.PriceLevels.Where(p => p.Price > poc.Price).Select(p => p.BuyVolume).Sum()); }